```
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 5,873,370                :
: Positions                                                                                                    :
:1,807,723 1,433,212   259,247 1,917,191   682,904   953,623    22,817 1,028,258   422,942    68,766   700,018 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:  -66,031   -54,571    -6,278   -40,030    -7,530   -44,848   -22,047    37,422       805       168    10,818 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.8      24.4       4.4      32.6      11.6      16.2       0.4      17.5       7.2       1.2      11.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      106       103         9        26        31        25         6        26        31         9        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   317,889                :
: Positions                                                                                                    :
:  165,365   219,096    62,847    65,604    17,276    43,855     1,598     5,379     3,160         0     2,015 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:   -8,824   -17,627    -6,335    14,667      -397     9,064    -1,075       558     1,353      -492      -298 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      68.9      19.8      20.6       5.4      13.8       0.5       1.7       1.0       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        30         5         .         6         6         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   179,086                :
: Positions                                                                                                    :
:  120,921   118,378    22,077    36,040    18,710     6,538         0     1,546     6,030         0         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:    2,009     7,599     9,857    -2,012       173    -4,037         0       815    -1,111         0       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      66.1      12.3      20.1      10.4       3.7       0.0       0.9       3.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        21         .         8        10         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   246,997                :
: Positions                                                                                                    :
:  178,008   145,831     9,489    55,245    30,711    17,724     1,492     3,740         0     3,647       588 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:  -15,111    -9,580     2,805    -1,137      -388     2,909       173      -925         0       128       548 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.1      59.0       3.8      22.4      12.4       7.2       0.6       1.5       0.0       1.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       24        21         .         9         9         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   750,145                :
: Positions                                                                                                    :
:  593,057   253,432    46,760   392,838    89,791     2,668     3,158     5,337       153     1,280       517 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:  -49,890   -33,085    -8,463   -26,047       128       920     2,720    -2,505      -154      -520        63 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      33.8       6.2      52.4      12.0       0.4       0.4       0.7       0.0       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       32        22         4        13        15         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   232,735                :
: Positions                                                                                                    :
:  133,725   203,519    73,261     8,072     5,660     7,955     3,956       732     1,306         0     1,047 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:   11,818    15,529       306       -30      -984     3,403         0      -455       182         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      87.4      31.5       3.5       2.4       3.4       1.7       0.3       0.6       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        26         .         4         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   221,303                :
: Positions                                                                                                    :
:  179,105   125,314    26,247    79,705     2,852     4,192     5,785     3,515         0         0         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:    4,668    -1,493    -2,789     1,238       310    -1,074       551       904         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.9      56.6      11.9      36.0       1.3       1.9       2.6       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       25        23         4        11         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   108,869                :
: Positions                                                                                                    :
:   57,321    42,779    28,465    50,118       415    11,559     3,234     3,737     3,047       210       536 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:    6,595     8,245     1,844       184         0       663       226     1,055       239         0      -246 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.7      39.3      26.1      46.0       0.4      10.6       3.0       3.4       2.8       0.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       16        18         .         6         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,459,808                :
: Positions                                                                                                    :
:  160,972   246,322   189,845    80,307   110,275   327,188   252,547   357,111    30,789   163,384   202,881 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:    3,336    18,379     3,631     2,973     2,682     6,837    -5,108    21,234    -1,950    -2,003    13,567 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.0      16.9      13.0       5.5       7.6      22.4      17.3      24.5       2.1      11.2      13.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   337                     :
:       41        38        21        17        31       106        35        76        35        58        66 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   305,214                :
: Positions                                                                                                    :
:   60,432    43,777     5,111    22,852    74,525    39,494     3,599     4,876    57,538    93,361    57,376 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:     -763    -2,638     3,153       275      -827       671     1,999    -2,848     1,850     5,884    -1,635 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.8      14.3       1.7       7.5      24.4      12.9       1.2       1.6      18.9      30.6      18.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       12        14         .        10        12         4         .         6        10        11        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,714,391                :
: Positions                                                                                                    :
:  468,899   459,189    89,505   864,357   434,398   324,144    49,505   577,050   485,298    12,213   301,034 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:  -39,508   -47,560   -25,551     6,958     1,076       612       -66    26,837    17,414     6,974    -5,096 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.3      16.9       3.3      31.8      16.0      11.9       1.8      21.3      17.9       0.4      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   142                     :
:       57        53         .        22        24        18         8        21        19         6        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,008,626                :
: Positions                                                                                                    :
:  178,758   122,990   170,701   177,792   346,035   102,389    39,835    98,270     9,890   124,676    94,043 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:    3,301    -4,662     9,127    14,532    16,992     1,826     2,288    11,963     2,250     4,373     2,509 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.7      12.2      16.9      17.6      34.3      10.2       3.9       9.7       1.0      12.4       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       18        17        16         7        19         9         5         9         7        14        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    30,375                :
: Positions                                                                                                    :
:   27,430    24,888       213     3,340     1,804         0         0       120       351         0         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:    1,037       888       -47        38        -4         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.3      81.9       0.7      11.0       5.9       0.0       0.0       0.4       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       32        29         .         6         5         0         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     5,834                :
: Positions                                                                                                    :
:    4,654     3,670        15     1,471       180       855         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:     -332      -320        -7      -573        45      -350         0       -16         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      62.9       0.3      25.2       3.1      14.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        11         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is    11,812                :
: Positions                                                                                                    :
:    9,810     8,739       753     1,584       491         0         0         0       410       530        30 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:     -510      -734      -290        64      -192         0         0         0       -15       -55         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      74.0       6.4      13.4       4.2       0.0       0.0       0.0       3.5       4.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        10         .         .         5         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 2, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,059                :
: Positions                                                                                                    :
:    4,558     4,647     2,682     3,291       189         0         0         0     1,125       345       155 :
:                                                                                                              :
: Changes from:     March 26, 2013                                                                             :
:     -747    -1,170      -296      -364       -45         0         0         0      -387        24       -94 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.3      51.3      29.6      36.3       2.1       0.0       0.0       0.0      12.4       3.8       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        11         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated April 5, 2013