```
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 4,881,057: 1,770,229  1,250,133    387,775  1,457,910    607,328    526,311     43,382    748,569    148,274     76,089    675,083:   17,488    22,563
Old  : 4,881,057: 1,770,229  1,250,133    387,775  1,457,910    607,328    526,311     43,382    748,569    148,274     76,089    675,083:   17,488    22,563
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :    76,319:    81,872     20,870    -24,869     85,543     17,914     58,552     -5,369    -45,310      1,547     13,556    -13,394:        7     2,509
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.3       25.6        7.9       29.9       12.4       10.8        0.9       15.3        3.0        1.6       13.8:      0.4       0.5
Old  :     100.0:      36.3       25.6        7.9       29.9       12.4       10.8        0.9       15.3        3.0        1.6       13.8:      0.4       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       230:       108        105         12         22         31         19         11         26         22         20         36:
Old  :       230:       108        105         12         22         31         19         11         26         22         20         36:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       23.3       39.1       39.5       17.0       20.5       22.9       28.9
Old  :                 22.6       23.3       39.1       39.5       17.0       20.5       22.9       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   257,896:   151,217    175,009     55,056     38,184     22,397      1,241      2,356      3,614        618      2,870      2,598:   21,155    10,868
Old  :   257,896:   151,217    175,009     55,056     38,184     22,397      1,241      2,356      3,614        618      2,870      2,598:   21,155    10,868
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :    12,638:    17,098      4,042        933      7,325     -4,035     -1,872      2,356       -684       -931      2,777        533:    1,596       324
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.6       67.9       21.3       14.8        8.7        0.5        0.9        1.4        0.2        1.1        1.0:      8.2       4.2
Old  :     100.0:      58.6       67.9       21.3       14.8        8.7        0.5        0.9        1.4        0.2        1.1        1.0:      8.2       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        23         23          6          .          7          .          .          .          .          4          5:
Old  :        46:        23         23          6          .          7          .          .          .          .          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       62.5       60.0       76.5       34.2       45.9       45.5       56.3
Old  :                 40.5       62.5       60.0       76.5       34.2       45.9       45.5       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   153,060:   102,487     97,108     21,880     30,595     21,392      1,827        280      3,355        942          0        215:      962       115
Old  :   153,060:   102,487     97,108     21,880     30,595     21,392      1,827        280      3,355        942          0        215:      962       115
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :     7,321:     1,331      8,210      8,087      2,125     -2,356         38        280         89       -658          0         31:      759    -1,058
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.0       63.4       14.3       20.0       14.0        1.2        0.2        2.2        0.6        0.0        0.1:      0.6       0.1
Old  :     100.0:      67.0       63.4       14.3       20.0       14.0        1.2        0.2        2.2        0.6        0.0        0.1:      0.6       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        18         24          .          8         10          .          .          .          .          0          .:
Old  :        41:        18         24          .          8         10          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       44.4       72.0       64.5       44.8       39.3       57.5       51.4
Old  :                 51.0       44.4       72.0       64.5       44.8       39.3       57.5       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   221,185:   160,457    106,892     14,559     70,525     29,741      9,342      7,420      1,010        222          0        310:    5,544     5,287
Old  :   221,185:   160,457    106,892     14,559     70,525     29,741      9,342      7,420      1,010        222          0        310:    5,544     5,287
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :     3,017:     2,578       -100        758      6,438       -309        428     -1,888        190        222     -1,000       -222:     -628       -92
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       48.3        6.6       31.9       13.4        4.2        3.4        0.5        0.1        0.0        0.1:      2.5       2.4
Old  :     100.0:      72.5       48.3        6.6       31.9       13.4        4.2        3.4        0.5        0.1        0.0        0.1:      2.5       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        19         19          4          9         10          .          .          .          .          0          .:
Old  :        40:        19         19          4          9         10          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       47.4       77.6       67.2       54.6       39.9       69.1       58.1
Old  :                 57.9       47.4       77.6       67.2       54.6       39.9       69.1       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   702,695:   520,663    229,714     61,814    363,327     93,890      3,680      1,994      9,670      1,922          0        155:   10,901     3,945
Old  :   702,695:   520,663    229,714     61,814    363,327     93,890      3,680      1,994      9,670      1,922          0        155:   10,901     3,945
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :    24,011:     8,763     28,237     21,007      3,775    -10,248      1,399      1,322        284      1,587          0       -740:    1,959     1,381
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.1       32.7        8.8       51.7       13.4        0.5        0.3        1.4        0.3        0.0        0.0:      1.6       0.6
Old  :     100.0:      74.1       32.7        8.8       51.7       13.4        0.5        0.3        1.4        0.3        0.0        0.0:      1.6       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        31         23          7         12         17          .          .          5          .          0          .:
Old  :        60:        31         23          7         12         17          .          .          5          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       45.9       56.5       63.2       26.4       40.4       42.6       54.9
Old  :                 35.8       45.9       56.5       63.2       26.4       40.4       42.6       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   189,571:   115,826    164,608     53,860      6,785      6,771      3,202      4,254        650        466          0          0:    8,796     6,503
Old  :   189,571:   115,826    164,608     53,860      6,785      6,771      3,202      4,254        650        466          0          0:    8,796     6,503
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :     5,914:     6,402      2,934       -950        970        208          0      2,459       -630        466          0          0:      418       -27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.1       86.8       28.4        3.6        3.6        1.7        2.2        0.3        0.2        0.0        0.0:      4.6       3.4
Old  :     100.0:      61.1       86.8       28.4        3.6        3.6        1.7        2.2        0.3        0.2        0.0        0.0:      4.6       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        21         25          .          4          .          .          .          .          .          0          0:
Old  :        43:        21         25          .          4          .          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       55.3       71.7       77.0       51.6       54.7       64.7       70.1
Old  :                 55.8       55.3       71.7       77.0       51.6       54.7       64.7       70.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   210,219:   157,911    128,752     31,835     68,880      3,312      6,370          0      4,822          0          0          0:    5,969     4,453
Old  :   210,219:   157,911    128,752     31,835     68,880      3,312      6,370          0      4,822          0          0          0:    5,969     4,453
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :       511:     1,062     -1,611        -84      1,587          0       -748          0         85          0       -862       -142:      338     1,454
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.1       61.2       15.1       32.8        1.6        3.0        0.0        2.3        0.0        0.0        0.0:      2.8       2.1
Old  :     100.0:      75.1       61.2       15.1       32.8        1.6        3.0        0.0        2.3        0.0        0.0        0.0:      2.8       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        26         28          .         11          4          .          0          .          0          0          0:
Old  :        52:        26         28          .         11          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       28.2       59.9       50.3       36.3       27.2       51.7       45.3
Old  :                 39.9       28.2       59.9       50.3       36.3       27.2       51.7       45.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    86,045:    55,436     32,528     17,147     41,679      2,496      2,621          0      2,149        976          0        480:    4,740     6,713
Old  :    86,045:    55,436     32,528     17,147     41,679      2,496      2,621          0      2,149        976          0        480:    4,740     6,713
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :     6,355:     6,936      3,495     -1,397        386      1,178     -2,734          0      1,466       -508          0        356:    1,058      -526
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.4       37.8       19.9       48.4        2.9        3.0        0.0        2.5        1.1        0.0        0.6:      5.5       7.8
Old  :     100.0:      64.4       37.8       19.9       48.4        2.9        3.0        0.0        2.5        1.1        0.0        0.6:      5.5       7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        17         15          .          7          5          .          0          .          .          0          .:
Old  :        33:        17         15          .          7          5          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       51.3       75.3       67.5       51.6       48.6       65.8       61.3
Old  :                 55.5       51.3       75.3       67.5       51.6       48.6       65.8       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,174,780:   132,416    156,186    213,389     49,534    108,251    219,833    302,537    248,136     24,123     93,716    167,856:   60,776    48,564
Old  : 1,174,780:   132,416    156,186    213,389     49,534    108,251    219,833    302,537    248,136     24,123     93,716    167,856:   60,776    48,564
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :      -263:    -8,935    -14,530     -4,897     -2,890      6,170     -2,053     -4,260     12,807     -4,714     -3,191      3,576:   -2,217     2,055
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.3       13.3       18.2        4.2        9.2       18.7       25.8       21.1        2.1        8.0       14.3:      5.2       4.1
Old  :     100.0:      11.3       13.3       18.2        4.2        9.2       18.7       25.8       21.1        2.1        8.0       14.3:      5.2       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       301:        44         35         23         13         30         61         60         69         46         35         57:
Old  :       301:        44         35         23         13         30         61         60         69         46         35         57:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.8       23.3       28.6       35.9       11.4       15.0       19.6       22.2
Old  :                 16.8       23.3       28.6       35.9       11.4       15.0       19.6       22.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   147,852:    22,676     21,332      6,831     11,323     37,629     22,801        350      1,053     24,658     44,159     29,172:    3,032     2,834
Old  :   147,852:    22,676     21,332      6,831     11,323     37,629     22,801        350      1,053     24,658     44,159     29,172:    3,032     2,834
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :    12,455:     4,124      4,085     -4,721        -66      7,894          0          0        100      1,285     -3,530      3,609:      164       363
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.3       14.4        4.6        7.7       25.5       15.4        0.2        0.7       16.7       29.9       19.7:      2.1       1.9
Old  :     100.0:      15.3       14.4        4.6        7.7       25.5       15.4        0.2        0.7       16.7       29.9       19.7:      2.1       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        11         12          4          6         10          5          .          .          8          7         12:
Old  :        44:        11         12          4          6         10          5          .          .          8          7         12:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       46.2       58.9       71.8       28.6       30.2       37.5       38.9
Old  :                 38.3       46.2       58.9       71.8       28.6       30.2       37.5       38.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,331,829:   563,482    493,711    169,116    752,705    382,825    221,980     31,475    433,490    311,394      5,317    208,785:   40,757    23,521
Old  : 2,331,829:   563,482    493,711    169,116    752,705    382,825    221,980     31,475    433,490    311,394      5,317    208,785:   40,757    23,521
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :    20,139:     6,928      2,719     -5,734      1,375     23,330     -1,588        991     -8,422      6,484     -1,257      1,286:   -2,145       117
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.2       21.2        7.3       32.3       16.4        9.5        1.3       18.6       13.4        0.2        9.0:      1.7       1.0
Old  :     100.0:      24.2       21.2        7.3       32.3       16.4        9.5        1.3       18.6       13.4        0.2        9.0:      1.7       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        59         53          .         19         22         17          8         23         17          6         19:
Old  :       140:        59         53          .         19         22         17          8         23         17          6         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.1       26.5       37.3       44.3       12.5       18.8       21.2       27.9
Old  :                 23.1       26.5       37.3       44.3       12.5       18.8       21.2       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   886,412:   118,001    133,159    208,353     90,050    296,706     43,317     79,970    110,891      8,309     77,949     91,114:    9,721     6,573
Old  :   886,412:   118,001    133,159    208,353     90,050    296,706     43,317     79,970    110,891      8,309     77,949     91,114:    9,721     6,573
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :    12,040:    -1,597      4,191      1,756      2,615     -3,951      2,172      1,749      6,763        -16     -5,649      6,219:      694       103
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.3       15.0       23.5       10.2       33.5        4.9        9.0       12.5        0.9        8.8       10.3:      1.1       0.7
Old  :     100.0:      13.3       15.0       23.5       10.2       33.5        4.9        9.0       12.5        0.9        8.8       10.3:      1.1       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        77:        15         16         14          7         18          8         11         11          7         13         16:
Old  :        77:        15         16         14          7         18          8         11         11          7         13         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       33.6       59.2       58.4       17.9       18.6       24.7       25.6
Old  :                 37.8       33.6       59.2       58.4       17.9       18.6       24.7       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    30,124:    26,325     24,751        571      3,012      1,886        305          0          0        375          0         63:      599       412
Old  :    30,124:    26,325     24,751        571      3,012      1,886        305          0          0        375          0         63:      599       412
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :       967:       894        749         65         10        238       -275          0          0          0          0          0:       45       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.4       82.2        1.9       10.0        6.3        1.0        0.0        0.0        1.2        0.0        0.2:      2.0       1.4
Old  :     100.0:      87.4       82.2        1.9       10.0        6.3        1.0        0.0        0.0        1.2        0.0        0.2:      2.0       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        28         26          .          5          5          .          0          0          .          0          .:
Old  :        40:        28         26          .          5          5          .          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.5       49.4       65.1       71.1       41.6       41.3       49.7       52.3
Old  :                 46.5       49.4       65.1       71.1       41.6       41.3       49.7       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     7,370:     5,693      4,697        713        574        543          0        140          0         13        915         45:      363       456
Old  :     7,370:     5,693      4,697        713        574        543          0        140          0         13        915         45:      363       456
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :     2,113:     1,864      1,884         84        -21        100          0       -110          0          0        260          0:       65         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.2       63.7        9.7        7.8        7.4        0.0        1.9        0.0        0.2       12.4        0.6:      4.9       6.2
Old  :     100.0:      77.2       63.7        9.7        7.8        7.4        0.0        1.9        0.0        0.2       12.4        0.6:      4.9       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        14         13          .          .          5          0          .          0          .          .          .:
Old  :        28:        14         13          .          .          5          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       52.3       74.0       72.9       45.9       41.5       59.4       55.3
Old  :                 55.4       52.3       74.0       72.9       45.9       41.5       59.4       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, January 15, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,075:     4,676      4,285      3,247      4,193          0          0          0          0        630         62         60:      462       475
Old  :     9,075:     4,676      4,285      3,247      4,193          0          0          0          0        630         62         60:      462       475
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 8, 2013                                                                  :
     :       198:       -15        208        303        -25          0          0          0          0       -100         15          0:       10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.5       47.2       35.8       46.2        0.0        0.0        0.0        0.0        6.9        0.7        0.7:      5.1       5.2
Old  :     100.0:      51.5       47.2       35.8       46.2        0.0        0.0        0.0        0.0        6.9        0.7        0.7:      5.1       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         12          .          5          0          0          0          0          .          .          .:
Old  :        27:        13         12          .          5          0          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.3       49.7       79.7       74.9       58.3       47.7       72.3       69.1
Old  :                 58.3       49.7       79.7       74.9       58.3       47.7       72.3       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 18, 2013