```
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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 5,570,371                :
: Positions                                                                                                    :
:1,765,064 1,385,684   283,815 1,747,501   650,763   820,673    47,904   960,826   373,768    63,771   683,596 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:   24,728    48,568   -26,819    97,466    26,206    64,769    -3,953    78,114    79,368     1,462    -5,765 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.7      24.9       5.1      31.4      11.7      14.7       0.9      17.2       6.7       1.1      12.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   220                     :
:      104       100        11        23        30        22         9        26        28        12        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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   314,290                :
: Positions                                                                                                    :
:  179,830   230,959    68,142    50,537    15,059    22,906     1,490     5,243     1,472       148     3,549 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:  -10,093     4,058       663       206     1,105    14,496       233       700      -320         6      -228 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      73.5      21.7      16.1       4.8       7.3       0.5       1.7       0.5       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       24        28         6         .         6         4         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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   157,202                :
: Positions                                                                                                    :
:  112,029    96,043     9,648    37,918    17,298     6,302         0     1,968     6,688         0       216 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:    9,500    10,474       474       551     1,260       270         0       104       915         0        -1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      61.1       6.1      24.1      11.0       4.0       0.0       1.3       4.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        20         .         7         9         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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   242,238                :
: Positions                                                                                                    :
:  182,729   130,135     4,590    59,474    31,926    13,200     7,362     1,100         0     6,980       182 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:    6,333    10,654    -6,495    -8,613     3,454     2,286     2,202      -132         0       603       182 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.4      53.7       1.9      24.6      13.2       5.4       3.0       0.5       0.0       2.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        16         .        10        10         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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   799,125                :
: Positions                                                                                                    :
:  630,632   304,047    56,261   391,232    93,850        20     1,337     7,761     1,848         0         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:   22,252     4,949      -987     9,801     1,017    -1,269     1,337    -3,954       255         0      -703 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.9      38.0       7.0      49.0      11.7       0.0       0.2       1.0       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       35        24         4        13        15         .         .         4         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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   196,072                :
: Positions                                                                                                    :
:  111,909   166,397    59,879     5,990     7,326     3,852     2,782     1,280         0       553       792 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:    2,388       705     1,585      -362       302    -1,189       642       659      -261       553        54 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      84.9      30.5       3.1       3.7       2.0       1.4       0.7       0.0       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        20         .         .         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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   212,091                :
: Positions                                                                                                    :
:  167,121   120,084    30,843    74,157     2,144     3,463     6,058     2,734         0         0         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:    6,881       683      -434      -904         0    -2,184     2,206       387         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      56.6      14.5      35.0       1.0       1.6       2.9       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       24        23         .        11         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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    92,524                :
: Positions                                                                                                    :
:   42,587    34,183    24,321    47,837       157    14,912         0       939     3,946     1,832       309 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:   -2,558     3,986     5,966     8,975       -48     6,835         0    -1,219     2,459     1,832      -187 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.0      36.9      26.3      51.7       0.2      16.1       0.0       1.0       4.3       2.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       13        17         .         6         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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 1,272,844                :
: Positions                                                                                                    :
:  174,771   209,694   200,811    63,395   100,646   246,452   244,990   261,430    26,635   155,131   192,739 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:   10,868    24,325     1,578     1,085        34    20,888   -13,755    15,905    -1,152    27,545   -14,098 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.7      16.5      15.8       5.0       7.9      19.4      19.2      20.5       2.1      12.2      15.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   319                     :
:       43        38        22        15        32        79        46        83        30        53        72 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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   238,963                :
: Positions                                                                                                    :
:   35,281    36,452     4,849    10,790    71,420    31,253     1,250     2,052    42,585    64,516    47,432 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:    4,015     5,359     1,835     6,283     7,028       281         0       451     7,871     2,350     5,255 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.8      15.3       2.0       4.5      29.9      13.1       0.5       0.9      17.8      27.0      19.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       10        12         4         8        12         7         .         4        11         7        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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 2,536,002                :
: Positions                                                                                                    :
:  486,971   469,766   128,988   796,107   416,137   297,138    36,692   496,915   371,981     9,598   291,062 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:   43,658    82,336    -2,497    18,635     7,265     6,020    -9,174    56,525    20,472   -23,904   -27,489 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.2      18.5       5.1      31.4      16.4      11.7       1.4      19.6      14.7       0.4      11.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   138                     :
:       52        48         .        21        23        18        10        24        19         6        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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   929,862                :
: Positions                                                                                                    :
:  182,379   131,202   212,090    86,354   311,700    11,431    71,403   101,809     5,295   126,994    95,046 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:   25,947       305    60,913       199     2,341   -11,662    -2,776     7,978   -24,441    54,222   -14,185 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.6      14.1      22.8       9.3      33.5       1.2       7.7      10.9       0.6      13.7      10.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       17        16        16         6        18         7         8        11         5        14        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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    26,025                :
: Positions                                                                                                    :
:   23,293    21,016       210     3,063     1,738         0         0         0       351         0         0 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:      403       228         0       175       -25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      80.8       0.8      11.8       6.7       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       30        25         .         7         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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    11,456                :
: Positions                                                                                                    :
:    9,249     8,256       938     1,596       470         0         0         0       425       520        30 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:      260       476       145       100        27         0         0         0       120       -15        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      72.1       8.2      13.9       4.1       0.0       0.0       0.0       3.7       4.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15         9         .         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 12, 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     9,578                :
: Positions                                                                                                    :
:    4,605     4,872     2,738     3,485       209         0         0         0     1,392       361       249 :
:                                                                                                              :
: Changes from:     March 5, 2013                                                                              :
:      -12       198       120        45         0         0         0         0       120         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.1      50.9      28.6      36.4       2.2       0.0       0.0       0.0      14.5       3.8       2.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        13         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated March 15, 2013