```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 5,326,776                :
: Positions                                                                                                    :
:1,740,336 1,337,116   310,634 1,650,035   624,557   755,904    51,857   882,712   294,400    62,309   689,361 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
: -101,790   -23,931   -13,710     9,585    -2,412    13,969    -1,967       444    55,521      -482   -64,531 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.7      25.1       5.8      31.0      11.7      14.2       1.0      16.6       5.5       1.2      12.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   215                     :
:      104       100        11        23        31        22        10        24        24        11        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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   309,529                :
: Positions                                                                                                    :
:  189,923   226,901    67,479    50,331    13,954     8,410     1,257     4,543     1,792       142     3,777 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:   -8,104    -1,921     2,618     3,722    -7,014     2,509      -280    -2,218     1,208    -1,164       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.4      73.3      21.8      16.3       4.5       2.7       0.4       1.5       0.6       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        25         5         .         5         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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   144,708                :
: Positions                                                                                                    :
:  102,529    85,569     9,174    37,367    16,038     6,032         0     1,864     5,773         0       217 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:   -7,617   -12,437    -2,943     1,582    -3,427    -2,381         0      -139     1,135         0       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      59.1       6.3      25.8      11.1       4.2       0.0       1.3       4.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        20         .         7         9         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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   234,998                :
: Positions                                                                                                    :
:  176,396   119,481    11,085    68,087    28,472    10,914     5,160     1,232         0     6,377         0 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:   -2,452    -8,789    -6,215      -699    -2,603       152    -2,287       127         0     3,965         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      50.8       4.7      29.0      12.1       4.6       2.2       0.5       0.0       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        16         .        10         9         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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   786,175                :
: Positions                                                                                                    :
:  608,380   299,098    57,248   381,431    92,833     1,289         0    11,715     1,593         0       703 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:  -21,452    -9,851    -8,741   -16,287    -2,801      -756      -520       272       561      -800       208 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      38.0       7.3      48.5      11.8       0.2       0.0       1.5       0.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       32        22         5        13        16         .         0         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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   190,889                :
: Positions                                                                                                    :
:  109,521   165,692    58,294     6,352     7,024     5,041     2,140       621       261         0       738 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:   -8,945   -10,358    -3,552    -1,879       164     2,045       -85    -1,211       -93         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      86.8      30.5       3.3       3.7       2.6       1.1       0.3       0.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        19         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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   206,771                :
: Positions                                                                                                    :
:  160,240   119,401    31,277    75,061     2,144     5,647     3,852     2,347         0         0         0 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:  -17,471   -11,804      -190    -2,111    -1,301     2,159    -1,523    -1,108    -1,280         0      -382 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      57.7      15.1      36.3       1.0       2.7       1.9       1.1       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- Options and Futures Combined Positions as of March 5, 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    79,624                :
: Positions                                                                                                    :
:   45,145    30,197    18,355    38,862       205     8,077         0     2,158     1,487         0       496 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:  -11,249    -6,500    -3,180    -1,782    -1,104     3,797    -2,637    -1,647       635         0      -295 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      37.9      23.1      48.8       0.3      10.1       0.0       2.7       1.9       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        15         .         6         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 1,266,326                :
: Positions                                                                                                    :
:  165,981   186,085   194,383    62,942   106,360   227,761   258,817   251,238    29,322   126,629   220,603 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:    9,802    13,095    -3,849     1,624     2,668    10,365   -22,823    13,177    -3,933    24,855     5,863 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.1      14.7      15.4       5.0       8.4      18.0      20.4      19.8       2.3      10.0      17.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   315                     :
:       39        38        18        18        32        68        53        77        36        60        84 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,315,257                :
: Positions                                                                                                    :
:  136,954   141,950    20,991    68,141   620,696    60,016     5,531   182,569    16,303    19,945   273,759 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:     -396     7,998     1,945       904     1,035     5,387       639     2,313     2,622       815     5,421 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.4      10.8       1.6       5.2      47.2       4.6       0.4      13.9       1.2       1.5      20.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   133                     :
:       36        34         8        18        25        21        14        27        18        16        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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   213,351                :
: Positions                                                                                                    :
:   31,266    31,093     2,906     4,507    64,500    30,972     1,250     1,601    35,072    62,264    42,207 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:   -1,481       907       298    -3,635     4,757     2,532      -250    -1,350       970     1,285     1,930 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.7      14.6       1.4       2.1      30.2      14.5       0.6       0.8      16.4      29.2      19.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       11        12         .         8        11         6         .         4         8        11        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    53,165                :
: Positions                                                                                                    :
:    6,997    10,324         0     4,300     3,461    17,131    10,740     8,918     5,336     3,641    11,117 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:       47       287         0       474       -87     1,357     1,003     1,793        56      -535       403 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.2      19.4       0.0       8.1       6.5      32.2      20.2      16.8      10.0       6.8      20.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:        9        11         0         6         5         4         8         7         6         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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 2,433,264                :
: Positions                                                                                                    :
:  443,313   387,430   131,485   777,472   408,872   291,118    45,866   440,390   351,509    33,502   318,551 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:  -54,053   -20,788    15,365    -3,850   -16,591    -2,536    16,726   -11,801    13,986    -4,031       528 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.2      15.9       5.4      32.0      16.8      12.0       1.9      18.1      14.4       1.4      13.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   138                     :
:       51        48         .        20        22        17        11        24        20         6        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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   882,729                :
: Positions                                                                                                    :
:  156,432   130,897   151,177    86,155   309,359    23,093    74,179    93,831    29,736    72,772   109,231 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:   33,292     1,069     5,372     8,235     2,711   -22,900     6,696    11,575      -830    -1,418     7,218 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.7      14.8      17.1       9.8      35.0       2.6       8.4      10.6       3.4       8.2      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       15        14        15         7        18         6        10        12         8        13        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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    25,647                :
: Positions                                                                                                    :
:   22,890    20,788       210     2,888     1,763         0         0         0       351         0         0 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:   -2,949    -3,323      -244       -19      -221         0         0         0       -87         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.3      81.1       0.8      11.3       6.9       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       29        25         .         7         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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    10,859                :
: Positions                                                                                                    :
:    8,989     7,780       793     1,496       443         0         0         0       305       535        15 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:       10       263      -225        79         1         0         0         0       305      -390       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      71.6       7.3      13.8       4.1       0.0       0.0       0.0       2.8       4.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15         9         .         .         4         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 5, 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     9,350                :
: Positions                                                                                                    :
:    4,617     4,674     2,618     3,440       209         0         0         0     1,272       361       249 :
:                                                                                                              :
: Changes from:     February 26, 2013                                                                          :
:       84       600      -336      -417        11         0         0         0       152      -287        12 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.4      50.0      28.0      36.8       2.2       0.0       0.0       0.0      13.6       3.9       2.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        14         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated March 8, 2013