```
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 5,712,442: 2,335,682  1,183,012     94,231  2,195,073    609,274    832,344      8,912  1,059,306    171,092     71,308    565,920:   44,593    19,637
Old  : 5,712,442: 2,335,682  1,183,012     94,231  2,195,073    609,274    832,344      8,912  1,059,306    171,092     71,308    565,920:   44,593    19,637
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :  -280,602:   -74,053    -86,958    -14,872    -98,598    -37,165    -49,548     -1,376    -41,289    -50,147     -2,786    -19,063:    5,535     6,633
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.9       20.7        1.6       38.4       10.7       14.6        0.2       18.5        3.0        1.2        9.9:      0.8       0.3
Old  :     100.0:      40.9       20.7        1.6       38.4       10.7       14.6        0.2       18.5        3.0        1.2        9.9:      0.8       0.3
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  :       211:       108         89          5         26         27         24          6         22         30          8         32:
Old  :       211:       108         89          5         26         27         24          6         22         30          8         32:
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  :                 26.1       22.1       41.1       38.0       14.0       17.3       20.0       27.0
Old  :                 26.1       22.1       41.1       38.0       14.0       17.3       20.0       27.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   661,598:    53,846    175,644    236,087     73,453    112,016     27,599     54,602     83,626     32,565     46,726    115,057:      802       474
Old  :   661,598:    53,846    175,644    236,087     73,453    112,016     27,599     54,602     83,626     32,565     46,726    115,057:      802       474
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     1,229:    -9,167      3,812     -1,946      7,685     -8,834     -4,166    -16,040     13,739      8,869     -2,055      2,550:      184       372
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.1       26.5       35.7       11.1       16.9        4.2        8.3       12.6        4.9        7.1       17.4:      0.1       0.1
Old  :     100.0:       8.1       26.5       35.7       11.1       16.9        4.2        8.3       12.6        4.9        7.1       17.4:      0.1       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  :        79:        22         18         12          8         19          7          8          8          9         12         18:
Old  :        79:        22         18         12          8         19          7          8          8          9         12         18:
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  :                 41.1       47.0       58.2       67.9       31.5       27.9       38.4       36.8
Old  :                 41.1       47.0       58.2       67.9       31.5       27.9       38.4       36.8
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   261,678:   115,168    197,050     48,485     12,469     34,224     18,427      3,031      5,591     16,816        217      2,421:   20,546     6,675
Old  :   261,678:   115,168    197,050     48,485     12,469     34,224     18,427      3,031      5,591     16,816        217      2,421:   20,546     6,675
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :    15,877:     5,540     19,579      2,460     -2,717      1,233      2,869     -2,314        233      2,429       -140        507:      606      -504
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.0       75.3       18.5        4.8       13.1        7.0        1.2        2.1        6.4        0.1        0.9:      7.9       2.6
Old  :     100.0:      44.0       75.3       18.5        4.8       13.1        7.0        1.2        2.1        6.4        0.1        0.9:      7.9       2.6
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  :        44:        22         21          5          .          6          4          .          .          4          .          4:
Old  :        44:        22         21          5          .          6          4          .          .          4          .          4:
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  :                 37.4       59.4       58.7       75.5       27.0       54.9       44.7       63.3
Old  :                 37.4       59.4       58.7       75.5       27.0       54.9       44.7       63.3
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   186,693:   129,577    107,125      7,604     40,302     28,599     13,088      1,500      1,733          0      3,069        781:    5,311     3,584
Old  :   186,693:   129,577    107,125      7,604     40,302     28,599     13,088      1,500      1,733          0      3,069        781:    5,311     3,584
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     2,478:     1,478      1,740        917     -3,307      1,932     -1,484        426        780       -194        887       -613:     -338       633
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       57.4        4.1       21.6       15.3        7.0        0.8        0.9        0.0        1.6        0.4:      2.8       1.9
Old  :     100.0:      69.4       57.4        4.1       21.6       15.3        7.0        0.8        0.9        0.0        1.6        0.4:      2.8       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  :        41:        22         22          .          7          9          .          .          .          0          .          .:
Old  :        41:        22         22          .          7          9          .          .          .          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  :                 60.1       53.9       78.8       72.8       54.1       44.7       66.6       59.0
Old  :                 60.1       53.9       78.8       72.8       54.1       44.7       66.6       59.0
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   229,061:   144,421    103,854     22,257     89,999     18,708     26,719      3,054      5,736          0      2,068        848:   10,372     4,794
Old  :   229,061:   144,421    103,854     22,257     89,999     18,708     26,719      3,054      5,736          0      2,068        848:   10,372     4,794
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     7,448:     2,657      6,418        777         79      2,026         97         75        604          0       -269        424:      863    -1,909
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.0       45.3        9.7       39.3        8.2       11.7        1.3        2.5        0.0        0.9        0.4:      4.5       2.1
Old  :     100.0:      63.0       45.3        9.7       39.3        8.2       11.7        1.3        2.5        0.0        0.9        0.4:      4.5       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  :        39:        17         16          4          9          9          4          .          .          0          .          .:
Old  :        39:        17         16          4          9          9          4          .          .          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  :                 49.8       40.1       69.5       66.4       45.9       36.3       59.9       55.0
Old  :                 49.8       40.1       69.5       66.4       45.9       36.3       59.9       55.0
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   778,770:   622,774    148,659      1,464    513,823    100,939      3,638      3,468      1,393     41,223          0      2,352:    4,987     8,136
Old  :   778,770:   622,774    148,659      1,464    513,823    100,939      3,638      3,468      1,393     41,223          0      2,352:    4,987     8,136
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :    -6,547:   -14,587     -8,230      1,464       -758        158        924        940     -1,070      6,180        -92      1,604:   -1,220       901
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.0       19.1        0.2       66.0       13.0        0.5        0.4        0.2        5.3        0.0        0.3:      0.6       1.0
Old  :     100.0:      80.0       19.1        0.2       66.0       13.0        0.5        0.4        0.2        5.3        0.0        0.3:      0.6       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  :        57:        34         20          .         16         16          .          .          .          .          0          .:
Old  :        57:        34         20          .         16         16          .          .          .          .          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  :                 39.8       45.1       58.3       67.5       37.5       41.3       55.7       58.9
Old  :                 39.8       45.1       58.3       67.5       37.5       41.3       55.7       58.9
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   263,436:   169,890    216,866     54,027     12,460      7,301     23,706         25      1,402        484     16,430          0:    6,626     8,952
Old  :   263,436:   169,890    216,866     54,027     12,460      7,301     23,706         25      1,402        484     16,430          0:    6,626     8,952
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :    13,718:     9,800      6,908        807          0        428      2,771         25        871       -188      1,288          0:     -771     4,198
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.5       82.3       20.5        4.7        2.8        9.0        0.0        0.5        0.2        6.2        0.0:      2.5       3.4
Old  :     100.0:      64.5       82.3       20.5        4.7        2.8        9.0        0.0        0.5        0.2        6.2        0.0:      2.5       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  :        53:        26         26          4          4          4          6          .          .          .          .          0:
Old  :        53:        26         26          4          4          4          6          .          .          .          .          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  :                 46.0       44.0       64.3       65.4       42.1       40.0       56.1       56.9
Old  :                 46.0       44.0       64.3       65.4       42.1       40.0       56.1       56.9
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   249,685:   222,000    117,200     14,304    118,586      6,185        719          0      1,654        616         22        644:    3,563     5,394
Old  :   249,685:   222,000    117,200     14,304    118,586      6,185        719          0      1,654        616         22        644:    3,563     5,394
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :    15,646:    16,250     12,077        554      3,181        182       -469          0       -781        224       -288        644:     -958       631
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.9       46.9        5.7       47.5        2.5        0.3        0.0        0.7        0.2        0.0        0.3:      1.4       2.2
Old  :     100.0:      88.9       46.9        5.7       47.5        2.5        0.3        0.0        0.7        0.2        0.0        0.3:      1.4       2.2
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  :        49:        28         22          4          9          .          .          0          .          .          .          .:
Old  :        49:        28         22          4          9          .          .          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  :                 50.3       42.7       65.8       64.6       48.0       40.1       62.6       60.1
Old  :                 50.3       42.7       65.8       64.6       48.0       40.1       62.6       60.1
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    83,030:    47,299     28,408     15,490     37,036      4,413      7,365          0      3,040        280          0          0:    5,143    10,133
Old  :    83,030:    47,299     28,408     15,490     37,036      4,413      7,365          0      3,040        280          0          0:    5,143    10,133
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     6,397:     6,140      2,106       -376      1,227        304        749          0      1,101          0          0          0:   -1,521     1,659
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.0       34.2       18.7       44.6        5.3        8.9        0.0        3.7        0.3        0.0        0.0:      6.2      12.2
Old  :     100.0:      57.0       34.2       18.7       44.6        5.3        8.9        0.0        3.7        0.3        0.0        0.0:      6.2      12.2
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  :        29:        15         13          .          5          4          .          0          .          .          0          0:
Old  :        29:        15         13          .          5          4          .          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  :                 53.1       51.4       72.0       67.4       50.3       50.5       66.7       64.3
Old  :                 53.1       51.4       72.0       67.4       50.3       50.5       66.7       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   147,984:    92,239     84,966      5,868     19,181     12,710        921     14,629      9,254     16,544        694        246:   10,202     6,304
Old  :   147,984:    92,239     84,966      5,868     19,181     12,710        921     14,629      9,254     16,544        694        246:   10,202     6,304
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :      -915:       558         88       -244     -2,008        270       -369       -124        428       -671       -122          0:     -887       553
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.3       57.4        4.0       13.0        8.6        0.6        9.9        6.3       11.2        0.5        0.2:      6.9       4.3
Old  :     100.0:      62.3       57.4        4.0       13.0        8.6        0.6        9.9        6.3       11.2        0.5        0.2:      6.9       4.3
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  :        39:        19         22          .          5          5          .          .          .          .          .          .:
Old  :        39:        19         22          .          5          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  :                 53.7       40.9       70.2       63.6       50.6       38.7       58.8       53.2
Old  :                 53.7       40.9       70.2       63.6       50.6       38.7       58.8       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    24,996:    17,016     22,206      3,199        279          0      3,744          0          0          0      1,629          0:    1,037       882
Old  :    24,996:    17,016     22,206      3,199        279          0      3,744          0          0          0      1,629          0:    1,037       882
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     1,400:       380      1,512          0          0          0        992          0          0          0       -224          0:       28       112
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.1       88.8       12.8        1.1        0.0       15.0        0.0        0.0        0.0        6.5        0.0:      4.1       3.5
Old  :     100.0:      68.1       88.8       12.8        1.1        0.0       15.0        0.0        0.0        0.0        6.5        0.0:      4.1       3.5
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  :        25:        13         13          .          .          0          .          0          0          0          .          0:
Old  :        25:        13         13          .          .          0          .          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  :                 59.9       81.4       82.6       89.8       56.6       78.0       78.9       86.1
Old  :                 59.9       81.4       82.6       89.8       56.6       78.0       78.9       86.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    84,754:    63,658     28,382      2,888     31,162      2,706         20      6,897      5,781          0          0          0:    9,701     9,826
Old  :    84,754:    63,658     28,382      2,888     31,162      2,706         20      6,897      5,781          0          0          0:    9,701     9,826
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :       804:      -724        507          0     -1,923      1,114         20       -524        700          0          0          0:     -306       930
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.1       33.5        3.4       36.8        3.2        0.0        8.1        6.8        0.0        0.0        0.0:     11.4      11.6
Old  :     100.0:      75.1       33.5        3.4       36.8        3.2        0.0        8.1        6.8        0.0        0.0        0.0:     11.4      11.6
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  :        25:        14         11          .          7          5          .          .          .          0          0          0:
Old  :        25:        14         11          .          7          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  :                 53.2       41.6       73.8       65.2       49.7       36.1       62.4       55.0
Old  :                 53.2       41.6       73.8       65.2       49.7       36.1       62.4       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   175,705:   157,450     41,983      7,930    125,129      2,162         20          0      1,251      1,621          0          0:    5,271     5,180
Old  :   175,705:   157,450     41,983      7,930    125,129      2,162         20          0      1,251      1,621          0          0:    5,271     5,180
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     8,287:     9,343         77     -1,432      6,894        332       -281          0        103          0          0          0:      222       881
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.6       23.9        4.5       71.2        1.2        0.0        0.0        0.7        0.9        0.0        0.0:      3.0       2.9
Old  :     100.0:      89.6       23.9        4.5       71.2        1.2        0.0        0.0        0.7        0.9        0.0        0.0:      3.0       2.9
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  :        40:        24         14          .          9          4          .          0          .          .          0          0:
Old  :        40:        24         14          .          9          4          .          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  :                 53.4       49.8       72.3       75.9       52.6       49.8       70.8       75.9
Old  :                 53.4       49.8       72.3       75.9       52.6       49.8       70.8       75.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    85,517:    48,769     56,701     23,669     25,881      1,154          0          0          0          0          0          0:   11,925     1,781
Old  :    85,517:    48,769     56,701     23,669     25,881      1,154          0          0          0          0          0          0:   11,925     1,781
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :      -264:       -43        196        302     -1,074          0          0          0          0          0          0          0:     -523       614
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.0       66.3       27.7       30.3        1.3        0.0        0.0        0.0        0.0        0.0        0.0:     13.9       2.1
Old  :     100.0:      57.0       66.3       27.7       30.3        1.3        0.0        0.0        0.0        0.0        0.0        0.0:     13.9       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  :        31:        15         20          5          5          .          0          0          0          0          0          0:
Old  :        31:        15         20          5          5          .          0          0          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  :                 40.1       55.1       62.0       75.6       36.6       53.7       53.5       66.3
Old  :                 40.1       55.1       62.0       75.6       36.6       53.7       53.5       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   312,831:   254,892    158,320     32,243    124,725     14,687        529      2,568      2,435      1,818          0        306:    5,921     9,790
Old  :   312,831:   254,892    158,320     32,243    124,725     14,687        529      2,568      2,435      1,818          0        306:    5,921     9,790
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     4,080:     1,657      5,684        828     -1,769         -5        529       -124       -109         59          0       -153:    1,274       556
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.5       50.6       10.3       39.9        4.7        0.2        0.8        0.8        0.6        0.0        0.1:      1.9       3.1
Old  :     100.0:      81.5       50.6       10.3       39.9        4.7        0.2        0.8        0.8        0.6        0.0        0.1:      1.9       3.1
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  :        62:        38         30          4         12          5          .          .          .          .          0          .:
Old  :        62:        38         30          4         12          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  :                 36.2       43.1       52.9       61.2       33.3       42.8       49.0       58.4
Old  :                 36.2       43.1       52.9       61.2       33.3       42.8       49.0       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    95,516:    57,602     20,069      8,330     32,580     15,401      9,076     16,897      1,466          0        146        400:    3,241     8,557
Old  :    95,516:    57,602     20,069      8,330     32,580     15,401      9,076     16,897      1,466          0        146        400:    3,241     8,557
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :    10,212:     7,291      2,288     -1,656      4,103        911      3,718      6,332       -540          0          0          0:      488    -2,882
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.3       21.0        8.7       34.1       16.1        9.5       17.7        1.5        0.0        0.2        0.4:      3.4       9.0
Old  :     100.0:      60.3       21.0        8.7       34.1       16.1        9.5       17.7        1.5        0.0        0.2        0.4:      3.4       9.0
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  :        33:        14         11          4          9          7          .          .          .          0          .          .:
Old  :        33:        14         11          4          9          7          .          .          .          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  :                 53.5       38.7       75.3       63.6       42.0       32.9       57.1       51.2
Old  :                 53.5       38.7       75.3       63.6       42.0       32.9       57.1       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV                                                                      Code-0233A8
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    69,507:    40,204     32,986      8,699     15,307      7,457          0      2,728      1,805          0          0          0:   11,342     9,224
Old  :    69,507:    40,204     32,986      8,699     15,307      7,457          0      2,728      1,805          0          0          0:   11,342     9,224
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     2,850:     1,206     -2,585        369      5,448        992          0     -2,352        981          0          0          0:     -698       366
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.8       47.5       12.5       22.0       10.7        0.0        3.9        2.6        0.0        0.0        0.0:     16.3      13.3
Old  :     100.0:      57.8       47.5       12.5       22.0       10.7        0.0        3.9        2.6        0.0        0.0        0.0:     16.3      13.3
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  :        24:        12         11          5          .          5          0          .          .          0          0          0:
Old  :        24:        12         11          5          .          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  :                 53.7       61.4       69.7       81.6       47.3       57.9       58.6       68.6
Old  :                 53.7       61.4       69.7       81.6       47.3       57.9       58.6       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   152,127:   100,368     77,468      2,896     59,579      2,874     40,484      2,908      1,372      1,512      1,288          0:    2,621     6,638
Old  :   152,127:   100,368     77,468      2,896     59,579      2,874     40,484      2,908      1,372      1,512      1,288          0:    2,621     6,638
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :       -34:       214     -1,578       -336       -436          0     -1,042        -56        -28       -280        448          0:    1,438     1,616
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.0       50.9        1.9       39.2        1.9       26.6        1.9        0.9        1.0        0.8        0.0:      1.7       4.4
Old  :     100.0:      66.0       50.9        1.9       39.2        1.9       26.6        1.9        0.9        1.0        0.8        0.0:      1.7       4.4
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  :        57:        16         29          .          7          .          8          .          .          .          .          0:
Old  :        57:        16         29          .          7          .          8          .          .          .          .          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  :                 60.1       45.3       75.3       65.4       52.0       43.0       67.2       59.4
Old  :                 60.1       45.3       75.3       65.4       52.0       43.0       67.2       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   132,299:    54,914    115,524     11,783        136      1,502     45,396      1,854      7,448      6,961      3,210        558:    3,737     2,067
Old  :   132,299:    54,914    115,524     11,783        136      1,502     45,396      1,854      7,448      6,961      3,210        558:    3,737     2,067
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :      -244:    -1,880     -1,084     -1,020     -1,300      1,104     -1,055       -176         92       -614        198        558:    2,571       364
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.5       87.3        8.9        0.1        1.1       34.3        1.4        5.6        5.3        2.4        0.4:      2.8       1.6
Old  :     100.0:      41.5       87.3        8.9        0.1        1.1       34.3        1.4        5.6        5.3        2.4        0.4:      2.8       1.6
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  :        66:        20         34          5          .          4         10          .          .          .          .          .:
Old  :        66:        20         34          5          .          4         10          .          .          .          .          .:
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  :                 38.4       50.7       57.7       65.8       34.4       46.7       52.5       57.9
Old  :                 38.4       50.7       57.7       65.8       34.4       46.7       52.5       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    32,996:    28,160     28,945      1,882      1,849          0          0          0          0        616          0          0:    2,338     2,202
Old  :    32,996:    28,160     28,945      1,882      1,849          0          0          0          0        616          0          0:    2,338     2,202
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     2,732:     1,048        868          0        112          0          0          0          0        224          0          0:    1,460     1,752
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.3       87.7        5.7        5.6        0.0        0.0        0.0        0.0        1.9        0.0        0.0:      7.1       6.7
Old  :     100.0:      85.3       87.7        5.7        5.6        0.0        0.0        0.0        0.0        1.9        0.0        0.0:      7.1       6.7
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  :        31:        14         19          .          .          0          0          0          0          .          0          0:
Old  :        31:        14         19          .          .          0          0          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  :                 57.2       47.1       77.0       67.7       56.3       46.9       73.5       66.9
Old  :                 57.2       47.1       77.0       67.7       56.3       46.9       73.5       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   119,058:    83,186     91,126     16,480      1,949      3,445          0      6,788          0          0      1,498          0:   15,947    14,252
Old  :   119,058:    83,186     91,126     16,480      1,949      3,445          0      6,788          0          0      1,498          0:   15,947    14,252
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     2,376:    -3,585      2,746      3,358       -664       -919          0       -488          0          0     -1,284          0:    3,522     2,985
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.9       76.5       13.8        1.6        2.9        0.0        5.7        0.0        0.0        1.3        0.0:     13.4      12.0
Old  :     100.0:      69.9       76.5       13.8        1.6        2.9        0.0        5.7        0.0        0.0        1.3        0.0:     13.4      12.0
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  :        34:        25         23          .          .          .          0          .          0          0          .          0:
Old  :        34:        25         23          .          .          .          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  :                 53.8       38.7       65.6       59.8       36.4       34.8       43.0       45.1
Old  :                 53.8       38.7       65.6       59.8       36.4       34.8       43.0       45.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV                                                                      Code-0233AY
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    68,891:    37,823     50,640     15,263     10,060      2,850      2,707          0      1,627      1,712          0          0:    6,909     3,714
Old  :    68,891:    37,823     50,640     15,263     10,060      2,850      2,707          0      1,627      1,712          0          0:    6,909     3,714
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     1,279:    -2,504      1,211          0       -423        730        636          0       -453      1,712          0          0:    1,158       214
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.9       73.5       22.2       14.6        4.1        3.9        0.0        2.4        2.5        0.0        0.0:     10.0       5.4
Old  :     100.0:      54.9       73.5       22.2       14.6        4.1        3.9        0.0        2.4        2.5        0.0        0.0:     10.0       5.4
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  :        27:        11         14          .          5          .          .          0          .          .          0          0:
Old  :        27:        11         14          .          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  :                 66.1       64.3       81.5       78.2       58.9       61.5       71.0       71.9
Old  :                 66.1       64.3       81.5       78.2       58.9       61.5       71.0       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   112,279:    92,232     48,523      2,064     41,001      8,585        404          0      1,707          0          0          0:    7,287    12,463
Old  :   112,279:    92,232     48,523      2,064     41,001      8,585        404          0      1,707          0          0          0:    7,287    12,463
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :      -273:     1,737       -131      2,064        690     -2,064     -1,534          0        100          0          0          0:     -576     1,132
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.1       43.2        1.8       36.5        7.6        0.4        0.0        1.5        0.0        0.0        0.0:      6.5      11.1
Old  :     100.0:      82.1       43.2        1.8       36.5        7.6        0.4        0.0        1.5        0.0        0.0        0.0:      6.5      11.1
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  :        35:        21         23          .          4          4          .          0          .          0          0          0:
Old  :        35:        21         23          .          4          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  :                 51.4       45.4       70.7       64.5       44.7       43.0       58.7       54.7
Old  :                 51.4       45.4       70.7       64.5       44.7       43.0       58.7       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    83,544:    51,075     68,250     24,240      4,189      2,008        859          0        640        310          0          0:    4,412     8,457
Old  :    83,544:    51,075     68,250     24,240      4,189      2,008        859          0        640        310          0          0:    4,412     8,457
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     1,572:      -110        150        694          0        124        726          0       -164          0          0          0:      302     1,462
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.1       81.7       29.0        5.0        2.4        1.0        0.0        0.8        0.4        0.0        0.0:      5.3      10.1
Old  :     100.0:      61.1       81.7       29.0        5.0        2.4        1.0        0.0        0.8        0.4        0.0        0.0:      5.3      10.1
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  :        24:        15         12          .          .          .          .          0          .          .          0          0:
Old  :        24:        15         12          .          .          .          .          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  :                 60.6       60.1       80.0       81.5       56.7       54.3       71.0       69.8
Old  :                 60.6       60.1       80.0       81.5       56.7       54.3       71.0       69.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV                                                                            Code-0233BC
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    73,326:    24,731     66,253     37,375          0      3,124        193          0         31      2,076          0          0:    5,796     3,918
Old  :    73,326:    24,731     66,253     37,375          0      3,124        193          0         31      2,076          0          0:    5,796     3,918
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :       610:      -709        288      1,396          0        396        -84          0          0       -152          0          0:     -237       -74
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.7       90.4       51.0        0.0        4.3        0.3        0.0        0.0        2.8        0.0        0.0:      7.9       5.3
Old  :     100.0:      33.7       90.4       51.0        0.0        4.3        0.3        0.0        0.0        2.8        0.0        0.0:      7.9       5.3
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  :        22:        11          9          8          0          .          .          0          .          .          0          0:
Old  :        22:        11          9          8          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  :                 54.0       78.9       73.7       93.3       44.6       66.3       60.4       71.5
Old  :                 54.0       78.9       73.7       93.3       44.6       66.3       60.4       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                                                              Code-0233BD
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    32,258:    13,715     29,510      7,760        696        558      9,324          0          0          0        336          0:      901     1,158
Old  :    32,258:    13,715     29,510      7,760        696        558      9,324          0          0          0        336          0:      901     1,158
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      42.5       91.5       24.1        2.2        1.7       28.9        0.0        0.0        0.0        1.0        0.0:      2.8       3.6
Old  :     100.0:      42.5       91.5       24.1        2.2        1.7       28.9        0.0        0.0        0.0        1.0        0.0:      2.8       3.6
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  :        25:        11         13          .          .          .          4          0          0          0          .          0:
Old  :        25:        11         13          .          .          .          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  :                 51.1       50.5       83.3       76.2       48.3       49.0       72.4       70.6
Old  :                 51.1       50.5       83.3       76.2       48.3       49.0       72.4       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                Code-0233BH
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   134,273:   117,241    107,915          0     12,691      6,451          0        507        838        336      2,900          0:    9,407     2,971
Old  :   134,273:   117,241    107,915          0     12,691      6,451          0        507        838        336      2,900          0:    9,407     2,971
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     2,509:     2,965      3,871          0         62     -1,712       -285        507         26          0        152          0:    1,515      -397
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.3       80.4        0.0        9.5        4.8        0.0        0.4        0.6        0.3        2.2        0.0:      7.0       2.2
Old  :     100.0:      87.3       80.4        0.0        9.5        4.8        0.0        0.4        0.6        0.3        2.2        0.0:      7.0       2.2
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  :        23:        14         11          0          .          .          0          .          .          .          .          0:
Old  :        23:        14         11          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  :                 58.7       78.7       79.7       91.2       57.7       70.9       74.1       80.5
Old  :                 58.7       78.7       79.7       91.2       57.7       70.9       74.1       80.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   291,243:   237,670     67,469     11,159    162,635     13,707      5,480     35,729      4,142          0          0          0:   19,085     7,561
Old  :   291,243:   237,670     67,469     11,159    162,635     13,707      5,480     35,729      4,142          0          0          0:   19,085     7,561
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     6,220:     2,719        333        -52        789      2,003        627      2,413         92          0          0          0:      831       590
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.6       23.2        3.8       55.8        4.7        1.9       12.3        1.4        0.0        0.0        0.0:      6.6       2.6
Old  :     100.0:      81.6       23.2        3.8       55.8        4.7        1.9       12.3        1.4        0.0        0.0        0.0:      6.6       2.6
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  :        44:        25         15          .         11          8          .          .          .          0          0          0:
Old  :        44:        25         15          .         11          8          .          .          .          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  :                 45.3       45.8       61.5       67.4       40.4       41.1       52.4       60.1
Old  :                 45.3       45.8       61.5       67.4       40.4       41.1       52.4       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    35,937:    25,191     30,766      1,399      2,647      1,890      5,279          0          0        874          0          0:    1,304       634
Old  :    35,937:    25,191     30,766      1,399      2,647      1,890      5,279          0          0        874          0          0:    1,304       634
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     2,639:     2,639      2,639          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.1       85.6        3.9        7.4        5.3       14.7        0.0        0.0        2.4        0.0        0.0:      3.6       1.8
Old  :     100.0:      70.1       85.6        3.9        7.4        5.3       14.7        0.0        0.0        2.4        0.0        0.0:      3.6       1.8
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  :        28:        13         15          .          .          .          .          0          0          .          0          0:
Old  :        28:        13         15          .          .          .          .          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  :                 47.1       74.8       74.1       89.4       47.1       71.5       71.3       81.0
Old  :                 47.1       74.8       74.1       89.4       47.1       71.5       71.3       81.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV                                                                                            Code-0233C1
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    36,336:    28,008     28,387      4,922      7,732        186          0          0          0          0          0          0:    3,220        31
Old  :    36,336:    28,008     28,387      4,922      7,732        186          0          0          0          0          0          0:    3,220        31
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :      -456:      -487       -456          0          0          0          0          0          0          0          0          0:       31         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.1       78.1       13.5       21.3        0.5        0.0        0.0        0.0        0.0        0.0        0.0:      8.9       0.1
Old  :     100.0:      77.1       78.1       13.5       21.3        0.5        0.0        0.0        0.0        0.0        0.0        0.0:      8.9       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  :        22:        11         15          .          4          .          0          0          0          0          0          0:
Old  :        22:        11         15          .          4          .          0          0          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  :                 73.0       50.5       87.2       75.8       72.1       50.1       79.6       75.5
Old  :                 73.0       50.5       87.2       75.8       72.1       50.1       79.6       75.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TENNESSEE GAS PIPELINE CO. - ZONE L, 500 LEG POOL - ICE FUTURES ENERGY DIV                                                                       Code-0233C9
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    22,265:    20,222      4,892          0     13,591         93          0          0          0          0          0          0:    1,950     3,689
Old  :    22,265:    20,222      4,892          0     13,591         93          0          0          0          0          0          0:    1,950     3,689
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :        60:        60       -368          0        428          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.8       22.0        0.0       61.0        0.4        0.0        0.0        0.0        0.0        0.0        0.0:      8.8      16.6
Old  :     100.0:      90.8       22.0        0.0       61.0        0.4        0.0        0.0        0.0        0.0        0.0        0.0:      8.8      16.6
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  :        20:        13          7          0          6          .          0          0          0          0          0          0:
Old  :        20:        13          7          0          6          .          0          0          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  :                 51.7       61.5       76.1       77.2       48.4       60.4       71.4       70.7
Old  :                 51.7       61.5       76.1       77.2       48.4       60.4       71.4       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    44,868:    15,522     42,130     24,847      1,319        404          0          0          0      2,047          0          0:    2,048     1,015
Old  :    44,868:    15,522     42,130     24,847      1,319        404          0          0          0      2,047          0          0:    2,048     1,015
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :       560:       784        684       -252        -28        224          0          0          0          0          0          0:     -196      -320
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.6       93.9       55.4        2.9        0.9        0.0        0.0        0.0        4.6        0.0        0.0:      4.6       2.3
Old  :     100.0:      34.6       93.9       55.4        2.9        0.9        0.0        0.0        0.0        4.6        0.0        0.0:      4.6       2.3
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  :        30:        13         13          5          .          .          0          0          0          .          0          0:
Old  :        30:        13         13          5          .          .          0          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  :                 69.5       57.9       84.9       82.1       68.7       57.4       81.5       81.2
Old  :                 69.5       57.9       84.9       82.1       68.7       57.4       81.5       81.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   269,264:   200,341    161,276     34,730     53,260     13,486      3,092      2,612      2,855      4,494     30,301      1,498:    8,768     3,976
Old  :   269,264:   200,341    161,276     34,730     53,260     13,486      3,092      2,612      2,855      4,494     30,301      1,498:    8,768     3,976
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     7,571:    10,044     -1,627       -681     10,509        376     -1,267       -825       -236        214        181        -34:     -845      -773
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.4       59.9       12.9       19.8        5.0        1.1        1.0        1.1        1.7       11.3        0.6:      3.3       1.5
Old  :     100.0:      74.4       59.9       12.9       19.8        5.0        1.1        1.0        1.1        1.7       11.3        0.6:      3.3       1.5
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  :        56:        33         27          7          4          6          .          .          .          .          .          .:
Old  :        56:        33         27          7          4          6          .          .          .          .          .          .:
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  :                 33.5       49.0       53.9       64.2       33.5       48.4       48.6       60.2
Old  :                 33.5       49.0       53.9       64.2       33.5       48.4       48.6       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    91,526:    49,717     79,791     27,858      6,262        456          0          0          0      9,472          0          0:    4,023     5,017
Old  :    91,526:    49,717     79,791     27,858      6,262        456          0          0          0      9,472          0          0:    4,023     5,017
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     1,894:       620       -537        642        604          0          0          0          0        540          0          0:       92     1,827
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.3       87.2       30.4        6.8        0.5        0.0        0.0        0.0       10.3        0.0        0.0:      4.4       5.5
Old  :     100.0:      54.3       87.2       30.4        6.8        0.5        0.0        0.0        0.0       10.3        0.0        0.0:      4.4       5.5
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  :        33:        21         20          .          .          .          0          0          0          .          0          0:
Old  :        33:        21         20          .          .          .          0          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  :                 50.8       56.4       66.5       78.2       44.2       43.0       57.8       64.8
Old  :                 50.8       56.4       66.5       78.2       44.2       43.0       57.8       64.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    80,456:    32,547     64,465     38,245      7,272      5,848          0          0          0          0          0          0:    3,816     2,871
Old  :    80,456:    32,547     64,465     38,245      7,272      5,848          0          0          0          0          0          0:    3,816     2,871
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :       684:       684        529          0          0          0          0          0          0          0          0          0:        0       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.5       80.1       47.5        9.0        7.3        0.0        0.0        0.0        0.0        0.0        0.0:      4.7       3.6
Old  :     100.0:      40.5       80.1       47.5        9.0        7.3        0.0        0.0        0.0        0.0        0.0        0.0:      4.7       3.6
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  :        27:        14         12          7          .          .          0          0          0          0          0          0:
Old  :        27:        14         12          7          .          .          0          0          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  :                 39.4       61.9       66.9       82.5       37.6       53.1       62.6       71.6
Old  :                 39.4       61.9       66.9       82.5       37.6       53.1       62.6       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGY DIV                                                                       Code-0233CY
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    23,589:     7,196     18,307     13,236      3,335          0          0          0          0      2,592          0        224:      341     1,723
Old  :    23,589:     7,196     18,307     13,236      3,335          0          0          0          0      2,592          0        224:      341     1,723
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :         0:        28        -28        140          0       -168          0          0          0          0          0          0:        0       196
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.5       77.6       56.1       14.1        0.0        0.0        0.0        0.0       11.0        0.0        0.9:      1.4       7.3
Old  :     100.0:      30.5       77.6       56.1       14.1        0.0        0.0        0.0        0.0       11.0        0.0        0.9:      1.4       7.3
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  :        21:         9          9          4          .          0          0          0          0          .          0          .:
Old  :        21:         9          9          4          .          0          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  :                 74.3       82.5       92.1       90.0       73.4       82.1       91.1       89.4
Old  :                 74.3       82.5       92.1       90.0       73.4       82.1       91.1       89.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    88,960:    55,373     40,408     16,419     32,975      1,881          0      1,489      1,256          0      3,862          0:   14,031     7,089
Old  :    88,960:    55,373     40,408     16,419     32,975      1,881          0      1,489      1,256          0      3,862          0:   14,031     7,089
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :    -1,610:    -3,686     -1,744        189         87          0          0     -1,018        245          0        214          0:    1,642       606
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       45.4       18.5       37.1        2.1        0.0        1.7        1.4        0.0        4.3        0.0:     15.8       8.0
Old  :     100.0:      62.2       45.4       18.5       37.1        2.1        0.0        1.7        1.4        0.0        4.3        0.0:     15.8       8.0
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  :        27:        17         14          4          .          .          0          .          .          0          .          0:
Old  :        27:        17         14          4          .          .          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  :                 48.7       70.9       64.7       82.4       48.1       65.0       62.4       73.7
Old  :                 48.7       70.9       64.7       82.4       48.1       65.0       62.4       73.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    16,650:    14,583     11,497          0        930          0        589      1,253        112        280        248          0:    1,086     2,610
Old  :    16,650:    14,583     11,497          0        930          0        589      1,253        112        280        248          0:    1,086     2,610
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :       968:       112          0          0          0          0          0          0          0          0          0          0:      856       968
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.6       69.1        0.0        5.6        0.0        3.5        7.5        0.7        1.7        1.5        0.0:      6.5      15.7
Old  :     100.0:      87.6       69.1        0.0        5.6        0.0        3.5        7.5        0.7        1.7        1.5        0.0:      6.5      15.7
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  :        23:         9         12          0          .          0          .          .          .          .          .          0:
Old  :        23:         9         12          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  :                 73.4       37.2       88.9       62.4       57.8       34.2       70.6       52.1
Old  :                 73.4       37.2       88.9       62.4       57.8       34.2       70.6       52.1
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,258,638:   154,613    225,800    112,794     36,806     98,290    293,367    138,142    338,963     29,870    235,735    158,985:   71,756    25,917
Old  : 1,258,638:   154,613    225,800    112,794     36,806     98,290    293,367    138,142    338,963     29,870    235,735    158,985:   71,756    25,917
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :     1,385:     1,688     -1,192      6,105      2,733    -14,433     -6,133     13,394     19,489      2,224     -8,665     -7,339:     -216    -2,602
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.3       17.9        9.0        2.9        7.8       23.3       11.0       26.9        2.4       18.7       12.6:      5.7       2.1
Old  :     100.0:      12.3       17.9        9.0        2.9        7.8       23.3       11.0       26.9        2.4       18.7       12.6:      5.7       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  :       312:        36         32         21         13         25        107         28         70         43         44         54:
Old  :       312:        36         32         21         13         25        107         28         70         43         44         54:
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  :                 25.4       31.0       38.6       47.8        9.1       16.7       13.2       22.7
Old  :                 25.4       31.0       38.6       47.8        9.1       16.7       13.2       22.7
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   454,652:    74,480     60,003      7,615     99,735     99,906     34,897     25,058     32,609    148,129     81,145     51,503:    5,513     4,693
Old  :   454,652:    74,480     60,003      7,615     99,735     99,906     34,897     25,058     32,609    148,129     81,145     51,503:    5,513     4,693
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :   -38,504:    -5,314     -7,788     -3,813       -367     -6,006     -7,924      5,661     -5,255     -6,279    -21,907     -3,703:     -210       861
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.4       13.2        1.7       21.9       22.0        7.7        5.5        7.2       32.6       17.8       11.3:      1.2       1.0
Old  :     100.0:      16.4       13.2        1.7       21.9       22.0        7.7        5.5        7.2       32.6       17.8       11.3:      1.2       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  :        69:        14         16          .         13         15          6          .         12         15          6         15:
Old  :        69:        14         16          .         13         15          6          .         12         15          6         15:
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  :                 41.1       42.5       58.2       58.3       33.7       28.1       43.0       38.0
Old  :                 41.1       42.5       58.2       58.3       33.7       28.1       43.0       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    71,172:    14,050      5,762     31,277      9,887      9,837      1,478     14,968      3,584      1,096     17,697      7,302:    2,548     2,135
Old  :    71,172:    14,050      5,762     31,277      9,887      9,837      1,478     14,968      3,584      1,096     17,697      7,302:    2,548     2,135
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :    -6,769:     3,190     -1,168      4,597       -609     -4,516     -3,736      2,185     -3,158     -1,539      2,065       -934:     -673      -634
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.7        8.1       43.9       13.9       13.8        2.1       21.0        5.0        1.5       24.9       10.3:      3.6       3.0
Old  :     100.0:      19.7        8.1       43.9       13.9       13.8        2.1       21.0        5.0        1.5       24.9       10.3:      3.6       3.0
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  :        33:         4          .          9          .         11          .          4          .          5          6          9:
Old  :        33:         4          .          9          .         11          .          4          .          5          6          9:
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  :                 56.7       48.7       75.4       73.4       44.0       45.5       53.6       57.7
Old  :                 56.7       48.7       75.4       73.4       44.0       45.5       53.6       57.7
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 2,458,669:   263,374    366,656     24,019    818,101    569,239    345,577     32,500    450,314    588,596      9,324    180,448:   37,102    32,087
Old  : 2,458,669:   263,374    366,656     24,019    818,101    569,239    345,577     32,500    450,314    588,596      9,324    180,448:   37,102    32,087
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :  -104,481:   -18,539     -2,977      3,445    -22,112    -24,445     34,063        433    -50,697    -41,824      5,383     -8,398:    1,914    -1,668
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.7       14.9        1.0       33.3       23.2       14.1        1.3       18.3       23.9        0.4        7.3:      1.5       1.3
Old  :     100.0:      10.7       14.9        1.0       33.3       23.2       14.1        1.3       18.3       23.9        0.4        7.3:      1.5       1.3
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  :       128:        45         44          8         20         26         17          7         18         17          5         22:
Old  :       128:        45         44          8         20         26         17          7         18         17          5         22:
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  :                 41.2       29.2       57.0       47.1       24.0       18.9       30.2       28.5
Old  :                 41.2       29.2       57.0       47.1       24.0       18.9       30.2       28.5
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   881,891:   198,323     92,191    236,664    187,629    193,206     28,564    180,644     76,657     60,567     67,548     79,104:    8,806     4,912
Old  :   881,891:   198,323     92,191    236,664    187,629    193,206     28,564    180,644     76,657     60,567     67,548     79,104:    8,806     4,912
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :   -25,364:    -9,710     10,543     13,854      5,877    -19,289     -3,918    -13,516      1,513     13,243     12,638    -23,716:    2,659       586
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      22.5       10.5       26.8       21.3       21.9        3.2       20.5        8.7        6.9        7.7        9.0:      1.0       0.6
Old  :     100.0:      22.5       10.5       26.8       21.3       21.9        3.2       20.5        8.7        6.9        7.7        9.0:      1.0       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  :        81:        14         16         17          4         19          6         16         12         13          9         15:
Old  :        81:        14         16         17          4         19          6         16         12         13          9         15:
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  :                 33.5       37.7       51.0       62.3       23.9       26.8       33.5       42.8
Old  :                 33.5       37.7       51.0       62.3       23.9       26.8       33.5       42.8
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    22,869:    19,806     16,367        738      4,521      1,112          0          0          0        557        346        164:      492       359
Old  :    22,869:    19,806     16,367        738      4,521      1,112          0          0          0        557        346        164:      492       359
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :       945:       377        994        159       -105        -65          0          0          0         80          0          0:      394       121
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.6       71.6        3.2       19.8        4.9        0.0        0.0        0.0        2.4        1.5        0.7:      2.2       1.6
Old  :     100.0:      86.6       71.6        3.2       19.8        4.9        0.0        0.0        0.0        2.4        1.5        0.7:      2.2       1.6
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  :        55:        32         29          .          6          7          0          0          0          4          4          .:
Old  :        55:        32         29          .          6          7          0          0          0          4          4          .:
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  :                 35.1       57.8       55.7       70.9       30.8       52.3       45.9       61.2
Old  :                 35.1       57.8       55.7       70.9       30.8       52.3       45.9       61.2
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    12,119:    10,908      8,593        138      2,164        642          0          0          0        119        235         77:      235       408
Old  :    12,119:    10,908      8,593        138      2,164        642          0          0          0        119        235         77:      235       408
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :    -1,921:    -1,173       -805       -527       -268       -346          0          0          0         30       -461        -73:      168        32
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.0       70.9        1.1       17.9        5.3        0.0        0.0        0.0        1.0        1.9        0.6:      1.9       3.4
Old  :     100.0:      90.0       70.9        1.1       17.9        5.3        0.0        0.0        0.0        1.0        1.9        0.6:      1.9       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  :        34:        21         16          .          6          5          0          0          0          .          .          .:
Old  :        34:        21         16          .          6          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  :                 66.6       61.5       83.6       78.1       63.6       55.7       73.1       67.2
Old  :                 66.6       61.5       83.6       78.1       63.6       55.7       73.1       67.2
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, February 4, 2014                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     4,684:     1,720      3,018      2,184        645        398          0          0          0         40        178         51:      291       394
Old  :     4,684:     1,720      3,018      2,184        645        398          0          0          0         40        178         51:      291       394
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 28, 2014                                                                 :
     :      -717:      -560       -385       -115       -210          7          0          0          0         15        -76        -35:      -29       -18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.7       64.4       46.6       13.8        8.5        0.0        0.0        0.0        0.9        3.8        1.1:      6.2       8.4
Old  :     100.0:      36.7       64.4       46.6       13.8        8.5        0.0        0.0        0.0        0.9        3.8        1.1:      6.2       8.4
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  :        23:        11         12          .          .          .          0          0          0          .          .          .:
Old  :        23:        11         12          .          .          .          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  :                 67.9       44.1       81.6       74.2       60.3       42.1       67.7       64.5
Old  :                 67.9       44.1       81.6       74.2       60.3       42.1       67.7       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 7, 2014