```
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 5,787,983                :
: Positions                                                                                                    :
:2,197,343 1,291,544   116,843 2,205,222   600,058   947,431    27,903 1,062,345   312,334    77,288   513,285 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   71,042    -7,608    -6,831    -2,628    10,847    -6,989     6,935   143,153   -52,441     7,714   -29,674 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.0      22.3       2.0      38.1      10.4      16.4       0.5      18.4       5.4       1.3       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   215                     :
:      102        87         6        25        27        24         8        25        30        12        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is   710,869                :
: Positions                                                                                                    :
:   57,999   184,991   266,954    41,613   134,394    40,422   100,821    64,382    37,189    74,949   109,017 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -1,341     1,865    -4,245     1,156     2,664     1,912    22,807    21,612     1,878   -27,376   -17,031 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.2      26.0      37.6       5.9      18.9       5.7      14.2       9.1       5.2      10.5      15.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    79                     :
:       18        20        14         6        18         5         9         8         8        13        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   217,754                :
: Positions                                                                                                    :
:  100,227   157,436    45,324    11,374    28,317    11,173     7,086     6,254     6,202         0     1,276 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:  -11,023   -11,140    -5,425    -2,938      -561    -2,637     1,935      -777     5,048         0       360 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.0      72.3      20.8       5.2      13.0       5.1       3.3       2.9       2.8       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        19         4         .         5         .         .         4         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   171,389                :
: Positions                                                                                                    :
:  117,959    90,531     4,900    42,315    26,237    15,149     1,074     1,498       387       652     1,211 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:    3,150    -6,268     1,096     7,032   -12,745        51         0      -513         4       652       173 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      52.8       2.9      24.7      15.3       8.8       0.6       0.9       0.2       0.4       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        17         .         6         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   205,628                :
: Positions                                                                                                    :
:  127,846    91,203    21,052    78,503    20,974    20,446     1,058     5,871        88     2,431       704 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:  -10,580    -8,540    -3,844    -8,852     2,149    -2,027       385     1,680        88       306       216 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      44.4      10.2      38.2      10.2       9.9       0.5       2.9       0.0       1.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       15        16         6         7        10         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   742,335                :
: Positions                                                                                                    :
:  605,326   147,326     2,234   484,011   100,123     3,593     1,999     1,660    21,956         0     1,023 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:  -21,526   -16,394       441      -165    -4,079       445      -183      -523     5,389         0      -371 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      19.8       0.3      65.2      13.5       0.5       0.3       0.2       3.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       31        18         .        16        17         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   237,582                :
: Positions                                                                                                    :
:  152,983   188,007    51,206    19,770     8,104    17,548       385     1,148         0    14,758         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:  -16,516    -5,216    11,519     3,857    -3,179     5,704       385      -322    -1,291         0      -407 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      79.1      21.6       8.3       3.4       7.4       0.2       0.5       0.0       6.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        22         .         4         4         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   213,921                :
: Positions                                                                                                    :
:  179,151    84,603    19,193   114,853     6,003     2,561        59     2,647         0        57       391 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:  -15,024   -11,138    -4,045    -7,557         0    -1,123      -632       243         0      -208    -1,192 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.7      39.5       9.0      53.7       2.8       1.2       0.0       1.2       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       25        22         5         9         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is    73,623                :
: Positions                                                                                                    :
:   40,623    20,458    16,056    35,515     4,051     5,647       434     1,465         0         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:  -11,800   -12,566     1,152      -991    -1,431      -452      -806       121       -79      -465      -809 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      27.8      21.8      48.2       5.5       7.7       0.6       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        10         .         5         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   144,181                :
: Positions                                                                                                    :
:   89,663    80,790     6,498    24,329    11,282       608    14,862     7,227    18,098     1,078       310 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -7,150    -3,461       249    -1,077     2,120      -369    -1,051      -317       267         4      -155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      56.0       4.5      16.9       7.8       0.4      10.3       5.0      12.6       0.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       17        20         .         5         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    16,484                :
: Positions                                                                                                    :
:   13,606    15,157       875       279         0     1,240         0         0         0       341         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -8,494    -8,494       155      -186      -403         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.5      91.9       5.3       1.7       0.0       7.5       0.0       0.0       0.0       2.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9        10         .         .         0         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is    80,998                :
: Positions                                                                                                    :
:   61,134    25,716     2,888    32,237     1,540         0     8,187     4,563         0         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -2,331    -3,413       -74       654      -451         0       562       -27         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      31.7       3.6      39.8       1.9       0.0      10.1       5.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        10         .         7         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   153,638                :
: Positions                                                                                                    :
:  134,748    36,881    10,596   103,974     1,570         0       102     1,391         0         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:  -11,024    -4,647    -1,984   -10,656       870         0      -214       161         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      24.0       6.9      67.7       1.0       0.0       0.1       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       22        14         .         7         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    84,400                :
: Positions                                                                                                    :
:   44,536    52,626    24,031    27,849       974         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -3,720    -4,664      -403       319       -62         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.8      62.4      28.5      33.0       1.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        14         5         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   280,366                :
: Positions                                                                                                    :
:  233,433   133,372    31,025   126,626     8,539       900         0     2,248         0     2,672       270 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:  -16,580   -10,787    -1,000    -9,071    -1,030       900      -303      -353         0       402      -166 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      47.6      11.1      45.2       3.0       0.3       0.0       0.8       0.0       1.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       34        24         4         8         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    85,005                :
: Positions                                                                                                    :
:   49,598    19,749    10,923    25,688    14,783     4,372     9,962     2,074         0        59       487 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -3,450    -1,214       828       180    -1,222      -687      -977       194         0      -318        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      23.2      12.8      30.2      17.4       5.1      11.7       2.4       0.0       0.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10        10         4         6         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is    98,887                :
: Positions                                                                                                    :
:   47,579    85,561    10,003       248       118    30,612     5,334     3,968     5,363     2,480         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:  -17,267   -56,544    -8,649      -620      -341   -26,571     1,550    -1,550    -8,618    -5,363      -155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.1      86.5      10.1       0.3       0.1      31.0       5.4       4.0       5.4       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       17        22         .         .         .         6         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    18,412                :
: Positions                                                                                                    :
:   16,352    17,513       930       589         0       634         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -9,324    -9,851    -1,054      -744         0         0         0         0      -248         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      95.1       5.1       3.2       0.0       3.4       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        15         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   108,831                :
: Positions                                                                                                    :
:   76,390    82,180    13,737     2,567     3,546         0     6,848         0         0     3,210         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -2,638    -7,058    -5,990    -1,054     2,111         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      75.5      12.6       2.4       3.3       0.0       6.3       0.0       0.0       2.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       22        19         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233AY                                                    Open Interest is    60,329                :
: Positions                                                                                                    :
:   34,903    46,150    16,091     7,691       214     3,628         0     1,222       218         0       224 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -3,002    -2,797      -205      -403         0       750         0      -189        99         0      -624 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.9      76.5      26.7      12.7       0.4       6.0       0.0       2.0       0.4       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        10         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is   111,244                :
: Positions                                                                                                    :
:   89,765    48,724     2,036    40,370     8,800         0     1,367     1,095       501         0     1,068 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -4,479    -3,177        93      -879     1,619         0    -1,923       183       128         0      -484 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.7      43.8       1.8      36.3       7.9       0.0       1.2       1.0       0.5       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       19        20         .         4         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is    78,857                :
: Positions                                                                                                    :
:   46,488    64,901    24,718     3,706     1,958       279         0     1,084         0         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:  -10,821    -9,094     1,485    -3,601      -647      -801         0        62      -173         0      -658 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      82.3      31.3       4.7       2.5       0.4       0.0       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        13         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   272,794                :
: Positions                                                                                                    :
:  221,070    63,612    10,725   140,690    21,642     3,374    34,660     1,989         0         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -5,793   -10,213      -699    -7,787      -742    -1,772     5,349        19         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      23.3       3.9      51.6       7.9       1.2      12.7       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        13         .        11         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    22,347                :
: Positions                                                                                                    :
:   17,112    20,083     1,452     1,625         0     3,039         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -5,133    -7,680    -1,214      -161         0    -1,301         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      89.9       6.5       7.3       0.0      13.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         9         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233C1                                                    Open Interest is    35,049                :
: Positions                                                                                                    :
:   27,636    28,088     4,922     6,626       186         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -5,473    -3,999         0    -1,767         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      80.1      14.0      18.9       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        15         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    37,304                :
: Positions                                                                                                    :
:   14,874    35,506    20,371       899       124         0         0         0       279         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -5,481    -4,030       713       620    -2,139      -837         0         0        31    -1,364       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.9      95.2      54.6       2.4       0.3       0.0       0.0       0.0       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         4         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   233,838                :
: Positions                                                                                                    :
:  155,894   159,870    46,320    18,169    10,209       667     4,081     4,588     5,056    31,755       208 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:  -10,174    -7,936    -1,486    -1,480    -2,037    -1,276      -133     1,172      -279      -494       -58 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      68.4      19.8       7.8       4.4       0.3       1.7       2.0       2.2      13.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       27        24         5         .         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    82,254                :
: Positions                                                                                                    :
:   43,145    72,873    26,263     2,885         0         0     1,503       431     8,184         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -3,952    -6,950      -319        75         0         0     1,503       431    -1,271         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      88.6      31.9       3.5       0.0       0.0       1.8       0.5       9.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        15         .         .         0         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    76,728                :
: Positions                                                                                                    :
:   26,714    62,548    37,501     5,132     6,276         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -4,401    -5,656    -1,891      -310         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.8      81.5      48.9       6.7       8.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        12         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    86,785                :
: Positions                                                                                                    :
:   56,370    43,247    15,450    30,824     2,502         0     2,488     1,200         0     3,648         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -4,920    -5,882      -762       640       -94         0      -253      -151         0      -930         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.0      49.8      17.8      35.5       2.9       0.0       2.9       1.4       0.0       4.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        14         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    11,174                :
: Positions                                                                                                    :
:   10,523     7,329         0       930         0       589     1,085         0         0       248         0 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -5,549    -4,960      -372      -496         0         0         0         0         0      -217         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.2      65.6       0.0       8.3       0.0       5.3       9.7       0.0       0.0       2.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7        11         0         .         0         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,308,426                :
: Positions                                                                                                    :
:  145,426   236,767   174,083    22,672   107,070   308,934   183,192   323,544    23,107   256,707   150,087 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:    8,867    10,920     3,919       547    -4,804    -7,722     3,616    13,858    -2,265   -10,797     1,227 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.1      18.1      13.3       1.7       8.2      23.6      14.0      24.7       1.8      19.6      11.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   300                     :
:       37        34        20        14        25        91        41        71        34        49        50 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   443,567                :
: Positions                                                                                                    :
:   74,637    60,229    12,070    72,701   104,794    26,402    23,096    24,800   145,529   103,901    51,577 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:     -137      -136      -450    12,800    -1,303     6,746    15,859     6,945     6,953   -15,240    -4,140 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.8      13.6       2.7      16.4      23.6       6.0       5.2       5.6      32.8      23.4      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       15        15         4        13        15         6         .        12        15         7        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is    64,802                :
: Positions                                                                                                    :
:    9,447     6,561    21,544     6,404    12,637     3,638     7,960     5,795       674    15,921     5,522 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:      155        29       778     1,688        50       958       625     2,032      -693      -663      -144 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.6      10.1      33.2       9.9      19.5       5.6      12.3       8.9       1.0      24.6       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        4         4         5         .         8         .         .         .         .         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,428,166                :
: Positions                                                                                                    :
:  287,153   356,201    22,802   812,714   574,633   320,797    33,272   461,740   574,506     6,052   146,945 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -2,345     6,472     1,600     5,490      -588    44,124   -34,846    49,184   -66,115        30   -31,778 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.8      14.7       0.9      33.5      23.7      13.2       1.4      19.0      23.7       0.2       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   124                     :
:       44        40         7        20        25        17         6        19        16         7        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   813,510                :
: Positions                                                                                                    :
:  199,468    74,684   221,306   123,179   210,726    19,042   182,465    59,453    15,370    74,752    82,838 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:      980       656     5,378    -2,747      -324        50    40,055    11,391     1,801   -29,424      -852 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.5       9.2      27.2      15.1      25.9       2.3      22.4       7.3       1.9       9.2      10.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       12        12        19         .        18         7        12        11         6        15        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    17,953                :
: Positions                                                                                                    :
:   15,274    13,450       659     2,672       740         0         0       480       427       171       164 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -4,551    -4,236       -71      -373       102         0         0         0        50        35       -55 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      74.9       3.7      14.9       4.1       0.0       0.0       2.7       2.4       1.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       25        25         .         4         6         0         0         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is    12,597                :
: Positions                                                                                                    :
:   10,899     8,334       546     2,286       899         0         0         0        89       690        68 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:   -2,134    -1,996       -70        11      -123         0         0         0       -98      -285       -74 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      66.2       4.3      18.1       7.1       0.0       0.0       0.0       0.7       5.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        18         .         6         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 7, 2014            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     4,431                :
: Positions                                                                                                    :
:    2,039     2,793     1,700       596       290         0         0         0        25       314        77 :
:                                                                                                              :
: Changes from:     December 31, 2013                                                                          :
:     -910      -702      -404      -227      -101         0         0         0         5      -220        -5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.0      63.0      38.4      13.5       6.5       0.0       0.0       0.0       0.6       7.1       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        11         4         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated January 10, 2014