```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 5,099,569                :
: Positions                                                                                                    :
:1,721,463 1,318,536   362,621 1,522,417   644,212   632,295    50,411   830,660   236,824    60,858   654,001 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:  -82,968   -18,866   -15,582   -49,040    33,228     5,907   -11,984    15,229   -15,837   -14,801      -211 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.8      25.9       7.1      29.9      12.6      12.4       1.0      16.3       4.6       1.2      12.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      111       104        13        23        33        20        12        26        23        14        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   272,198                :
: Positions                                                                                                    :
:  155,686   192,884    64,390    36,527    22,731     2,486         5     4,024       671     4,217     2,979 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:   -3,770     3,324     4,877      -580    -2,298       162         5    -1,099       671     1,170       -80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.2      70.9      23.7      13.4       8.4       0.9       0.0       1.5       0.2       1.5       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        23         6         .         6         .         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   150,042                :
: Positions                                                                                                    :
:  104,022    91,606    12,144    36,190    18,414     7,722         0     1,184     4,027         0        62 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:   -1,933   -10,500    -4,285     2,711    -4,409    -1,369         0       -97     1,773         0       -89 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      61.1       8.1      24.1      12.3       5.1       0.0       0.8       2.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       18        22         .         8        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   219,537                :
: Positions                                                                                                    :
:  156,316   105,540    13,494    68,185    30,370     9,754     5,326     1,823         0         0         0 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:   -6,800        87     1,491    -3,532     1,929      -270    -2,607       117      -187         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      48.1       6.1      31.1      13.8       4.4       2.4       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        17         .         9         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   749,551                :
: Positions                                                                                                    :
:  560,773   254,703    65,967   379,793    97,167         0     3,042    11,546     1,083       120       461 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:   -7,515     3,153     7,735    -1,500    -1,155         0       205        59     1,083       120       461 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      34.0       8.8      50.7      13.0       0.0       0.4       1.5       0.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       31        23         6        12        15         0         .         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   198,266                :
: Positions                                                                                                    :
:  121,093   172,670    57,873     8,405     5,847     3,616     4,122       309       473         0       523 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:   -4,871    -1,664     4,719     1,254    -3,171      -224     1,072    -1,209       439         0       309 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.1      87.1      29.2       4.2       2.9       1.8       2.1       0.2       0.2       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       21        22         .         .         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   196,429                :
: Positions                                                                                                    :
:  147,772   113,018    31,464    71,529     3,132     5,114     1,551     4,229       813         0       522 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:  -13,226   -18,139    -1,008     1,083    -1,026      -669     1,551      -752       813         0       522 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      57.5      16.0      36.4       1.6       2.6       0.8       2.2       0.4       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       26        25         .        11         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is    81,247                :
: Positions                                                                                                    :
:   47,795    30,694    20,125    40,600     1,057     5,255         0     2,097       558         0       800 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:  -12,868    -4,729     1,482    -2,132      -984     5,255      -549    -2,288         6         0       169 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      37.8      24.8      50.0       1.3       6.5       0.0       2.6       0.7       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        20         .         7         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,235,844                :
: Positions                                                                                                    :
:  144,815   173,614   205,817    55,545   101,462   228,495   281,762   269,997    24,474   111,386   192,335 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:   16,004    13,632    -1,680     3,619     3,510    -1,427   -10,610    27,663    -1,295     2,634    13,242 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.7      14.0      16.7       4.5       8.2      18.5      22.8      21.8       2.0       9.0      15.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   301                     :
:       37        36        20        11        27        71        55        85        44        49        75 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,358,659                :
: Positions                                                                                                    :
:  176,002   180,990    19,382    74,023   642,984    66,454     9,590   186,882    17,925    16,706   244,684 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:    2,477     8,238     1,995    -1,350     4,227        63      -582    11,480    -1,691    -3,523     5,583 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.0      13.3       1.4       5.4      47.3       4.9       0.7      13.8       1.3       1.2      18.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   135                     :
:       39        33         9        17        25        24        19        36        17        10        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   161,750                :
: Positions                                                                                                    :
:   30,804    26,437     6,956     9,381    38,720    27,635         0     1,300    28,319    57,590    23,457 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:      115    -1,609     2,031    -2,695      -744      -907         0      -433       125     5,210    -4,127 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.0      16.3       4.3       5.8      23.9      17.1       0.0       0.8      17.5      35.6      14.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       11        12         .         7        10         6         0         .         6         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    65,862                :
: Positions                                                                                                    :
:    7,946    11,635       130     2,974     5,383    13,818    11,632    15,039    11,155     6,482    11,786 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:    5,220     2,960      -276       341       319     1,754      -474      -458    -3,867         5     5,443 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.1      17.7       0.2       4.5       8.2      21.0      17.7      22.8      16.9       9.8      17.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:        9        12         .         5         5         .        11         8         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,363,059                :
: Positions                                                                                                    :
:  543,590   479,191   129,604   787,453   408,211   292,239    39,931   381,782   318,585     1,647   242,336 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:  -43,495   -40,602   -14,263     9,608   -10,488    27,221     3,449    -9,841    -3,464       312     3,478 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.0      20.3       5.5      33.3      17.3      12.4       1.7      16.2      13.5       0.1      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   140                     :
:       56        51         .        20        23        17        10        24        19         .        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   905,617                :
: Positions                                                                                                    :
:  158,661   129,442   190,027    82,984   302,143    44,659    89,157   111,467     2,464    93,675    91,537 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:   17,859       930   -14,745    -3,955     9,011    -1,440     7,526      -837       259    -2,476     2,296 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.5      14.3      21.0       9.2      33.4       4.9       9.8      12.3       0.3      10.3      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    77                     :
:       15        16        16         7        19         7        12        11         5        13        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    27,550                :
: Positions                                                                                                    :
:   24,030    22,602       349     2,832     1,915         0         0         0       438         0         0 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:   -3,667    -3,818      -312      -109      -211      -195         0         0        63         0       -63 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      82.0       1.3      10.3       7.0       0.0       0.0       0.0       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       29        28         .         5         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     7,723                :
: Positions                                                                                                    :
:    6,082     4,654       779     1,325       410         0         0         0         0       680         0 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:      -40      -234      -102       370      -148         0      -140         0       -28      -260       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      60.3      10.1      17.2       5.3       0.0       0.0       0.0       0.0       8.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       18        11         .         .         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 5, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     8,264                :
: Positions                                                                                                    :
:    4,148     3,711     2,954     3,725        18         0         0         0       598       251       127 :
:                                                                                                              :
: Changes from:     January 29, 2013                                                                           :
:     -492      -563      -353      -298        18         0         0         0       -45         0       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.2      44.9      35.7      45.1       0.2       0.0       0.0       0.0       7.2       3.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       14        12         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated February 8, 2013