```
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,787,983: 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:   38,344    10,338
Old  : 5,787,983: 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:   38,344    10,338
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :   128,433:    71,042     -7,608     -6,831     -2,628     10,847     -6,989      6,935    143,153    -52,441      7,714    -29,674:     -674      -306
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.0       22.3        2.0       38.1       10.4       16.4        0.5       18.4        5.4        1.3        8.9:      0.7       0.2
Old  :     100.0:      38.0       22.3        2.0       38.1       10.4       16.4        0.5       18.4        5.4        1.3        8.9:      0.7       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       215:       102         87          6         25         27         24          8         25         30         12         37:
Old  :       215:       102         87          6         25         27         24          8         25         30         12         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       22.7       41.9       38.3       14.9       17.6       22.0       27.1
Old  :                 25.3       22.7       41.9       38.3       14.9       17.6       22.0       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   710,869:    57,999    184,991    266,954     41,613    134,394     40,422    100,821     64,382     37,189     74,949    109,017:      512       702
Old  :   710,869:    57,999    184,991    266,954     41,613    134,394     40,422    100,821     64,382     37,189     74,949    109,017:      512       702
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :     4,961:    -1,341      1,865     -4,245      1,156      2,664      1,912     22,807     21,612      1,878    -27,376    -17,031:     -488      -736
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.2       26.0       37.6        5.9       18.9        5.7       14.2        9.1        5.2       10.5       15.3:      0.1       0.1
Old  :     100.0:       8.2       26.0       37.6        5.9       18.9        5.7       14.2        9.1        5.2       10.5       15.3:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        79:        18         20         14          6         18          5          9          8          8         13         16:
Old  :        79:        18         20         14          6         18          5          9          8          8         13         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       44.7       58.0       65.3       31.1       30.6       38.7       40.7
Old  :                 41.6       44.7       58.0       65.3       31.1       30.6       38.7       40.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   217,754:   100,227    157,436     45,324     11,374     28,317     11,173      7,086      6,254      6,202          0      1,276:   18,981     6,011
Old  :   217,754:   100,227    157,436     45,324     11,374     28,317     11,173      7,086      6,254      6,202          0      1,276:   18,981     6,011
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :   -13,819:   -11,023    -11,140     -5,425     -2,938       -561     -2,637      1,935       -777      5,048          0        360:    1,196      -698
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.0       72.3       20.8        5.2       13.0        5.1        3.3        2.9        2.8        0.0        0.6:      8.7       2.8
Old  :     100.0:      46.0       72.3       20.8        5.2       13.0        5.1        3.3        2.9        2.8        0.0        0.6:      8.7       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        19         19          4          .          5          .          .          4          4          0          .:
Old  :        39:        19         19          4          .          5          .          .          4          4          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.6       65.9       60.0       80.3       28.4       53.7       45.9       63.2
Old  :                 37.6       65.9       60.0       80.3       28.4       53.7       45.9       63.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   171,389:   117,959     90,531      4,900     42,315     26,237     15,149      1,074      1,498        387        652      1,211:    4,048     7,871
Old  :   171,389:   117,959     90,531      4,900     42,315     26,237     15,149      1,074      1,498        387        652      1,211:    4,048     7,871
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -9,250:     3,150     -6,268      1,096      7,032    -12,745         51          0       -513          4        652        173:     -466     2,419
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.8       52.8        2.9       24.7       15.3        8.8        0.6        0.9        0.2        0.4        0.7:      2.4       4.6
Old  :     100.0:      68.8       52.8        2.9       24.7       15.3        8.8        0.6        0.9        0.2        0.4        0.7:      2.4       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        20         17          .          6          9          .          .          .          .          .          .:
Old  :        36:        20         17          .          6          9          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       54.9       76.8       76.1       49.8       45.3       63.9       60.2
Old  :                 56.5       54.9       76.8       76.1       49.8       45.3       63.9       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   205,628:   127,846     91,203     21,052     78,503     20,974     20,446      1,058      5,871         88      2,431        704:    8,647     4,884
Old  :   205,628:   127,846     91,203     21,052     78,503     20,974     20,446      1,058      5,871         88      2,431        704:    8,647     4,884
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :   -13,118:   -10,580     -8,540     -3,844     -8,852      2,149     -2,027        385      1,680         88        306        216:     -800      -462
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       44.4       10.2       38.2       10.2        9.9        0.5        2.9        0.0        1.2        0.3:      4.2       2.4
Old  :     100.0:      62.2       44.4       10.2       38.2       10.2        9.9        0.5        2.9        0.0        1.2        0.3:      4.2       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        15         16          6          7         10          .          .          .          .          .          .:
Old  :        38:        15         16          6          7         10          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.8       39.2       69.8       65.0       42.6       34.7       58.1       50.4
Old  :                 49.8       39.2       69.8       65.0       42.6       34.7       58.1       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   742,335:   605,326    147,326      2,234    484,011    100,123      3,593      1,999      1,660     21,956          0      1,023:    6,420     6,193
Old  :   742,335:   605,326    147,326      2,234    484,011    100,123      3,593      1,999      1,660     21,956          0      1,023:    6,420     6,193
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :   -21,328:   -21,526    -16,394        441       -165     -4,079        445       -183       -523      5,389          0       -371:   -1,104       387
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.5       19.8        0.3       65.2       13.5        0.5        0.3        0.2        3.0        0.0        0.1:      0.9       0.8
Old  :     100.0:      81.5       19.8        0.3       65.2       13.5        0.5        0.3        0.2        3.0        0.0        0.1:      0.9       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        31         18          .         16         17          .          .          .          .          0          .:
Old  :        56:        31         18          .         16         17          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.7       44.5       59.3       64.5       38.5       41.6       57.0       57.6
Old  :                 40.7       44.5       59.3       64.5       38.5       41.6       57.0       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   237,582:   152,983    188,007     51,206     19,770      8,104     17,548        385      1,148          0     14,758          0:    6,593     5,410
Old  :   237,582:   152,983    188,007     51,206     19,770      8,104     17,548        385      1,148          0     14,758          0:    6,593     5,410
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -3,715:   -16,516     -5,216     11,519      3,857     -3,179      5,704        385       -322     -1,291          0       -407:      777     1,167
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.4       79.1       21.6        8.3        3.4        7.4        0.2        0.5        0.0        6.2        0.0:      2.8       2.3
Old  :     100.0:      64.4       79.1       21.6        8.3        3.4        7.4        0.2        0.5        0.0        6.2        0.0:      2.8       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        23         22          .          4          4          .          .          .          0          .          0:
Old  :        40:        23         22          .          4          4          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       43.4       68.1       66.9       46.0       41.4       63.7       59.4
Old  :                 49.1       43.4       68.1       66.9       46.0       41.4       63.7       59.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   213,921:   179,151     84,603     19,193    114,853      6,003      2,561         59      2,647          0         57        391:    3,975     5,308
Old  :   213,921:   179,151     84,603     19,193    114,853      6,003      2,561         59      2,647          0         57        391:    3,975     5,308
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :   -21,143:   -15,024    -11,138     -4,045     -7,557          0     -1,123       -632        243          0       -208     -1,192:       -2      -659
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.7       39.5        9.0       53.7        2.8        1.2        0.0        1.2        0.0        0.0        0.2:      1.9       2.5
Old  :     100.0:      83.7       39.5        9.0       53.7        2.8        1.2        0.0        1.2        0.0        0.0        0.2:      1.9       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        25         22          5          9          .          .          .          .          0          .          .:
Old  :        49:        25         22          5          9          .          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.0       40.8       65.6       63.5       45.6       39.6       62.1       61.0
Old  :                 48.0       40.8       65.6       63.5       45.6       39.6       62.1       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    73,623:    40,623     20,458     16,056     35,515      4,051      5,647        434      1,465          0          0          0:    5,781    11,700
Old  :    73,623:    40,623     20,458     16,056     35,515      4,051      5,647        434      1,465          0          0          0:    5,781    11,700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :   -13,486:   -11,800    -12,566      1,152       -991     -1,431       -452       -806        121        -79       -465       -809:     -188     3,461
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.2       27.8       21.8       48.2        5.5        7.7        0.6        2.0        0.0        0.0        0.0:      7.9      15.9
Old  :     100.0:      55.2       27.8       21.8       48.2        5.5        7.7        0.6        2.0        0.0        0.0        0.0:      7.9      15.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        14         10          .          5          4          .          .          .          0          0          0:
Old  :        27:        14         10          .          5          4          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.0       53.6       73.4       70.3       52.2       52.6       68.8       67.1
Old  :                 55.0       53.6       73.4       70.3       52.2       52.6       68.8       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   144,181:    89,663     80,790      6,498     24,329     11,282        608     14,862      7,227     18,098      1,078        310:   10,495     4,303
Old  :   144,181:    89,663     80,790      6,498     24,329     11,282        608     14,862      7,227     18,098      1,078        310:   10,495     4,303
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -4,185:    -7,150     -3,461        249     -1,077      2,120       -369     -1,051       -317        267          4       -155:    1,170      -248
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       56.0        4.5       16.9        7.8        0.4       10.3        5.0       12.6        0.7        0.2:      7.3       3.0
Old  :     100.0:      62.2       56.0        4.5       16.9        7.8        0.4       10.3        5.0       12.6        0.7        0.2:      7.3       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        17         20          .          5          5          .          .          .          .          .          .:
Old  :        38:        17         20          .          5          5          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       39.5       70.4       62.2       55.1       37.6       63.7       54.3
Old  :                 57.4       39.5       70.4       62.2       55.1       37.6       63.7       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    16,484:    13,606     15,157        875        279          0      1,240          0          0          0        341          0:      763       707
Old  :    16,484:    13,606     15,157        875        279          0      1,240          0          0          0        341          0:      763       707
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -9,145:    -8,494     -8,494        155       -186       -403          0          0          0          0          0          0:     -403       -62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.5       91.9        5.3        1.7        0.0        7.5        0.0        0.0        0.0        2.1        0.0:      4.6       4.3
Old  :     100.0:      82.5       91.9        5.3        1.7        0.0        7.5        0.0        0.0        0.0        2.1        0.0:      4.6       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         9         10          .          .          0          .          0          0          0          .          0:
Old  :        20:         9         10          .          .          0          .          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.5       79.7       88.2       89.9       72.2       74.5       83.9       84.0
Old  :                 75.5       79.7       88.2       89.9       72.2       74.5       83.9       84.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    80,998:    61,134     25,716      2,888     32,237      1,540          0      8,187      4,563          0          0          0:   10,873     8,755
Old  :    80,998:    61,134     25,716      2,888     32,237      1,540          0      8,187      4,563          0          0          0:   10,873     8,755
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -3,395:    -2,331     -3,413        -74        654       -451          0        562        -27          0          0          0:     -512      -720
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.5       31.7        3.6       39.8        1.9        0.0       10.1        5.6        0.0        0.0        0.0:     13.4      10.8
Old  :     100.0:      75.5       31.7        3.6       39.8        1.9        0.0       10.1        5.6        0.0        0.0        0.0:     13.4      10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         10          .          7          5          0          .          .          0          0          0:
Old  :        23:        11         10          .          7          5          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       40.6       74.8       64.3       49.6       35.1       61.1       53.3
Old  :                 56.5       40.6       74.8       64.3       49.6       35.1       61.1       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   153,638:   134,748     36,881     10,596    103,974      1,570          0        102      1,391          0          0          0:    5,333     9,720
Old  :   153,638:   134,748     36,881     10,596    103,974      1,570          0        102      1,391          0          0          0:    5,333     9,720
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :   -13,052:   -11,024     -4,647     -1,984    -10,656        870          0       -214        161          0          0          0:   -1,075     1,434
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.7       24.0        6.9       67.7        1.0        0.0        0.1        0.9        0.0        0.0        0.0:      3.5       6.3
Old  :     100.0:      87.7       24.0        6.9       67.7        1.0        0.0        0.1        0.9        0.0        0.0        0.0:      3.5       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        22         14          .          7          .          0          .          .          0          0          0:
Old  :        35:        22         14          .          7          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       51.9       71.5       73.5       52.3       51.9       70.1       73.0
Old  :                 53.7       51.9       71.5       73.5       52.3       51.9       70.1       73.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    84,400:    44,536     52,626     24,031     27,849        974          0          0          0          0          0          0:   14,859     2,951
Old  :    84,400:    44,536     52,626     24,031     27,849        974          0          0          0          0          0          0:   14,859     2,951
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -3,361:    -3,720     -4,664       -403        319        -62          0          0          0          0          0          0:      824     1,046
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.8       62.4       28.5       33.0        1.2        0.0        0.0        0.0        0.0        0.0        0.0:     17.6       3.5
Old  :     100.0:      52.8       62.4       28.5       33.0        1.2        0.0        0.0        0.0        0.0        0.0        0.0:     17.6       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        11         14          5          5          .          0          0          0          0          0          0:
Old  :        26:        11         14          5          5          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.9       57.1       63.1       78.3       37.0       55.6       52.0       68.5
Old  :                 40.9       57.1       63.1       78.3       37.0       55.6       52.0       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   280,366:   233,433    133,372     31,025    126,626      8,539        900          0      2,248          0      2,672        270:    3,951     6,639
Old  :   280,366:   233,433    133,372     31,025    126,626      8,539        900          0      2,248          0      2,672        270:    3,951     6,639
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :   -20,783:   -16,580    -10,787     -1,000     -9,071     -1,030        900       -303       -353          0        402       -166:   -2,554       525
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.3       47.6       11.1       45.2        3.0        0.3        0.0        0.8        0.0        1.0        0.1:      1.4       2.4
Old  :     100.0:      83.3       47.6       11.1       45.2        3.0        0.3        0.0        0.8        0.0        1.0        0.1:      1.4       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        34         24          4          8          4          .          0          .          0          .          .:
Old  :        54:        34         24          4          8          4          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       43.1       60.2       66.4       37.3       43.1       55.6       65.6
Old  :                 41.0       43.1       60.2       66.4       37.3       43.1       55.6       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    85,005:    49,598     19,749     10,923     25,688     14,783      4,372      9,962      2,074          0         59        487:    2,768    12,203
Old  :    85,005:    49,598     19,749     10,923     25,688     14,783      4,372      9,962      2,074          0         59        487:    2,768    12,203
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -4,404:    -3,450     -1,214        828        180     -1,222       -687       -977        194          0       -318         31:      -98    -1,078
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       23.2       12.8       30.2       17.4        5.1       11.7        2.4        0.0        0.1        0.6:      3.3      14.4
Old  :     100.0:      58.3       23.2       12.8       30.2       17.4        5.1       11.7        2.4        0.0        0.1        0.6:      3.3      14.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        10         10          4          6          6          .          .          .          0          .          .:
Old  :        27:        10         10          4          6          6          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.4       42.2       80.9       64.1       47.4       32.9       60.5       49.6
Old  :                 63.4       42.2       80.9       64.1       47.4       32.9       60.5       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    98,887:    47,579     85,561     10,003        248        118     30,612      5,334      3,968      5,363      2,480          0:    1,244     1,178
Old  :    98,887:    47,579     85,561     10,003        248        118     30,612      5,334      3,968      5,363      2,480          0:    1,244     1,178
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :   -63,271:   -17,267    -56,544     -8,649       -620       -341    -26,571      1,550     -1,550     -8,618     -5,363       -155:     -120      -248
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.1       86.5       10.1        0.3        0.1       31.0        5.4        4.0        5.4        2.5        0.0:      1.3       1.2
Old  :     100.0:      48.1       86.5       10.1        0.3        0.1       31.0        5.4        4.0        5.4        2.5        0.0:      1.3       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        17         22          .          .          .          6          .          .          .          .          0:
Old  :        51:        17         22          .          .          .          6          .          .          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.8       61.4       75.3       78.5       51.2       59.7       69.2       71.3
Old  :                 55.8       61.4       75.3       78.5       51.2       59.7       69.2       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    18,412:    16,352     17,513        930        589          0        634          0          0          0          0          0:      496       310
Old  :    18,412:    16,352     17,513        930        589          0        634          0          0          0          0          0:      496       310
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :   -11,060:    -9,324     -9,851     -1,054       -744          0          0          0          0       -248          0          0:     -434      -465
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.8       95.1        5.1        3.2        0.0        3.4        0.0        0.0        0.0        0.0        0.0:      2.7       1.7
Old  :     100.0:      88.8       95.1        5.1        3.2        0.0        3.4        0.0        0.0        0.0        0.0        0.0:      2.7       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        12         15          .          .          0          .          0          0          0          0          0:
Old  :        29:        12         15          .          .          0          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.2       66.0       78.7       83.5       52.1       66.0       78.6       83.5
Old  :                 52.2       66.0       78.7       83.5       52.1       66.0       78.6       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   108,831:    76,390     82,180     13,737      2,567      3,546          0      6,848          0          0      3,210          0:   15,158    10,480
Old  :   108,831:    76,390     82,180     13,737      2,567      3,546          0      6,848          0          0      3,210          0:   15,158    10,480
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -6,687:    -2,638     -7,058     -5,990     -1,054      2,111          0          0          0          0          0          0:     -170      -686
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.2       75.5       12.6        2.4        3.3        0.0        6.3        0.0        0.0        2.9        0.0:     13.9       9.6
Old  :     100.0:      70.2       75.5       12.6        2.4        3.3        0.0        6.3        0.0        0.0        2.9        0.0:     13.9       9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        22         19          .          .          .          0          .          0          0          .          0:
Old  :        31:        22         19          .          .          .          0          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       43.0       70.5       63.0       45.3       39.3       52.3       52.0
Old  :                 55.3       43.0       70.5       63.0       45.3       39.3       52.3       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV                                                                      Code-0233AY
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    60,329:    34,903     46,150     16,091      7,691        214      3,628          0      1,222        218          0        224:    3,829     4,828
Old  :    60,329:    34,903     46,150     16,091      7,691        214      3,628          0      1,222        218          0        224:    3,829     4,828
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -3,371:    -3,002     -2,797       -205       -403          0        750          0       -189         99          0       -624:     -200       642
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.9       76.5       26.7       12.7        0.4        6.0        0.0        2.0        0.4        0.0        0.4:      6.3       8.0
Old  :     100.0:      57.9       76.5       26.7       12.7        0.4        6.0        0.0        2.0        0.4        0.0        0.4:      6.3       8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9         10          .          .          .          .          0          .          .          0          .:
Old  :        21:         9         10          .          .          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 86.8       70.4       91.1       83.0       79.1       69.8       83.5       79.7
Old  :                 86.8       70.4       91.1       83.0       79.1       69.8       83.5       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   111,244:    89,765     48,724      2,036     40,370      8,800          0      1,367      1,095        501          0      1,068:    7,979     9,820
Old  :   111,244:    89,765     48,724      2,036     40,370      8,800          0      1,367      1,095        501          0      1,068:    7,979     9,820
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -3,702:    -4,479     -3,177         93       -879      1,619          0     -1,923        183        128          0       -484:     -762       959
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.7       43.8        1.8       36.3        7.9        0.0        1.2        1.0        0.5        0.0        1.0:      7.2       8.8
Old  :     100.0:      80.7       43.8        1.8       36.3        7.9        0.0        1.2        1.0        0.5        0.0        1.0:      7.2       8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        19         20          .          4          .          0          .          .          .          0          .:
Old  :        33:        19         20          .          4          .          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       44.4       74.5       65.3       47.9       42.5       59.3       56.0
Old  :                 55.9       44.4       74.5       65.3       47.9       42.5       59.3       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    78,857:    46,488     64,901     24,718      3,706      1,958        279          0      1,084          0          0          0:    4,330     7,208
Old  :    78,857:    46,488     64,901     24,718      3,706      1,958        279          0      1,084          0          0          0:    4,330     7,208
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :   -11,840:   -10,821     -9,094      1,485     -3,601       -647       -801          0         62       -173          0       -658:     -287     2,098
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.0       82.3       31.3        4.7        2.5        0.4        0.0        1.4        0.0        0.0        0.0:      5.5       9.1
Old  :     100.0:      59.0       82.3       31.3        4.7        2.5        0.4        0.0        1.4        0.0        0.0        0.0:      5.5       9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        15         13          .          .          .          .          0          .          0          0          0:
Old  :        23:        15         13          .          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       61.8       82.1       82.1       54.8       55.8       73.4       71.4
Old  :                 58.9       61.8       82.1       82.1       54.8       55.8       73.4       71.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   272,794:   221,070     63,612     10,725    140,690     21,642      3,374     34,660      1,989          0          0          0:   13,994    10,201
Old  :   272,794:   221,070     63,612     10,725    140,690     21,642      3,374     34,660      1,989          0          0          0:   13,994    10,201
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -9,984:    -5,793    -10,213       -699     -7,787       -742     -1,772      5,349         19          0          0          0:     -997     3,390
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.0       23.3        3.9       51.6        7.9        1.2       12.7        0.7        0.0        0.0        0.0:      5.1       3.7
Old  :     100.0:      81.0       23.3        3.9       51.6        7.9        1.2       12.7        0.7        0.0        0.0        0.0:      5.1       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        23         13          .         11          8          .          .          .          0          0          0:
Old  :        41:        23         13          .         11          8          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       48.1       61.6       70.9       42.9       39.6       55.3       62.2
Old  :                 44.7       48.1       61.6       70.9       42.9       39.6       55.3       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    22,347:    17,112     20,083      1,452      1,625          0      3,039          0          0          0          0          0:      744       639
Old  :    22,347:    17,112     20,083      1,452      1,625          0      3,039          0          0          0          0          0:      744       639
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -8,070:    -5,133     -7,680     -1,214       -161          0     -1,301          0          0          0          0          0:     -422      -229
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.6       89.9        6.5        7.3        0.0       13.6        0.0        0.0        0.0        0.0        0.0:      3.3       2.9
Old  :     100.0:      76.6       89.9        6.5        7.3        0.0       13.6        0.0        0.0        0.0        0.0        0.0:      3.3       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11          9          .          .          0          .          0          0          0          0          0:
Old  :        22:        11          9          .          .          0          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       75.4       80.3       94.9       56.3       74.7       80.3       92.4
Old  :                 56.3       75.4       80.3       94.9       56.3       74.7       80.3       92.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV                                                                                            Code-0233C1
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    35,049:    27,636     28,088      4,922      6,626        186          0          0          0          0          0          0:    2,305       149
Old  :    35,049:    27,636     28,088      4,922      6,626        186          0          0          0          0          0          0:    2,305       149
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -5,648:    -5,473     -3,999          0     -1,767          0          0          0          0          0          0          0:     -175       118
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.8       80.1       14.0       18.9        0.5        0.0        0.0        0.0        0.0        0.0        0.0:      6.6       0.4
Old  :     100.0:      78.8       80.1       14.0       18.9        0.5        0.0        0.0        0.0        0.0        0.0        0.0:      6.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10         15          .          .          .          0          0          0          0          0          0:
Old  :        21:        10         15          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.5       48.9       90.6       75.8       73.6       48.9       84.0       75.6
Old  :                 74.5       48.9       90.6       75.8       73.6       48.9       84.0       75.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    37,304:    14,874     35,506     20,371        899        124          0          0          0        279          0          0:    1,656       775
Old  :    37,304:    14,874     35,506     20,371        899        124          0          0          0        279          0          0:    1,656       775
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -7,440:    -5,481     -4,030        713        620     -2,139       -837          0          0         31     -1,364        -31:      304      -496
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.9       95.2       54.6        2.4        0.3        0.0        0.0        0.0        0.7        0.0        0.0:      4.4       2.1
Old  :     100.0:      39.9       95.2       54.6        2.4        0.3        0.0        0.0        0.0        0.7        0.0        0.0:      4.4       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         11          4          .          .          0          0          0          .          0          0:
Old  :        25:        12         11          4          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.8       62.8       87.5       84.9       71.5       62.4       82.2       82.8
Old  :                 71.8       62.8       87.5       84.9       71.5       62.4       82.2       82.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   233,838:   155,894    159,870     46,320     18,169     10,209        667      4,081      4,588      5,056     31,755        208:   10,896     4,958
Old  :   233,838:   155,894    159,870     46,320     18,169     10,209        667      4,081      4,588      5,056     31,755        208:   10,896     4,958
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :   -11,531:   -10,174     -7,936     -1,486     -1,480     -2,037     -1,276       -133      1,172       -279       -494        -58:    2,607      -565
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.7       68.4       19.8        7.8        4.4        0.3        1.7        2.0        2.2       13.6        0.1:      4.7       2.1
Old  :     100.0:      66.7       68.4       19.8        7.8        4.4        0.3        1.7        2.0        2.2       13.6        0.1:      4.7       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        27         24          5          .          5          .          .          .          .          .          .:
Old  :        49:        27         24          5          .          5          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       45.0       62.2       65.8       37.0       42.7       55.6       62.9
Old  :                 39.7       45.0       62.2       65.8       37.0       42.7       55.6       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    82,254:    43,145     72,873     26,263      2,885          0          0      1,503        431      8,184          0          0:    4,231     4,562
Old  :    82,254:    43,145     72,873     26,263      2,885          0          0      1,503        431      8,184          0          0:    4,231     4,562
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -5,459:    -3,952     -6,950       -319         75          0          0      1,503        431     -1,271          0          0:     -348      -518
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.5       88.6       31.9        3.5        0.0        0.0        1.8        0.5        9.9        0.0        0.0:      5.1       5.5
Old  :     100.0:      52.5       88.6       31.9        3.5        0.0        0.0        1.8        0.5        9.9        0.0        0.0:      5.1       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        16         15          .          .          0          0          .          .          .          0          0:
Old  :        28:        16         15          .          .          0          0          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       65.3       68.4       86.3       44.9       51.6       58.9       72.7
Old  :                 52.5       65.3       68.4       86.3       44.9       51.6       58.9       72.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    76,728:    26,714     62,548     37,501      5,132      6,276          0          0          0          0          0          0:    6,237     2,772
Old  :    76,728:    26,714     62,548     37,501      5,132      6,276          0          0          0          0          0          0:    6,237     2,772
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -6,493:    -4,401     -5,656     -1,891       -310          0          0          0          0          0          0          0:     -201      -527
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.8       81.5       48.9        6.7        8.2        0.0        0.0        0.0        0.0        0.0        0.0:      8.1       3.6
Old  :     100.0:      34.8       81.5       48.9        6.7        8.2        0.0        0.0        0.0        0.0        0.0        0.0:      8.1       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         12          7          .          .          0          0          0          0          0          0:
Old  :        25:        12         12          7          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       63.2       67.0       84.6       36.7       53.9       62.3       71.8
Old  :                 39.3       63.2       67.0       84.6       36.7       53.9       62.3       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    86,785:    56,370     43,247     15,450     30,824      2,502          0      2,488      1,200          0      3,648          0:   11,263     2,876
Old  :    86,785:    56,370     43,247     15,450     30,824      2,502          0      2,488      1,200          0      3,648          0:   11,263     2,876
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -6,941:    -4,920     -5,882       -762        640        -94          0       -253       -151          0       -930          0:   -1,014      -271
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.0       49.8       17.8       35.5        2.9        0.0        2.9        1.4        0.0        4.2        0.0:     13.0       3.3
Old  :     100.0:      65.0       49.8       17.8       35.5        2.9        0.0        2.9        1.4        0.0        4.2        0.0:     13.0       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         14          .          .          .          0          .          .          0          .          0:
Old  :        26:        16         14          .          .          .          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       68.1       65.4       85.1       45.6       60.2       61.4       70.3
Old  :                 46.1       68.1       65.4       85.1       45.6       60.2       61.4       70.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    11,174:    10,523      7,329          0        930          0        589      1,085          0          0        248          0:       62     1,582
Old  :    11,174:    10,523      7,329          0        930          0        589      1,085          0          0        248          0:       62     1,582
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -6,107:    -5,549     -4,960       -372       -496          0          0          0          0          0       -217          0:     -186      -434
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.2       65.6        0.0        8.3        0.0        5.3        9.7        0.0        0.0        2.2        0.0:      0.6      14.2
Old  :     100.0:      94.2       65.6        0.0        8.3        0.0        5.3        9.7        0.0        0.0        2.2        0.0:      0.6      14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         7         11          0          .          0          .          .          0          0          .          0:
Old  :        20:         7         11          0          .          0          .          .          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.6       44.9       99.4       69.2       67.3       39.9       80.4       57.6
Old  :                 80.6       44.9       99.4       69.2       67.3       39.9       80.4       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,308,426:   145,426    236,767    174,083     22,672    107,070    308,934    183,192    323,544     23,107    256,707    150,087:   76,175    28,387
Old  : 1,308,426:   145,426    236,767    174,083     22,672    107,070    308,934    183,192    323,544     23,107    256,707    150,087:   76,175    28,387
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    17,046:     8,867     10,920      3,919        547     -4,804     -7,722      3,616     13,858     -2,265    -10,797      1,227:    3,966     2,479
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.1       18.1       13.3        1.7        8.2       23.6       14.0       24.7        1.8       19.6       11.5:      5.8       2.2
Old  :     100.0:      11.1       18.1       13.3        1.7        8.2       23.6       14.0       24.7        1.8       19.6       11.5:      5.8       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       300:        37         34         20         14         25         91         41         71         34         49         50:
Old  :       300:        37         34         20         14         25         91         41         71         34         49         50:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       29.2       36.6       44.8        9.8       15.9       15.6       23.7
Old  :                 22.6       29.2       36.6       44.8        9.8       15.9       15.6       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   443,567:    74,637     60,229     12,070     72,701    104,794     26,402     23,096     24,800    145,529    103,901     51,577:    3,758     2,469
Old  :   443,567:    74,637     60,229     12,070     72,701    104,794     26,402     23,096     24,800    145,529    103,901     51,577:    3,758     2,469
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    14,912:      -137       -136       -450     12,800     -1,303      6,746     15,859      6,945      6,953    -15,240     -4,140:      298       127
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.8       13.6        2.7       16.4       23.6        6.0        5.2        5.6       32.8       23.4       11.6:      0.8       0.6
Old  :     100.0:      16.8       13.6        2.7       16.4       23.6        6.0        5.2        5.6       32.8       23.4       11.6:      0.8       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        15         15          4         13         15          6          .         12         15          7         16:
Old  :        69:        15         15          4         13         15          6          .         12         15          7         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       48.2       59.7       62.5       33.1       30.1       42.9       38.8
Old  :                 40.5       48.2       59.7       62.5       33.1       30.1       42.9       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    64,802:     9,447      6,561     21,544      6,404     12,637      3,638      7,960      5,795        674     15,921      5,522:    5,545     4,002
Old  :    64,802:     9,447      6,561     21,544      6,404     12,637      3,638      7,960      5,795        674     15,921      5,522:    5,545     4,002
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :     4,446:       155         29        778      1,688         50        958        625      2,032       -693       -663       -144:    1,310       829
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.6       10.1       33.2        9.9       19.5        5.6       12.3        8.9        1.0       24.6        8.5:      8.6       6.2
Old  :     100.0:      14.6       10.1       33.2        9.9       19.5        5.6       12.3        8.9        1.0       24.6        8.5:      8.6       6.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         4          4          5          .          8          .          .          .          .          5          6:
Old  :        23:         4          4          5          .          8          .          .          .          .          5          6:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.7       49.9       81.2       74.3       39.0       41.6       45.6       46.5
Old  :                 61.7       49.9       81.2       74.3       39.0       41.6       45.6       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,428,166:   287,153    356,201     22,802    812,714    574,633    320,797     33,272    461,740    574,506      6,052    146,945:   39,590    36,609
Old  : 2,428,166:   287,153    356,201     22,802    812,714    574,633    320,797     33,272    461,740    574,506      6,052    146,945:   39,590    36,609
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -6,756:    -2,345      6,472      1,600      5,490       -588     44,124    -34,846     49,184    -66,115         30    -31,778:     -838      -720
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.8       14.7        0.9       33.5       23.7       13.2        1.4       19.0       23.7        0.2        6.1:      1.6       1.5
Old  :     100.0:      11.8       14.7        0.9       33.5       23.7       13.2        1.4       19.0       23.7        0.2        6.1:      1.6       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       124:        44         40          7         20         25         17          6         19         16          7         21:
Old  :       124:        44         40          7         20         25         17          6         19         16          7         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       31.2       56.8       48.5       24.4       18.9       29.7       28.5
Old  :                 41.7       31.2       56.8       48.5       24.4       18.9       29.7       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   813,510:   199,468     74,684    221,306    123,179    210,726     19,042    182,465     59,453     15,370     74,752     82,838:    5,307     5,413
Old  :   813,510:   199,468     74,684    221,306    123,179    210,726     19,042    182,465     59,453     15,370     74,752     82,838:    5,307     5,413
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    18,353:       980        656      5,378     -2,747       -324         50     40,055     11,391      1,801    -29,424       -852:      -71      -402
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.5        9.2       27.2       15.1       25.9        2.3       22.4        7.3        1.9        9.2       10.2:      0.7       0.7
Old  :     100.0:      24.5        9.2       27.2       15.1       25.9        2.3       22.4        7.3        1.9        9.2       10.2:      0.7       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        75:        12         12         19          .         18          7         12         11          6         15         18:
Old  :        75:        12         12         19          .         18          7         12         11          6         15         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       37.3       50.6       61.1       25.2       26.4       32.9       40.1
Old  :                 33.4       37.3       50.6       61.1       25.2       26.4       32.9       40.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    17,953:    15,274     13,450        659      2,672        740          0          0        480        427        171        164:      209       276
Old  :    17,953:    15,274     13,450        659      2,672        740          0          0        480        427        171        164:      209       276
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -4,524:    -4,551     -4,236        -71       -373        102          0          0          0         50         35        -55:        1         3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.1       74.9        3.7       14.9        4.1        0.0        0.0        2.7        2.4        1.0        0.9:      1.2       1.5
Old  :     100.0:      85.1       74.9        3.7       14.9        4.1        0.0        0.0        2.7        2.4        1.0        0.9:      1.2       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        25         25          .          4          6          0          0          .          4          .          .:
Old  :        48:        25         25          .          4          6          0          0          .          4          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       62.8       57.4       75.7       31.0       55.5       47.9       61.1
Old  :                 36.2       62.8       57.4       75.7       31.0       55.5       47.9       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    12,597:    10,899      8,334        546      2,286        899          0          0          0         89        690         68:       96       320
Old  :    12,597:    10,899      8,334        546      2,286        899          0          0          0         89        690         68:       96       320
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -2,560:    -2,134     -1,996        -70         11       -123          0          0          0        -98       -285        -74:      -61       -93
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.5       66.2        4.3       18.1        7.1        0.0        0.0        0.0        0.7        5.5        0.5:      0.8       2.5
Old  :     100.0:      86.5       66.2        4.3       18.1        7.1        0.0        0.0        0.0        0.7        5.5        0.5:      0.8       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        23         18          .          6          6          0          0          0          .          .          .:
Old  :        36:        23         18          .          6          6          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       57.2       78.4       75.8       49.5       53.1       64.0       65.7
Old  :                 55.7       57.2       78.4       75.8       49.5       53.1       64.0       65.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, January 7, 2014                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     4,431:     2,039      2,793      1,700        596        290          0          0          0         25        314         77:      300       361
Old  :     4,431:     2,039      2,793      1,700        596        290          0          0          0         25        314         77:      300       361
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 31, 2013                                                                :
     :    -1,290:      -910       -702       -404       -227       -101          0          0          0          5       -220         -5:      125       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.0       63.0       38.4       13.5        6.5        0.0        0.0        0.0        0.6        7.1        1.7:      6.8       8.1
Old  :     100.0:      46.0       63.0       38.4       13.5        6.5        0.0        0.0        0.0        0.6        7.1        1.7:      6.8       8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         11          4          .          .          0          0          0          .          .          .:
Old  :        23:        11         11          4          .          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       49.2       69.2       76.6       48.9       43.4       61.6       60.2
Old  :                 48.9       49.2       69.2       76.6       48.9       43.4       61.6       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 10, 2014