```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 6,348,783                :
: Positions                                                                                                    :
:2,008,158 1,525,824   237,368 2,054,086   680,556 1,158,828    24,189 1,098,436   244,900    49,259   881,515 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   48,027    35,117   -37,440    27,835     3,150    35,464   -10,421   -31,147   -16,989   -26,653    28,758 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.6      24.0       3.7      32.4      10.7      18.3       0.4      17.3       3.9       0.8      13.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   236                     :
:      116       104        10        24        29        26         9        28        31        12        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is 5,412,757                :
: Positions                                                                                                    :
:  983,960 1,005,353   118,920    79,052 1,687,630    65,741    50,275 1,098,685    31,728    64,839 1,424,539 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   56,349    60,070    -2,847    -7,856    61,610    -7,447   -23,394    61,664    -4,567    11,594    49,821 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.2      18.6       2.2       1.5      31.2       1.2       0.9      20.3       0.6       1.2      26.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   114                     :
:       40        41         9        12        21        11         7        16        15        15        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   267,886                :
: Positions                                                                                                    :
:  144,460   184,291    43,466    32,600    34,826    20,373       304     6,327     2,593     2,083     2,094 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   -3,025     3,105       284    -6,927     3,567      -955      -381      -259      -185       287       117 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.9      68.8      16.2      12.2      13.0       7.6       0.1       2.4       1.0       0.8       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       28        29         7         .         6         6         .         4         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   182,316                :
: Positions                                                                                                    :
:  113,287   103,246    33,507    48,701    22,036     3,925         0     2,683       989         0     1,424 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,559       901    -1,815    -1,175     1,448       191         0       253       246         0        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      56.6      18.4      26.7      12.1       2.2       0.0       1.5       0.5       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        23         .         9        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   212,463                :
: Positions                                                                                                    :
:  148,059   113,757    15,654    55,883    29,657     7,339     2,075     3,216       128     1,482     1,158 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   -3,322    -6,093       814     2,227      -648      -960      -169       544        85        92       -27 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      53.5       7.4      26.3      14.0       3.5       1.0       1.5       0.1       0.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       23        19         .        10         9         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   844,377                :
: Positions                                                                                                    :
:  717,574   248,008     4,479   487,270    92,239     2,369     1,157    10,288         6        56     2,792 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   40,914    16,058    -1,744    24,513    -5,200      -344      -237      -299      -712      -712       712 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      29.4       0.5      57.7      10.9       0.3       0.1       1.2       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       37        26         .        14        14         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   259,738                :
: Positions                                                                                                    :
:  155,543   223,660    79,495    16,061     3,362     7,892     4,621       757       533         0       800 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:     -443     1,321       932         0       370     1,970         4    -1,078       344         0      -174 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      86.1      30.6       6.2       1.3       3.0       1.8       0.3       0.2       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       19        20         .         4         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   236,688                :
: Positions                                                                                                    :
:  197,473   129,463    19,787    89,383     2,737     4,235     1,947     6,058         0       483     2,136 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    9,305     3,927         0     1,419      -392    -3,512       -60      -140         0       122       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      54.7       8.4      37.8       1.2       1.8       0.8       2.6       0.0       0.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       28        27         .        11         5         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   109,288                :
: Positions                                                                                                    :
:   57,053    43,800    32,279    48,413     2,156     6,611       248     4,280       945         0     1,678 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    2,327     1,863     1,284       121        24    -1,572      -682       579        31         0       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      40.1      29.5      44.3       2.0       6.0       0.2       3.9       0.9       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       16        19         .         6         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   181,847                :
: Positions                                                                                                    :
:  122,247   107,602    26,578    36,753    11,683     3,822     7,868     7,569       461         0       786 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    2,011     7,390    -1,879    -3,779     2,314     1,027       143    -1,131       101         0      -639 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      59.2      14.6      20.2       6.4       2.1       4.3       4.2       0.3       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        21         .         4         6         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    28,856                :
: Positions                                                                                                    :
:   19,215    25,482     6,724     1,410         0       558       918         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    2,656     3,076       780         0         0         0       360         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      88.3      23.3       4.9       0.0       1.9       3.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        15         .         .         0         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is    68,885                :
: Positions                                                                                                    :
:   47,596    10,580     5,003    35,090     6,846         0     7,446       454         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   -2,602    -1,634         0      -302       175         0       248        13         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.1      15.4       7.3      50.9       9.9       0.0      10.8       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       14         9         .         6         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   156,633                :
: Positions                                                                                                    :
:  139,493    36,265         0   106,705     1,707     4,650     2,754     2,160         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,501        32         0     1,470         0     1,160         0        60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.1      23.2       0.0      68.1       1.1       3.0       1.8       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        15         0        10         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    88,117                :
: Positions                                                                                                    :
:   65,604    71,918     6,164     8,961         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:     -472        46         0         0         0         0    -1,108      -604         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      81.6       7.0      10.2       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        15         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   366,325                :
: Positions                                                                                                    :
:  337,636   169,900     1,224   184,710     2,983     2,241     2,763     3,868    12,911         0       403 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    4,161     7,731         0     1,201    -1,890     2,241    -1,564      -728       176         0        34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.2      46.4       0.3      50.4       0.8       0.6       0.8       1.1       3.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       27        23         .        10         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    91,768                :
: Positions                                                                                                    :
:   56,762    32,127     7,760    35,575    13,439     5,789         0     2,349       532         0     1,438 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      731     2,499         0     4,153    -1,920     3,558         0      -705       481         0      -120 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      35.0       8.5      38.8      14.6       6.3       0.0       2.6       0.6       0.0       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        13         .         9         8         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233A8                                                    Open Interest is    68,987                :
: Positions                                                                                                    :
:   43,895    46,050     9,097     2,953     4,417     1,500     1,606     2,151         0     1,416       623 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      154        51     1,595        17     1,426       -90       669        61         0       151        90 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.6      66.8      13.2       4.3       6.4       2.2       2.3       3.1       0.0       2.1       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        7        10         4         .         5         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is   166,470                :
: Positions                                                                                                    :
:  149,253    46,934     6,352   112,584       330     9,379       720       488         0       600         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   25,820     3,254    -1,566    22,140       330     1,800       720       -30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      28.2       3.8      67.6       0.2       5.6       0.4       0.3       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       11        12         .         6         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is   139,110                :
: Positions                                                                                                    :
:   97,412   116,032    12,833     3,332     2,322    22,408     7,270     1,719       806     7,327         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    3,740     4,040         0       840      -120     1,800       720       -30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      83.4       9.2       2.4       1.7      16.1       5.2       1.2       0.6       5.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       14        27         4         .         .         .         7         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    55,580                :
: Positions                                                                                                    :
:   53,888    48,412     1,569     5,994         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,560     1,140      -300         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     97.0      87.1       2.8      10.8       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        20         .         4         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   112,298                :
: Positions                                                                                                    :
:   78,425    87,126    20,148     6,922     2,270         0         0         0       517       973     2,185 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    3,524     2,812       395       -60       180         0         0         0       -68      -239        34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      77.6      17.9       6.2       2.0       0.0       0.0       0.0       0.5       0.9       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       21        19         .         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233AY                                                    Open Interest is    80,441                :
: Positions                                                                                                    :
:   50,619    63,121    20,824     6,952       810         0     1,343     3,861       404         0       330 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    3,672     2,458       384      -534       534         0       972      -188    -1,220         0       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      78.5      25.9       8.6       1.0       0.0       1.7       4.8       0.5       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        12         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is    94,972                :
: Positions                                                                                                    :
:   77,984    47,573     2,270    35,651     5,122         0     2,041       926       507         0       658 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      508     1,088      -630    -1,446       210         0        58      -120      -306      -893       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      50.1       2.4      37.5       5.4       0.0       2.1       1.0       0.5       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        18         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is    91,749                :
: Positions                                                                                                    :
:   67,521    73,524    12,376     7,687       952     3,753         0       479       209         0       853 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:     -411    -2,220         0      -642         0    -1,964         0       161       209         0       853 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      80.1      13.5       8.4       1.0       4.1       0.0       0.5       0.2       0.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        14         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    18,078                :
: Positions                                                                                                    :
:   13,007    16,069     2,078       398        90     1,860       394         0         0       425         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,590     1,200         0       150         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      88.9      11.5       2.2       0.5      10.3       2.2       0.0       0.0       2.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         9         .         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   134,907                :
: Positions                                                                                                    :
:  109,283    95,995     6,523    23,228     9,695       360       822     2,426     1,100       273        61 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      182       381         0      -248         0         0        82      -429        62        62       -32 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      71.2       4.8      17.2       7.2       0.3       0.6       1.8       0.8       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        14         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   278,062                :
: Positions                                                                                                    :
:  237,653   105,280         0   143,728    10,178    20,578     8,571     2,573         0     2,144       154 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    5,057     2,672         0      -702       212    -2,829       574     1,155         0     1,607      -190 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      37.9       0.0      51.7       3.7       7.4       3.1       0.9       0.0       0.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       25        17         0        12         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BM                                                    Open Interest is    22,976                :
: Positions                                                                                                    :
:   20,138    22,637     1,127         0        93     1,220         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:     -120       632         0         0         0       600         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      98.5       4.9       0.0       0.4       5.3       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        10         .         0         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    44,048                :
: Positions                                                                                                    :
:   28,174    38,484     1,805     1,927     2,263     9,446         0         0       248         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    2,104     5,410       548    -2,822     1,922       150         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.0      87.4       4.1       4.4       5.1      21.4       0.0       0.0       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        14         .         .         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    58,967                :
: Positions                                                                                                    :
:   22,005    52,127    29,814         0     4,994       279         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      -30       152       150         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.3      88.4      50.6       0.0       8.5       0.5       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        11         4         0         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   219,531                :
: Positions                                                                                                    :
:  138,245   176,211    52,510        55     8,324     8,611     5,996     4,931         0    21,458         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    6,817     6,502    -1,159         0       849       -51      -360       591         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      80.3      23.9       0.0       3.8       3.9       2.7       2.2       0.0       9.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       23        21         7         .         6         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    82,644                :
: Positions                                                                                                    :
:   68,031    71,216     2,265     5,476         0     2,915         0     4,096         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      172         3         0         0         0       107         0    -1,177         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      86.2       2.7       6.6       0.0       3.5       0.0       5.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        12         .         .         0         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    85,218                :
: Positions                                                                                                    :
:   50,364    67,391    20,662     5,550     8,588         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    1,806     2,842     3,280         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      79.1      24.2       6.5      10.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        14         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    84,577                :
: Positions                                                                                                    :
:   56,187    54,724    16,270    11,063     1,768         0    13,956       930     2,173         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      443       283       151       512      -150         0       243        90         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      64.7      19.2      13.1       2.1       0.0      16.5       1.1       2.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       20        21         .         .         4         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    19,699                :
: Positions                                                                                                    :
:   17,342    17,112     2,020         0         0         0     1,395         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    3,060     2,850         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.0      86.9      10.3       0.0       0.0       0.0       7.1       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        9        15         .         0         0         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,539,837                :
: Positions                                                                                                    :
:  151,491   248,033   188,349    61,586   139,846   289,665   228,713   391,888    35,834   163,178   260,560 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   -2,217    -4,272    -1,203   -11,356    11,171    -8,579    -7,433    -6,321   -10,161     2,213      -144 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.8      16.1      12.2       4.0       9.1      18.8      14.9      25.4       2.3      10.6      16.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   326                     :
:       38        39        20        17        32        95        39        81        41        53        81 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,621,605                :
: Positions                                                                                                    :
:  185,619   197,561    32,497    95,519   690,909    94,115     4,694   267,709    20,083    36,870   326,380 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    7,339     6,135    -2,254        11    22,166    -3,981    -1,119    18,167     2,680      -596    12,402 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.4      12.2       2.0       5.9      42.6       5.8       0.3      16.5       1.2       2.3      20.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   142                     :
:       37        33        11        18        27        26        11        33        17        22        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   368,235                :
: Positions                                                                                                    :
:   70,684    58,796     1,653    37,579    88,753    36,405     9,544    12,141    70,611    75,006    80,604 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:    2,344     1,401      -558     1,080     1,185      -250     1,320       169      -355    -1,868     3,663 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.2      16.0       0.4      10.2      24.1       9.9       2.6       3.3      19.2      20.4      21.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       18        19         .        12        15         4         4         7         9        10        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    90,344                :
: Positions                                                                                                    :
:   10,349    15,968        45     4,649     5,609    26,078    14,580    23,425     1,506     2,879    22,821 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      -76        60         2      -429       -49      -359        34      -109       349       212       599 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.5      17.7       0.0       5.1       6.2      28.9      16.1      25.9       1.7       3.2      25.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       12        14         .         4         5         6        11        15         5         4         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,860,205                :
: Positions                                                                                                    :
:  458,818   483,057    46,999   951,381   517,546   346,284    31,033   576,308   610,060    12,252   268,339 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   17,300     2,998    -8,729     8,495     4,580   -48,351    -3,857   -15,525    44,730    -1,077     5,109 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.0      16.9       1.6      33.3      18.1      12.1       1.1      20.1      21.3       0.4       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   157                     :
:       61        58         .        25        26        23         5        26        22         6        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,105,716                :
: Positions                                                                                                    :
:  195,898   108,222   214,854   172,208   343,916    54,524    44,951   145,020    26,041   165,289   120,459 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:   -2,090     1,368     6,804     5,892    10,654     2,282     2,134     1,003     3,485       681     4,964 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.7       9.8      19.4      15.6      31.1       4.9       4.1      13.1       2.4      14.9      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       17        17        18         6        22        12        10        15        14        12        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    25,442                :
: Positions                                                                                                    :
:   22,546    20,142       124     3,526     1,166         0         0       120       852         0        85 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      936     1,038         0       -72       118         0         0         0         0         0        75 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.6      79.2       0.5      13.9       4.6       0.0       0.0       0.5       3.3       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       32        29         .         5         4         0         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     6,916                :
: Positions                                                                                                    :
:    5,356     4,723        30     1,862       240     1,220         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      131       131         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      68.3       0.4      26.9       3.5      17.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        15         .         4         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is    11,715                :
: Positions                                                                                                    :
:    9,571     7,970       456     1,368       970         0         0         0       345       918        10 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      145        26       -74        89        44         0         0         0         0       -20       -24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.7      68.0       3.9      11.7       8.3       0.0       0.0       0.0       2.9       7.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        15         .         .         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 21, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,813                :
: Positions                                                                                                    :
:    3,901     5,182     3,666     3,699       158         0         0         0     1,287        23       390 :
:                                                                                                              :
: Changes from:     May 14, 2013                                                                               :
:      -24       884       793       -75         0         0         0         0       -35        23        80 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.8      52.8      37.4      37.7       1.6       0.0       0.0       0.0      13.1       0.2       4.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        12         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated May 24, 2013