```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 5,064,419                :
: Positions                                                                                                    :
:1,794,012 1,292,778   360,488 1,528,602   633,941   565,950    48,367   823,118   219,579    67,419   651,397 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:   23,783    42,645   -27,287    70,692    26,613    39,639     4,985    74,549    71,305    -8,670   -23,686 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.4      25.5       7.1      30.2      12.5      11.2       1.0      16.3       4.3       1.3      12.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   231                     :
:      110       105        14        23        32        16        15        26        25        17        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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   268,268                :
: Positions                                                                                                    :
:  154,848   184,281    58,379    34,105    25,804     2,685     3,980     3,638       738     2,761     2,642 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:    3,631     9,272     3,323    -4,079     3,407     1,444     1,624        24       120      -109        44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      68.7      21.8      12.7       9.6       1.0       1.5       1.4       0.3       1.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       24        23         6         .         7         .         .         .         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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   158,335                :
: Positions                                                                                                    :
:  106,688    99,907    17,618    31,568    22,542     5,205         0     2,339       908         0       693 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:    4,201     2,799    -4,262       973     1,150     3,378      -280    -1,016       -34         0       478 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      63.1      11.1      19.9      14.2       3.3       0.0       1.5       0.6       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       19        24         .         9        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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   227,867                :
: Positions                                                                                                    :
:  164,852   111,928    14,781    70,028    30,319     9,872     6,958     1,709         0         0         0 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:    4,395     5,036       222      -497       578       530      -462       699      -222         0      -310 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      49.1       6.5      30.7      13.3       4.3       3.1       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        19         4         9         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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   725,999                :
: Positions                                                                                                    :
:  545,434   239,063    62,172   374,806    96,497       214     1,647    10,959       671         0       248 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:   24,771     9,349       358    11,479     2,607    -3,466      -347     1,289    -1,251         0        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      32.9       8.6      51.6      13.3       0.0       0.2       1.5       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       33        24         6        13        16         .         .         5         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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   193,941                :
: Positions                                                                                                    :
:  117,848   169,838    55,447     5,955     6,705     4,058     2,746     1,490         0         0         0 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:    2,022     5,230     1,587      -830       -66       856    -1,508       840      -466         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      87.6      28.6       3.1       3.5       2.1       1.4       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       21        25         4         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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   211,946                :
: Positions                                                                                                    :
:  157,940   130,527    32,385    70,024     3,312     7,228         0     4,633       695         0       210 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:       29     1,775       550     1,144         0       858         0      -189       695         0       210 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      61.6      15.3      33.0       1.6       3.4       0.0       2.2       0.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       26        28         .        11         4         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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    88,552                :
: Positions                                                                                                    :
:   57,368    34,300    17,575    41,564     2,314     2,061         0     3,153       976         0       480 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:    1,932     1,772       428      -115      -182      -560         0     1,004         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      38.7      19.8      46.9       2.6       2.3       0.0       3.6       1.1       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        16         .         7         5         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 1,217,919                :
: Positions                                                                                                    :
:  133,325   158,610   208,386    51,237   106,235   224,930   284,999   270,016    20,714   108,664   191,631 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:   -1,450       764    -4,514     1,742    -3,496     2,662   -19,732    12,757    -4,365    12,964     3,095 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.9      13.0      17.1       4.2       8.7      18.5      23.4      22.2       1.7       8.9      15.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   318                     :
:       45        42        22        14        30        68        56        79        49        49        85 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 1,416,684                :
: Positions                                                                                                    :
:  181,195   173,971    25,901    85,910   652,414    58,484    12,608   207,257    21,390    16,079   265,539 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:    3,190     6,167     1,164       416     5,677    -3,084     1,407    11,685     7,404       657     3,469 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.8      12.3       1.8       6.1      46.1       4.1       0.9      14.6       1.5       1.1      18.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   147                     :
:       43        37         9        17        25        27        18        36        19        14        27 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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   157,846                :
: Positions                                                                                                    :
:   24,710    22,752     4,501    13,081    38,593    27,919         0     1,401    25,870    48,454    29,695 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:    2,034     1,411    -2,291     1,754       925     5,118      -350       348       769     4,295       485 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.7      14.4       2.9       8.3      24.4      17.7       0.0       0.9      16.4      30.7      18.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       12        13         .         7        10         6         0         .         8         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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    52,382                :
: Positions                                                                                                    :
:    1,743     7,742       167     3,051     5,290    13,573    12,629    12,929    13,008     4,801     5,275 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:      274       -64       -13       157      -113       101       337        93       -19      -104       -11 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      3.3      14.8       0.3       5.8      10.1      25.9      24.1      24.7      24.8       9.2      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:        9        11         .         4         4         4        10         7         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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 2,348,650                :
: Positions                                                                                                    :
:  561,416   500,923   155,901   771,219   400,536   263,066    30,784   395,173   308,739     3,631   222,179 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:   -2,066     7,212   -13,215    18,514    17,711    41,086      -691   -38,317    -2,655    -1,686    13,394 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.9      21.3       6.6      32.8      17.1      11.2       1.3      16.8      13.1       0.2       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   143                     :
:       60        55         .        19        22        18         7        23        19         5        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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   934,443                :
: Positions                                                                                                    :
:  125,900   143,078   237,567    99,870   293,709    47,017    76,522   118,626     9,914   103,632    92,472 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:    7,899     9,919    29,214     9,820    -2,997     3,700    -3,448     7,735     1,605    25,683     1,358 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.5      15.3      25.4      10.7      31.4       5.0       8.2      12.7       1.1      11.1       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    78                     :
:       14        15        14         7        18         8        11        12         8        14        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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    30,547                :
: Positions                                                                                                    :
:   26,840    25,246       558     2,896     1,972       195         0         0       375         0        63 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:      515       495       -13      -116        86      -110         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      82.6       1.8       9.5       6.5       0.6       0.0       0.0       1.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       30        27         .         5         6         .         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 2013           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     7,467                :
: Positions                                                                                                    :
:    5,718     4,722       846       682       507         0       140         0        13       940        45 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:       25        25       133       108       -36         0         0         0         0        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      63.2      11.3       9.1       6.8       0.0       1.9       0.0       0.2      12.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        13         4         .         5         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 22, 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     9,105                :
: Positions                                                                                                    :
:    4,619     4,385     3,337     4,113         0         0         0         0       630        62        60 :
:                                                                                                              :
: Changes from:     January 15, 2013                                                                           :
:      -57       100        90       -80         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.7      48.2      36.7      45.2       0.0       0.0       0.0       0.0       6.9       0.7       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        12         .         5         0         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 25, 2013