NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,099,569: 1,721,463  1,318,536    362,621  1,522,417    644,212    632,295     50,411    830,660    236,824     60,858    654,001:   17,493    18,474
Old  : 5,099,569: 1,721,463  1,318,536    362,621  1,522,417    644,212    632,295     50,411    830,660    236,824     60,858    654,001:   17,493    18,474
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :   -70,560:   -82,968    -18,866    -15,582    -49,040     33,228      5,907    -11,984     15,229    -15,837    -14,801       -211:  -10,326   -24,115
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.8       25.9        7.1       29.9       12.6       12.4        1.0       16.3        4.6        1.2       12.8:      0.3       0.4
Old  :     100.0:      33.8       25.9        7.1       29.9       12.6       12.4        1.0       16.3        4.6        1.2       12.8:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       225:       111        104         13         23         33         20         12         26         23         14         32:
Old  :       225:       111        104         13         23         33         20         12         26         23         14         32:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.5       24.7       38.6       41.3       15.2       20.5       21.9       29.0
Old  :                 22.5       24.7       38.6       41.3       15.2       20.5       21.9       29.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   272,198:   155,686    192,884     64,390     36,527     22,731      2,486          5      4,024        671      4,217      2,979:   19,231     8,831
Old  :   272,198:   155,686    192,884     64,390     36,527     22,731      2,486          5      4,024        671      4,217      2,979:   19,231     8,831
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :    -3,241:    -3,770      3,324      4,877       -580     -2,298        162          5     -1,099        671      1,170        -80:   -1,704    -3,683
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.2       70.9       23.7       13.4        8.4        0.9        0.0        1.5        0.2        1.5        1.1:      7.1       3.2
Old  :     100.0:      57.2       70.9       23.7       13.4        8.4        0.9        0.0        1.5        0.2        1.5        1.1:      7.1       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        25         23          6          .          6          .          .          .          .          .          4:
Old  :        43:        25         23          6          .          6          .          .          .          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.9       62.7       58.5       77.9       29.1       43.6       40.8       52.2
Old  :                 38.9       62.7       58.5       77.9       29.1       43.6       40.8       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   150,042:   104,022     91,606     12,144     36,190     18,414      7,722          0      1,184      4,027          0         62:    2,467     2,586
Old  :   150,042:   104,022     91,606     12,144     36,190     18,414      7,722          0      1,184      4,027          0         62:    2,467     2,586
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :   -11,658:    -1,933    -10,500     -4,285      2,711     -4,409     -1,369          0        -97      1,773          0        -89:   -1,249       726
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.3       61.1        8.1       24.1       12.3        5.1        0.0        0.8        2.7        0.0        0.0:      1.6       1.7
Old  :     100.0:      69.3       61.1        8.1       24.1       12.3        5.1        0.0        0.8        2.7        0.0        0.0:      1.6       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        18         22          .          8         10          .          0          .          .          0          .:
Old  :        41:        18         22          .          8         10          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       46.2       65.2       66.6       39.2       40.7       52.6       54.4
Old  :                 47.2       46.2       65.2       66.6       39.2       40.7       52.6       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   219,537:   156,316    105,540     13,494     68,185     30,370      9,754      5,326      1,823          0          0          0:    7,780     8,293
Old  :   219,537:   156,316    105,540     13,494     68,185     30,370      9,754      5,326      1,823          0          0          0:    7,780     8,293
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :    -3,148:    -6,800         87      1,491     -3,532      1,929       -270     -2,607        117       -187          0        -30:      602       888
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.2       48.1        6.1       31.1       13.8        4.4        2.4        0.8        0.0        0.0        0.0:      3.5       3.8
Old  :     100.0:      71.2       48.1        6.1       31.1       13.8        4.4        2.4        0.8        0.0        0.0        0.0:      3.5       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        19         17          .          9          9          .          .          .          0          0          0:
Old  :        37:        19         17          .          9          9          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       48.7       75.1       67.2       51.4       40.8       66.5       57.9
Old  :                 54.9       48.7       75.1       67.2       51.4       40.8       66.5       57.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   749,551:   560,773    254,703     65,967    379,793     97,167          0      3,042     11,546      1,083        120        461:   12,554     2,719
Old  :   749,551:   560,773    254,703     65,967    379,793     97,167          0      3,042     11,546      1,083        120        461:   12,554     2,719
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :       138:    -7,515      3,153      7,735     -1,500     -1,155          0        205         59      1,083        120        461:     -530    -1,205
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       34.0        8.8       50.7       13.0        0.0        0.4        1.5        0.1        0.0        0.1:      1.7       0.4
Old  :     100.0:      74.8       34.0        8.8       50.7       13.0        0.0        0.4        1.5        0.1        0.0        0.1:      1.7       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        31         23          6         12         15          0          .          5          .          .          .:
Old  :        60:        31         23          6         12         15          0          .          5          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       43.9       56.6       61.6       26.5       38.4       43.4       52.1
Old  :                 36.2       43.9       56.6       61.6       26.5       38.4       43.4       52.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   198,266:   121,093    172,670     57,873      8,405      5,847      3,616      4,122        309        473          0        523:    8,532     6,390
Old  :   198,266:   121,093    172,670     57,873      8,405      5,847      3,616      4,122        309        473          0        523:    8,532     6,390
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :    -3,716:    -4,871     -1,664      4,719      1,254     -3,171       -224      1,072     -1,209        439          0        309:      292      -307
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.1       87.1       29.2        4.2        2.9        1.8        2.1        0.2        0.2        0.0        0.3:      4.3       3.2
Old  :     100.0:      61.1       87.1       29.2        4.2        2.9        1.8        2.1        0.2        0.2        0.0        0.3:      4.3       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        21         22          .          .          .          .          .          .          .          0          .:
Old  :        40:        21         22          .          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.0       55.4       73.3       78.8       57.9       53.4       70.9       70.2
Old  :                 58.0       55.4       73.3       78.8       57.9       53.4       70.9       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   196,429:   147,772    113,018     31,464     71,529      3,132      5,114      1,551      4,229        813          0        522:    3,383     2,448
Old  :   196,429:   147,772    113,018     31,464     71,529      3,132      5,114      1,551      4,229        813          0        522:    3,383     2,448
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :   -18,126:   -13,226    -18,139     -1,008      1,083     -1,026       -669      1,551       -752        813          0        522:   -2,780    -1,365
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       57.5       16.0       36.4        1.6        2.6        0.8        2.2        0.4        0.0        0.3:      1.7       1.2
Old  :     100.0:      75.2       57.5       16.0       36.4        1.6        2.6        0.8        2.2        0.4        0.0        0.3:      1.7       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        26         25          .         11          4          .          .          .          .          0          .:
Old  :        51:        26         25          .         11          4          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       29.4       59.8       51.8       36.9       28.6       51.1       47.2
Old  :                 41.0       29.4       59.8       51.8       36.9       28.6       51.1       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    81,247:    47,795     30,694     20,125     40,600      1,057      5,255          0      2,097        558          0        800:    3,560     5,999
Old  :    81,247:    47,795     30,694     20,125     40,600      1,057      5,255          0      2,097        558          0        800:    3,560     5,999
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :   -11,451:   -12,868     -4,729      1,482     -2,132       -984      5,255       -549     -2,288          6          0        169:   -2,223      -938
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.8       37.8       24.8       50.0        1.3        6.5        0.0        2.6        0.7        0.0        1.0:      4.4       7.4
Old  :     100.0:      58.8       37.8       24.8       50.0        1.3        6.5        0.0        2.6        0.7        0.0        1.0:      4.4       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        18         20          .          7          .          .          0          .          .          0          .:
Old  :        37:        18         20          .          7          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       51.0       78.2       67.4       56.0       48.3       71.3       64.4
Old  :                 58.8       51.0       78.2       67.4       56.0       48.3       71.3       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,201,259:   142,824    172,397    211,047     55,166     95,574    225,459    282,622    262,967     23,096    110,688    175,296:   64,996    46,549
Old  : 1,201,259:   142,824    172,397    211,047     55,166     95,574    225,459    282,622    262,967     23,096    110,688    175,296:   64,996    46,549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :    54,413:    15,837     13,423      1,389      3,675        675     -3,084     -9,162     26,124       -159      4,749     12,293:    1,338     2,636
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.9       14.4       17.6        4.6        8.0       18.8       23.5       21.9        1.9        9.2       14.6:      5.4       3.9
Old  :     100.0:      11.9       14.4       17.6        4.6        8.0       18.8       23.5       21.9        1.9        9.2       14.6:      5.4       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       282:        37         32         22          9         26         65         55         81         35         40         60:
Old  :       282:        37         32         22          9         26         65         55         81         35         40         60:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.3       24.3       28.5       36.2       11.2       15.3       18.9       21.8
Old  :                 17.3       24.3       28.5       36.2       11.2       15.3       18.9       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   160,904:    30,804     26,437      7,006      9,381     38,670     27,635          0      1,300     27,904     57,590     23,425:    4,160     4,101
Old  :   160,904:    30,804     26,437      7,006      9,381     38,670     27,635          0      1,300     27,904     57,590     23,425:    4,160     4,101
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :    -4,859:       115     -1,609      2,044     -2,695       -757       -907          0       -433        153      5,210     -4,130:     -944      -445
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.1       16.4        4.4        5.8       24.0       17.2        0.0        0.8       17.3       35.8       14.6:      2.6       2.5
Old  :     100.0:      19.1       16.4        4.4        5.8       24.0       17.2        0.0        0.8       17.3       35.8       14.6:      2.6       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        11         12          .          7         10          6          0          .          6          8         15:
Old  :        43:        11         12          .          7         10          6          0          .          6          8         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       44.2       54.8       69.1       27.5       33.6       38.9       40.8
Old  :                 35.2       44.2       54.8       69.1       27.5       33.6       38.9       40.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,363,059:   543,590    479,191    129,604    787,453    408,211    292,239     39,931    381,782    318,585      1,647    242,336:   46,712    22,508
Old  : 2,363,059:   543,590    479,191    129,604    787,453    408,211    292,239     39,931    381,782    318,585      1,647    242,336:   46,712    22,508
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :   -46,799:   -43,495    -40,602    -14,263      9,608    -10,488     27,221      3,449     -9,841     -3,464        312      3,478:    4,053    -2,715
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.0       20.3        5.5       33.3       17.3       12.4        1.7       16.2       13.5        0.1       10.3:      2.0       1.0
Old  :     100.0:      23.0       20.3        5.5       33.3       17.3       12.4        1.7       16.2       13.5        0.1       10.3:      2.0       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       140:        56         51          .         20         23         17         10         24         19          .         19:
Old  :       140:        56         51          .         20         23         17         10         24         19          .         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.3       25.8       39.1       44.2       15.5       19.7       23.9       28.7
Old  :                 25.3       25.8       39.1       44.2       15.5       19.7       23.9       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   905,617:   158,661    129,442    190,027     82,984    302,143     44,659     89,157    111,467      2,464     93,675     91,537:    4,659     5,212
Old  :   905,617:   158,661    129,442    190,027     82,984    302,143     44,659     89,157    111,467      2,464     93,675     91,537:    4,659     5,212
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :    12,379:    17,859        930    -14,745     -3,955      9,011     -1,440      7,526       -837        259     -2,476      2,296:      -24      -116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.5       14.3       21.0        9.2       33.4        4.9        9.8       12.3        0.3       10.3       10.1:      0.5       0.6
Old  :     100.0:      17.5       14.3       21.0        9.2       33.4        4.9        9.8       12.3        0.3       10.3       10.1:      0.5       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        77:        15         16         16          7         19          7         12         11          5         13         15:
Old  :        77:        15         16         16          7         19          7         12         11          5         13         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       33.0       58.0       56.8       16.1       16.9       22.9       24.4
Old  :                 38.6       33.0       58.0       56.8       16.1       16.9       22.9       24.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    27,550:    24,030     22,602        349      2,832      1,915          0          0          0        438          0          0:      818       201
Old  :    27,550:    24,030     22,602        349      2,832      1,915          0          0          0        438          0          0:      818       201
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :    -4,372:    -3,667     -3,818       -312       -109       -211       -195          0          0         63          0        -63:       13      -171
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.2       82.0        1.3       10.3        7.0        0.0        0.0        0.0        1.6        0.0        0.0:      3.0       0.7
Old  :     100.0:      87.2       82.0        1.3       10.3        7.0        0.0        0.0        0.0        1.6        0.0        0.0:      3.0       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        29         28          .          5          6          0          0          0          .          0          0:
Old  :        42:        29         28          .          5          6          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.1       47.2       63.7       69.0       41.8       39.5       52.1       53.4
Old  :                 48.1       47.2       63.7       69.0       41.8       39.5       52.1       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     7,723:     6,082      4,654        779      1,325        410          0          0          0          0        680          0:      452       654
Old  :     7,723:     6,082      4,654        779      1,325        410          0          0          0          0        680          0:      452       654
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :      -219:       -40       -234       -102        370       -148          0       -140          0        -28       -260        -30:      129       223
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.8       60.3       10.1       17.2        5.3        0.0        0.0        0.0        0.0        8.8        0.0:      5.9       8.5
Old  :     100.0:      78.8       60.3       10.1       17.2        5.3        0.0        0.0        0.0        0.0        8.8        0.0:      5.9       8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        18         11          .          .          5          0          0          0          0          .          0:
Old  :        28:        18         11          .          .          5          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.0       57.2       69.7       75.2       46.4       49.7       62.2       62.8
Old  :                 53.0       57.2       69.7       75.2       46.4       49.7       62.2       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, February 5, 2013                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     8,264:     4,148      3,711      2,954      3,725         18          0          0          0        598        251        127:      419       432
Old  :     8,264:     4,148      3,711      2,954      3,725         18          0          0          0        598        251        127:      419       432
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 29, 2013                                                                 :
     :      -967:      -492       -563       -353       -298         18          0          0          0        -45          0        -10:      -85      -114
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.2       44.9       35.7       45.1        0.2        0.0        0.0        0.0        7.2        3.0        1.5:      5.1       5.2
Old  :     100.0:      50.2       44.9       35.7       45.1        0.2        0.0        0.0        0.0        7.2        3.0        1.5:      5.1       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        14         12          .          5          .          0          0          0          .          .          .:
Old  :        30:        14         12          .          5          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       47.0       78.6       70.5       59.1       46.8       72.7       65.2
Old  :                 59.1       47.0       78.6       70.5       59.1       46.8       72.7       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 8, 2013