NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, March 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  : 5,326,776: 1,740,336  1,337,116    310,634  1,650,035    624,557    755,904     51,857    882,712    294,400     62,309    689,361:   28,872    28,829
Old  : 5,326,776: 1,740,336  1,337,116    310,634  1,650,035    624,557    755,904     51,857    882,712    294,400     62,309    689,361:   28,872    28,829
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :  -108,075:  -101,790    -23,931    -13,710      9,585     -2,412     13,969     -1,967        444     55,521       -482    -64,531:    4,434   -24,781
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.7       25.1        5.8       31.0       11.7       14.2        1.0       16.6        5.5        1.2       12.9:      0.5       0.5
Old  :     100.0:      32.7       25.1        5.8       31.0       11.7       14.2        1.0       16.6        5.5        1.2       12.9:      0.5       0.5
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  :       215:       104        100         11         23         31         22         10         24         24         11         30:
Old  :       215:       104        100         11         23         31         22         10         24         24         11         30:
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  :                 23.5       24.3       39.8       41.5       13.4       21.4       20.7       29.6
Old  :                 23.5       24.3       39.8       41.5       13.4       21.4       20.7       29.6
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, March 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  :   309,529:   189,923    226,901     67,479     50,331     13,954      8,410      1,257      4,543      1,792        142      3,777:   19,651     8,624
Old  :   309,529:   189,923    226,901     67,479     50,331     13,954      8,410      1,257      4,543      1,792        142      3,777:   19,651     8,624
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :   -10,608:    -8,104     -1,921      2,618      3,722     -7,014      2,509       -280     -2,218      1,208     -1,164        180:      213    -1,913
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.4       73.3       21.8       16.3        4.5        2.7        0.4        1.5        0.6        0.0        1.2:      6.3       2.8
Old  :     100.0:      61.4       73.3       21.8       16.3        4.5        2.7        0.4        1.5        0.6        0.0        1.2:      6.3       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        24         25          5          .          5          .          .          .          .          .          4:
Old  :        45:        24         25          5          .          5          .          .          .          .          .          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  :                 41.6       62.7       60.6       77.3       30.8       42.9       40.3       50.9
Old  :                 41.6       62.7       60.6       77.3       30.8       42.9       40.3       50.9
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, March 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  :   144,708:   102,529     85,569      9,174     37,367     16,038      6,032          0      1,864      5,773          0        217:    3,081     3,653
Old  :   144,708:   102,529     85,569      9,174     37,367     16,038      6,032          0      1,864      5,773          0        217:    3,081     3,653
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :   -15,009:    -7,617    -12,437     -2,943      1,582     -3,427     -2,381          0       -139      1,135          0        -31:      394      -557
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.9       59.1        6.3       25.8       11.1        4.2        0.0        1.3        4.0        0.0        0.1:      2.1       2.5
Old  :     100.0:      70.9       59.1        6.3       25.8       11.1        4.2        0.0        1.3        4.0        0.0        0.1:      2.1       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  :        37:        18         20          .          7          9          .          0          .          .          0          .:
Old  :        37:        18         20          .          7          9          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       44.3       62.7       65.2       37.9       41.0       52.2       53.7
Old  :                 44.8       44.3       62.7       65.2       37.9       41.0       52.2       53.7
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, March 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  :   234,998:   176,396    119,481     11,085     68,087     28,472     10,914      5,160      1,232          0      6,377          0:    6,899     6,189
Old  :   234,998:   176,396    119,481     11,085     68,087     28,472     10,914      5,160      1,232          0      6,377          0:    6,899     6,189
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :   -10,003:    -2,452     -8,789     -6,215       -699     -2,603        152     -2,287        127          0      3,965          0:      988       283
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.1       50.8        4.7       29.0       12.1        4.6        2.2        0.5        0.0        2.7        0.0:      2.9       2.6
Old  :     100.0:      75.1       50.8        4.7       29.0       12.1        4.6        2.2        0.5        0.0        2.7        0.0:      2.9       2.6
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  :        41:        22         16          .         10          9          .          .          .          0          .          0:
Old  :        41:        22         16          .         10          9          .          .          .          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  :                 54.2       47.8       74.1       65.2       50.7       41.2       68.2       56.7
Old  :                 54.2       47.8       74.1       65.2       50.7       41.2       68.2       56.7
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, March 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  :   786,175:   608,380    299,098     57,248    381,431     92,833      1,289          0     11,715      1,593          0        703:   12,414       395
Old  :   786,175:   608,380    299,098     57,248    381,431     92,833      1,289          0     11,715      1,593          0        703:   12,414       395
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :   -31,183:   -21,452     -9,851     -8,741    -16,287     -2,801       -756       -520        272        561       -800        208:    1,526    -1,404
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       38.0        7.3       48.5       11.8        0.2        0.0        1.5        0.2        0.0        0.1:      1.6       0.1
Old  :     100.0:      77.4       38.0        7.3       48.5       11.8        0.2        0.0        1.5        0.2        0.0        0.1:      1.6       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        32         22          5         13         16          .          0          4          .          0          .:
Old  :        61:        32         22          5         13         16          .          0          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  :                 34.4       42.0       53.8       63.3       24.0       36.3       40.7       50.1
Old  :                 34.4       42.0       53.8       63.3       24.0       36.3       40.7       50.1
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, March 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  :   190,889:   109,521    165,692     58,294      6,352      7,024      5,041      2,140        621        261          0        738:    9,389     8,322
Old  :   190,889:   109,521    165,692     58,294      6,352      7,024      5,041      2,140        621        261          0        738:    9,389     8,322
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :   -12,173:    -8,945    -10,358     -3,552     -1,879        164      2,045        -85     -1,211        -93          0          0:     -581     1,196
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.4       86.8       30.5        3.3        3.7        2.6        1.1        0.3        0.1        0.0        0.4:      4.9       4.4
Old  :     100.0:      57.4       86.8       30.5        3.3        3.7        2.6        1.1        0.3        0.1        0.0        0.4:      4.9       4.4
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  :        34:        16         19          .          .          .          .          .          .          .          0          .:
Old  :        34:        16         19          .          .          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       58.7       73.6       79.8       56.6       58.7       71.7       75.6
Old  :                 56.7       58.7       73.6       79.8       56.6       58.7       71.7       75.6
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, March 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  :   206,771:   160,240    119,401     31,277     75,061      2,144      5,647      3,852      2,347          0          0          0:    5,116     3,966
Old  :   206,771:   160,240    119,401     31,277     75,061      2,144      5,647      3,852      2,347          0          0          0:    5,116     3,966
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :   -17,933:   -17,471    -11,804       -190     -2,111     -1,301      2,159     -1,523     -1,108     -1,280          0       -382:    1,640       296
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.5       57.7       15.1       36.3        1.0        2.7        1.9        1.1        0.0        0.0        0.0:      2.5       1.9
Old  :     100.0:      77.5       57.7       15.1       36.3        1.0        2.7        1.9        1.1        0.0        0.0        0.0:      2.5       1.9
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  :        47:        24         23          .         11          .          .          .          .          0          0          0:
Old  :        47:        24         23          .         11          .          .          .          .          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  :                 41.4       28.0       63.4       51.2       37.5       27.2       54.3       49.8
Old  :                 41.4       28.0       63.4       51.2       37.5       27.2       54.3       49.8
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, March 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  :    79,624:    45,145     30,197     18,355     38,862        205      8,077          0      2,158      1,487          0        496:    3,701     7,706
Old  :    79,624:    45,145     30,197     18,355     38,862        205      8,077          0      2,158      1,487          0        496:    3,701     7,706
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :   -13,032:   -11,249     -6,500     -3,180     -1,782     -1,104      3,797     -2,637     -1,647        635          0       -295:       11       933
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.7       37.9       23.1       48.8        0.3       10.1        0.0        2.7        1.9        0.0        0.6:      4.6       9.7
Old  :     100.0:      56.7       37.9       23.1       48.8        0.3       10.1        0.0        2.7        1.9        0.0        0.6:      4.6       9.7
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  :        31:        13         15          .          6          .          .          0          .          .          0          .:
Old  :        31:        13         15          .          6          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       50.2       80.8       70.4       54.3       48.2       75.3       68.3
Old  :                 56.0       50.2       80.8       70.4       54.3       48.2       75.3       68.3
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, March 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  : 1,236,980:   163,903    185,369    199,233     62,310    100,612    225,564    258,745    245,525     27,787    127,586    206,837:   67,519    49,996
Old  : 1,236,980:   163,903    185,369    199,233     62,310    100,612    225,564    258,745    245,525     27,787    127,586    206,837:   67,519    49,996
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :    35,306:     9,562     12,817     -3,600      1,537      2,308     11,598    -22,911     12,617     -4,553     26,463      3,811:    3,563    -1,336
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.3       15.0       16.1        5.0        8.1       18.2       20.9       19.8        2.2       10.3       16.7:      5.5       4.0
Old  :     100.0:      13.3       15.0       16.1        5.0        8.1       18.2       20.9       19.8        2.2       10.3       16.7:      5.5       4.0
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  :       298:        39         34         21         15         29         67         50         76         28         50         71:
Old  :       298:        39         34         21         15         29         67         50         76         28         50         71:
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  :                 18.7       26.3       29.7       39.1       10.2       15.6       16.4       21.5
Old  :                 18.7       26.3       29.7       39.1       10.2       15.6       16.4       21.5
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, March 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  :   212,480:    31,266     31,093      3,014      4,507     64,392     30,972      1,250      1,601     34,714     62,166     42,177:    4,344     5,294
Old  :   212,480:    31,266     31,093      3,014      4,507     64,392     30,972      1,250      1,601     34,714     62,166     42,177:    4,344     5,294
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :     3,154:    -1,481        907        301     -3,635      4,754      2,532       -250     -1,350        988      1,275      1,929:   -4,519      -476
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.7       14.6        1.4        2.1       30.3       14.6        0.6        0.8       16.3       29.3       19.8:      2.0       2.5
Old  :     100.0:      14.7       14.6        1.4        2.1       30.3       14.6        0.6        0.8       16.3       29.3       19.8:      2.0       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  :        51:        11         12          .          8         11          6          .          4          8         10         18:
Old  :        51:        11         12          .          8         11          6          .          4          8         10         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       45.3       56.0       66.7       25.0       27.3       32.5       31.7
Old  :                 34.3       45.3       56.0       66.7       25.0       27.3       32.5       31.7
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, March 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  : 2,433,264:   443,313    387,430    131,485    777,472    408,872    291,118     45,866    440,390    351,509     33,502    318,551:   48,026    21,181
Old  : 2,433,264:   443,313    387,430    131,485    777,472    408,872    291,118     45,866    440,390    351,509     33,502    318,551:   48,026    21,181
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :   -52,664:   -54,053    -20,788     15,365     -3,850    -16,591     -2,536     16,726    -11,801     13,986     -4,031        528:    2,438   -12,857
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.2       15.9        5.4       32.0       16.8       12.0        1.9       18.1       14.4        1.4       13.1:      2.0       0.9
Old  :     100.0:      18.2       15.9        5.4       32.0       16.8       12.0        1.9       18.1       14.4        1.4       13.1:      2.0       0.9
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  :       138:        51         48          .         20         22         17         11         24         20          6         21:
Old  :       138:        51         48          .         20         22         17         11         24         20          6         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       26.6       38.4       43.2       15.2       19.1       23.4       27.6
Old  :                 26.6       26.6       38.4       43.2       15.2       19.1       23.4       27.6
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, March 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  :   882,729:   156,432    130,897    151,177     86,155    309,359     23,093     74,179     93,831     29,736     72,772    109,231:    9,870     6,305
Old  :   882,729:   156,432    130,897    151,177     86,155    309,359     23,093     74,179     93,831     29,736     72,772    109,231:    9,870     6,305
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :    36,961:    33,292      1,069      5,372      8,235      2,711    -22,900      6,696     11,575       -830     -1,418      7,218:      523       875
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.7       14.8       17.1        9.8       35.0        2.6        8.4       10.6        3.4        8.2       12.4:      1.1       0.7
Old  :     100.0:      17.7       14.8       17.1        9.8       35.0        2.6        8.4       10.6        3.4        8.2       12.4:      1.1       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        75:        15         14         15          7         18          6         10         12          8         13         18:
Old  :        75:        15         14         15          7         18          6         10         12          8         13         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.4       34.0       51.1       55.9       12.4       14.9       20.5       21.9
Old  :                 32.4       34.0       51.1       55.9       12.4       14.9       20.5       21.9
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, March 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  :    25,647:    22,890     20,788        210      2,888      1,763          0          0          0        351          0          0:      433       208
Old  :    25,647:    22,890     20,788        210      2,888      1,763          0          0          0        351          0          0:      433       208
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :    -3,592:    -2,949     -3,323       -244        -19       -221          0          0          0        -87          0          0:      -91       -29
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.3       81.1        0.8       11.3        6.9        0.0        0.0        0.0        1.4        0.0        0.0:      1.7       0.8
Old  :     100.0:      89.3       81.1        0.8       11.3        6.9        0.0        0.0        0.0        1.4        0.0        0.0:      1.7       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        29         25          .          7          6          0          0          0          .          0          0:
Old  :        41:        29         25          .          7          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  :                 50.9       46.1       67.3       69.1       48.6       40.4       59.4       57.7
Old  :                 50.9       46.1       67.3       69.1       48.6       40.4       59.4       57.7
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, March 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  :    10,859:     8,989      7,780        793      1,496        443          0          0          0        305        535         15:      314       590
Old  :    10,859:     8,989      7,780        793      1,496        443          0          0          0        305        535         15:      314       590
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :      -141:        10        263       -225         79          1          0          0          0        305       -390        -40:     -192       -54
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.8       71.6        7.3       13.8        4.1        0.0        0.0        0.0        2.8        4.9        0.1:      2.9       5.4
Old  :     100.0:      82.8       71.6        7.3       13.8        4.1        0.0        0.0        0.0        2.8        4.9        0.1:      2.9       5.4
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  :        26:        15          9          .          .          4          0          0          0          .          .          .:
Old  :        26:        15          9          .          .          4          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.2       65.9       80.5       83.3       62.7       64.2       74.6       77.4
Old  :                 68.2       65.9       80.5       83.3       62.7       64.2       74.6       77.4
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, March 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  :     9,350:     4,617      4,674      2,618      3,440        209          0          0          0      1,272        361        249:      385       417
Old  :     9,350:     4,617      4,674      2,618      3,440        209          0          0          0      1,272        361        249:      385       417
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 26, 2013                                                                :
     :       -96:        84        600       -336       -417         11          0          0          0        152       -287         12:      -19       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.4       50.0       28.0       36.8        2.2        0.0        0.0        0.0       13.6        3.9        2.7:      4.1       4.5
Old  :     100.0:      49.4       50.0       28.0       36.8        2.2        0.0        0.0        0.0       13.6        3.9        2.7:      4.1       4.5
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  :        32:        17         14          .          5          .          0          0          0          .          .          .:
Old  :        32:        17         14          .          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       48.5       74.7       71.4       59.0       47.7       72.0       65.2
Old  :                 59.1       48.5       74.7       71.4       59.0       47.7       72.0       65.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 8, 2013