NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, March 26, 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  : 5,953,891: 1,873,754  1,487,783    265,525  1,957,221    690,434    998,471     44,864    990,836    422,137     68,598    689,200:   23,534    24,955
Old  : 5,953,891: 1,873,754  1,487,783    265,525  1,957,221    690,434    998,471     44,864    990,836    422,137     68,598    689,200:   23,534    24,955
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :   110,890:   -36,370     23,198     12,811     26,944      3,974    102,549     10,056       -222    -17,928      2,388     53,232:   -7,156    -8,680
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.5       25.0        4.5       32.9       11.6       16.8        0.8       16.6        7.1        1.2       11.6:      0.4       0.4
Old  :     100.0:      31.5       25.0        4.5       32.9       11.6       16.8        0.8       16.6        7.1        1.2       11.6:      0.4       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  :       228:       109        103         10         25         31         25         11         29         29          9         33:
Old  :       228:       109        103         10         25         31         25         11         29         29          9         33:
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  :                 24.7       23.9       38.9       41.0       12.7       21.2       20.8       29.6
Old  :                 24.7       23.9       38.9       41.0       12.7       21.2       20.8       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 26, 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  :   322,489:   174,189    236,723     69,182     50,937     17,673     34,791      2,673      4,821      1,807        492      2,313:   17,713     6,857
Old  :   322,489:   174,189    236,723     69,182     50,937     17,673     34,791      2,673      4,821      1,807        492      2,313:   17,713     6,857
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :     5,161:     1,950      3,675     -1,846      2,062      1,758      3,953       -514        802       -604       -882       -200:     -652    -1,540
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.0       73.4       21.5       15.8        5.5       10.8        0.8        1.5        0.6        0.2        0.7:      5.5       2.1
Old  :     100.0:      54.0       73.4       21.5       15.8        5.5       10.8        0.8        1.5        0.6        0.2        0.7:      5.5       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        29         32          6          .          6          5          .          .          .          .          .:
Old  :        53:        29         32          6          .          6          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  :                 38.3       64.0       58.1       79.1       33.3       47.7       44.5       56.8
Old  :                 38.3       64.0       58.1       79.1       33.3       47.7       44.5       56.8
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 26, 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  :   171,445:   118,912    110,779     12,220     38,052     18,537     10,575          0        731      7,141          0         31:    3,298     3,315
Old  :   171,445:   118,912    110,779     12,220     38,052     18,537     10,575          0        731      7,141          0         31:    3,298     3,315
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :     6,038:     2,928      8,065      2,697     -1,001        -71      1,143          0       -138        115          0       -183:     -453      -634
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       64.6        7.1       22.2       10.8        6.2        0.0        0.4        4.2        0.0        0.0:      1.9       1.9
Old  :     100.0:      69.4       64.6        7.1       22.2       10.8        6.2        0.0        0.4        4.2        0.0        0.0:      1.9       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  :        39:        18         21          .          8         10          .          0          .          .          0          .:
Old  :        39:        18         21          .          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  :                 48.6       42.6       65.8       63.9       38.5       37.8       52.8       53.6
Old  :                 48.6       42.6       65.8       63.9       38.5       37.8       52.8       53.6
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 26, 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  :   257,485:   193,119    155,411      6,684     56,382     31,099     14,815      1,319      4,665          0      3,519         40:    7,063     5,050
Old  :   257,485:   193,119    155,411      6,684     56,382     31,099     14,815      1,319      4,665          0      3,519         40:    7,063     5,050
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :     6,054:     5,331      7,315      1,643       -182       -822        116       -589        622          0      1,862       -572:     -264    -1,580
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.0       60.4        2.6       21.9       12.1        5.8        0.5        1.8        0.0        1.4        0.0:      2.7       2.0
Old  :     100.0:      75.0       60.4        2.6       21.9       12.1        5.8        0.5        1.8        0.0        1.4        0.0:      2.7       2.0
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  :        48:        22         19          .         10         10          .          .          .          0          .          .:
Old  :        48:        22         19          .         10         10          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       50.4       67.7       68.3       46.3       48.7       62.6       60.8
Old  :                 49.6       50.4       67.7       68.3       46.3       48.7       62.6       60.8
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 26, 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  :   808,823:   642,947    286,517     55,223    418,885     89,663      1,748        438      7,842        307      1,800        454:   10,639     3,224
Old  :   808,823:   642,947    286,517     55,223    418,885     89,663      1,748        438      7,842        307      1,800        454:   10,639     3,224
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :     4,189:    10,989     -7,634     -3,737     12,597     -2,421        769       -263       -398       -472      1,800       -308:     -233       816
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.5       35.4        6.8       51.8       11.1        0.2        0.1        1.0        0.0        0.2        0.1:      1.3       0.4
Old  :     100.0:      79.5       35.4        6.8       51.8       11.1        0.2        0.1        1.0        0.0        0.2        0.1:      1.3       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  :        61:        35         23          6         12         16          .          .          4          .          .          .:
Old  :        61:        35         23          6         12         16          .          .          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  :                 30.8       44.4       51.9       64.5       23.8       37.5       41.7       50.3
Old  :                 30.8       44.4       51.9       64.5       23.8       37.5       41.7       50.3
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 26, 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  :   217,050:   121,907    187,990     72,955      8,102      6,644      4,552      3,956      1,187      1,124          0      1,047:    7,634     8,124
Old  :   217,050:   121,907    187,990     72,955      8,102      6,644      4,552      3,956      1,187      1,124          0      1,047:    7,634     8,124
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :    10,735:     7,202     10,638      6,872        510         30     -1,996        736        614       -494          0        282:   -1,775    -2,075
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.2       86.6       33.6        3.7        3.1        2.1        1.8        0.5        0.5        0.0        0.5:      3.5       3.7
Old  :     100.0:      56.2       86.6       33.6        3.7        3.1        2.1        1.8        0.5        0.5        0.0        0.5:      3.5       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        23         24          .          4          .          .          .          .          .          0          .:
Old  :        43:        23         24          .          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  :                 58.9       55.8       75.1       74.4       58.5       54.5       69.4       67.7
Old  :                 58.9       55.8       75.1       74.4       58.5       54.5       69.4       67.7
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 26, 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  :   219,221:   174,437    126,807     29,036     78,467      2,542      5,266      5,234      2,611          0          0          0:    5,329     3,560
Old  :   219,221:   174,437    126,807     29,036     78,467      2,542      5,266      5,234      2,611          0          0          0:    5,329     3,560
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :     5,280:     7,133      1,040        156      3,824        150     -1,464       -437        844       -702          0       -560:     -277       419
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.6       57.8       13.2       35.8        1.2        2.4        2.4        1.2        0.0        0.0        0.0:      2.4       1.6
Old  :     100.0:      79.6       57.8       13.2       35.8        1.2        2.4        2.4        1.2        0.0        0.0        0.0:      2.4       1.6
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  :        51:        25         23          4         11          .          .          .          .          0          0          0:
Old  :        51:        25         23          4         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  :                 39.6       27.5       60.5       50.1       33.5       27.2       50.9       48.0
Old  :                 39.6       27.5       60.5       50.1       33.5       27.2       50.9       48.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, March 26, 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  :    99,155:    50,726     34,534     26,621     49,934        415     10,896      3,008      2,682      2,808        210        782:    4,225     7,590
Old  :    99,155:    50,726     34,534     26,621     49,934        415     10,896      3,008      2,682      2,808        210        782:    4,225     7,590
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :     3,245:    -1,273      1,221      1,872      1,612        258      1,017      2,264        238      1,070     -2,200       -307:      370       159
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.2       34.8       26.8       50.4        0.4       11.0        3.0        2.7        2.8        0.2        0.8:      4.3       7.7
Old  :     100.0:      51.2       34.8       26.8       50.4        0.4       11.0        3.0        2.7        2.8        0.2        0.8:      4.3       7.7
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  :        36:        17         16          .          6          .          .          .          .          .          .          .:
Old  :        36:        17         16          .          6          .          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.6       50.7       81.2       69.8       56.6       48.9       77.4       66.6
Old  :                 57.6       50.7       81.2       69.8       56.6       48.9       77.4       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, March 26, 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  : 1,407,669:   157,636    227,943    186,214     77,334    107,593    320,351    257,655    335,877     32,739    165,387    189,314:   77,945    46,566
Old  : 1,407,669:   157,636    227,943    186,214     77,334    107,593    320,351    257,655    335,877     32,739    165,387    189,314:   77,945    46,566
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :    67,553:      -438     25,029     -5,280      7,656      1,573     28,579      9,935     29,142        131    -20,187     13,852:       -6       553
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.2       16.2       13.2        5.5        7.6       22.8       18.3       23.9        2.3       11.7       13.4:      5.5       3.3
Old  :     100.0:      11.2       16.2       13.2        5.5        7.6       22.8       18.3       23.9        2.3       11.7       13.4:      5.5       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       336:        42         39         20         16         30        108         37         78         30         58         67:
Old  :       336:        42         39         20         16         30        108         37         78         30         58         67:
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  :                 18.5       28.0       28.4       40.2        8.5       15.9       14.0       22.8
Old  :                 18.5       28.0       28.4       40.2        8.5       15.9       14.0       22.8
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, March 26, 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  :   306,487:    61,195     46,415      1,958     22,577     75,352     38,823      1,600      7,724     55,688     87,477     59,011:    6,736     6,331
Old  :   306,487:    61,195     46,415      1,958     22,577     75,352     38,823      1,600      7,724     55,688     87,477     59,011:    6,736     6,331
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :    39,010:    19,781      4,142     -2,600        211      6,823      7,558      1,300        789      2,348     21,199      2,854:    1,457     1,692
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.0       15.1        0.6        7.4       24.6       12.7        0.5        2.5       18.2       28.5       19.3:      2.2       2.1
Old  :     100.0:      20.0       15.1        0.6        7.4       24.6       12.7        0.5        2.5       18.2       28.5       19.3:      2.2       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        12         15          .         10         11          9          .          8         12          9         17:
Old  :        60:        12         15          .         10         11          9          .          8         12          9         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       43.5       53.9       64.4       27.1       26.8       35.2       33.8
Old  :                 33.6       43.5       53.9       64.4       27.1       26.8       35.2       33.8
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, March 26, 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  : 2,734,495:   508,407    506,749    115,056    857,399    433,322    323,532     49,571    550,213    467,884      5,239    306,130:   29,951    25,872
Old  : 2,734,495:   508,407    506,749    115,056    857,399    433,322    323,532     49,571    550,213    467,884      5,239    306,130:   29,951    25,872
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :    79,253:     7,889     13,544      4,055     48,172     -1,582      9,255     19,380     13,693     75,553     -5,615    -12,224:  -17,386     3,885
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.6       18.5        4.2       31.4       15.8       11.8        1.8       20.1       17.1        0.2       11.2:      1.1       0.9
Old  :     100.0:      18.6       18.5        4.2       31.4       15.8       11.8        1.8       20.1       17.1        0.2       11.2:      1.1       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  :       154:        65         53          4         22         24         18         12         23         20          4         22:
Old  :       154:        65         53          4         22         24         18         12         23         20          4         22:
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  :                 28.6       25.1       41.0       41.2       14.2       18.4       22.7       27.3
Old  :                 28.6       25.1       41.0       41.2       14.2       18.4       22.7       27.3
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 26, 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  :   960,313:   175,457    127,652    161,574    163,260    329,043    100,563     37,547     86,307      7,640    120,303     91,534:    8,195     4,667
Old  :   960,313:   175,457    127,652    161,574    163,260    329,043    100,563     37,547     86,307      7,640    120,303     91,534:    8,195     4,667
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :   -33,239:    -5,339       -597    -48,038     74,767    -13,896     56,598    -48,497     -9,131     -4,169    -25,937     -7,773:   -1,491    -2,175
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.3       13.3       16.8       17.0       34.3       10.5        3.9        9.0        0.8       12.5        9.5:      0.9       0.5
Old  :     100.0:      18.3       13.3       16.8       17.0       34.3       10.5        3.9        9.0        0.8       12.5        9.5:      0.9       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  :        77:        19         17         16          7         19          8          6          9          7         14         15:
Old  :        77:        19         17         16          7         19          8          6          9          7         14         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  :                 36.2       41.5       54.2       62.5       17.5       16.6       24.9       27.5
Old  :                 36.2       41.5       54.2       62.5       17.5       16.6       24.9       27.5
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 26, 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  :    29,364:    26,393     24,000        260      3,302      1,808          0          0        120        351          0          0:      432       134
Old  :    29,364:    26,393     24,000        260      3,302      1,808          0          0        120        351          0          0:      432       134
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :       921:       923        742         50        286         48          0          0       -120          0          0          0:       20       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.9       81.7        0.9       11.2        6.2        0.0        0.0        0.4        1.2        0.0        0.0:      1.5       0.5
Old  :     100.0:      89.9       81.7        0.9       11.2        6.2        0.0        0.0        0.4        1.2        0.0        0.0:      1.5       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  :        44:        32         29          .          5          5          0          0          .          .          0          0:
Old  :        44:        32         29          .          5          5          0          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       42.4       65.4       66.8       42.9       36.9       53.9       52.8
Old  :                 47.0       42.4       65.4       66.8       42.9       36.9       53.9       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, March 26, 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  :     6,444:     4,986      3,990         22      2,044        135      1,205          0         16          0          0          0:       80       259
Old  :     6,444:     4,986      3,990         22      2,044        135      1,205          0         16          0          0          0:       80       259
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :       -59:        90         45         22        -75         90       -225          0         16          0          0          0:      -52      -135
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       61.9        0.3       31.7        2.1       18.7        0.0        0.2        0.0        0.0        0.0:      1.2       4.0
Old  :     100.0:      77.4       61.9        0.3       31.7        2.1       18.7        0.0        0.2        0.0        0.0        0.0:      1.2       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  :        22:        14         12          .          4          .          .          0          .          0          0          0:
Old  :        22:        14         12          .          4          .          .          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  :                 53.2       48.7       82.0       76.0       40.8       32.7       48.9       45.8
Old  :                 53.2       48.7       82.0       76.0       40.8       32.7       48.9       45.8
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 26, 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  :    12,870:    10,320      9,473      1,043      1,520        683          0          0          0        425        585         25:      374       584
Old  :    12,870:    10,320      9,473      1,043      1,520        683          0          0          0        425        585         25:      374       584
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :     1,192:       914      1,029         65        -50        198          0          0          0          0          0         15:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       73.6        8.1       11.8        5.3        0.0        0.0        0.0        3.3        4.5        0.2:      2.9       4.5
Old  :     100.0:      80.2       73.6        8.1       11.8        5.3        0.0        0.0        0.0        3.3        4.5        0.2:      2.9       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  :        27:        17         10          .          .          5          0          0          0          .          .          .:
Old  :        27:        17         10          .          .          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  :                 66.6       68.8       79.2       84.0       62.1       65.9       73.5       77.7
Old  :                 66.6       68.8       79.2       84.0       62.1       65.9       73.5       77.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, March 26, 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  :    10,688:     5,305      5,817      2,978      3,655        234          0          0          0      1,512        321        249:      410       412
Old  :    10,688:     5,305      5,817      2,978      3,655        234          0          0          0      1,512        321        249:      410       412
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 19, 2013                                                                   :
     :       760:       495        605        120        170          0          0          0          0        120        -25          0:       25        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.6       54.4       27.9       34.2        2.2        0.0        0.0        0.0       14.1        3.0        2.3:      3.8       3.9
Old  :     100.0:      49.6       54.4       27.9       34.2        2.2        0.0        0.0        0.0       14.1        3.0        2.3:      3.8       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  :        31:        15         14          .          5          .          0          0          0          .          .          .:
Old  :        31:        15         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  :                 59.9       49.8       76.3       73.7       59.9       48.9       74.0       68.2
Old  :                 59.9       49.8       76.3       73.7       59.9       48.9       74.0       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 29, 2013