NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, April 23, 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  : 6,579,838: 2,050,499  1,540,971    239,902  2,120,782    704,794  1,064,433      6,230  1,240,577    379,057     65,008    882,714:   17,862    18,762
Old  : 6,579,838: 2,050,499  1,540,971    239,902  2,120,782    704,794  1,064,433      6,230  1,240,577    379,057     65,008    882,714:   17,862    18,762
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :   164,306:    81,497     22,272    -19,205     58,270     -4,115     33,530       -854     31,472    -19,512     -4,525     69,964:   -9,325    -8,178
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.2       23.4        3.6       32.2       10.7       16.2        0.1       18.9        5.8        1.0       13.4:      0.3       0.3
Old  :     100.0:      31.2       23.4        3.6       32.2       10.7       16.2        0.1       18.9        5.8        1.0       13.4:      0.3       0.3
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  :       235:       115        105          9         26         32         27          7         29         28         13         35:
Old  :       235:       115        105          9         26         32         27          7         29         28         13         35:
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  :                 23.7       23.1       38.8       40.7       11.0       19.9       18.3       28.0
Old  :                 23.7       23.1       38.8       40.7       11.0       19.9       18.3       28.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, April 23, 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  :   293,676:   162,810    198,866     43,965     57,534     21,227     40,636          0      4,435      2,820      1,252      1,662:   16,121     8,700
Old  :   293,676:   162,810    198,866     43,965     57,534     21,227     40,636          0      4,435      2,820      1,252      1,662:   16,121     8,700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :     6,917:     9,509      5,208       -905        312        350      4,546          0        -21     -3,566      1,252         62:   -3,058      -246
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.4       67.7       15.0       19.6        7.2       13.8        0.0        1.5        1.0        0.4        0.6:      5.5       3.0
Old  :     100.0:      55.4       67.7       15.0       19.6        7.2       13.8        0.0        1.5        1.0        0.4        0.6:      5.5       3.0
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  :        49:        26         25          6          .          6          6          0          4          .          .          .:
Old  :        49:        26         25          6          .          6          6          0          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  :                 35.1       67.5       58.4       81.4       28.4       50.9       43.4       58.3
Old  :                 35.1       67.5       58.4       81.4       28.4       50.9       43.4       58.3
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, April 23, 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  :   186,926:   115,962    113,281     35,400     45,384     21,679      3,232          0      2,661        768          0      1,977:    5,247     1,944
Old  :   186,926:   115,962    113,281     35,400     45,384     21,679      3,232          0      2,661        768          0      1,977:    5,247     1,944
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :       104:    -4,426     -4,432      1,500      2,290      1,539       -482          0        513       -668          0        423:    1,705      -229
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.0       60.6       18.9       24.3       11.6        1.7        0.0        1.4        0.4        0.0        1.1:      2.8       1.0
Old  :     100.0:      62.0       60.6       18.9       24.3       11.6        1.7        0.0        1.4        0.4        0.0        1.1:      2.8       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        22         22          .          9         10          .          0          .          .          0          .:
Old  :        39:        22         22          .          9         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  :                 60.8       40.8       74.6       61.4       49.0       37.5       60.4       52.6
Old  :                 60.8       40.8       74.6       61.4       49.0       37.5       60.4       52.6
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, April 23, 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  :   233,463:   151,198    137,576     16,951     52,951     30,718     21,843          0      3,843        251      2,050      1,695:    6,964     4,630
Old  :   233,463:   151,198    137,576     16,951     52,951     30,718     21,843          0      3,843        251      2,050      1,695:    6,964     4,630
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :    -6,598:   -12,179     -5,367      1,799       -423       -452      4,561       -225       -429       -396         -4        893:     -395      -591
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.8       58.9        7.3       22.7       13.2        9.4        0.0        1.6        0.1        0.9        0.7:      3.0       2.0
Old  :     100.0:      64.8       58.9        7.3       22.7       13.2        9.4        0.0        1.6        0.1        0.9        0.7:      3.0       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  :        45:        24         17          .          9          8          .          0          .          .          .          .:
Old  :        45:        24         17          .          9          8          .          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  :                 46.9       49.6       68.7       68.6       40.6       46.4       55.3       58.4
Old  :                 46.9       49.6       68.7       68.6       40.6       46.4       55.3       58.4
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, April 23, 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  :   804,772:   660,697    255,197      8,392    423,617    110,960      2,620      3,240      7,226      1,311          0      1,332:   12,234     3,200
Old  :   804,772:   660,697    255,197      8,392    423,617    110,960      2,620      3,240      7,226      1,311          0      1,332:   12,234     3,200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :    23,653:    21,721     12,745      1,190      9,022       -153       -770        157      1,651     -1,164          0        726:      452      -495
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.1       31.7        1.0       52.6       13.8        0.3        0.4        0.9        0.2        0.0        0.2:      1.5       0.4
Old  :     100.0:      82.1       31.7        1.0       52.6       13.8        0.3        0.4        0.9        0.2        0.0        0.2:      1.5       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  :        58:        32         22          .         14         14          .          .          4          .          0          .:
Old  :        58:        32         22          .         14         14          .          .          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  :                 35.9       41.1       56.6       61.6       26.1       35.9       43.3       48.1
Old  :                 35.9       41.1       56.6       61.6       26.1       35.9       43.3       48.1
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, April 23, 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  :   240,311:   140,487    201,582     76,735     14,192      4,954      4,608      4,545      1,518      1,286        352      1,513:    9,210    11,655
Old  :   240,311:   140,487    201,582     76,735     14,192      4,954      4,608      4,545      1,518      1,286        352      1,513:    9,210    11,655
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :    13,357:    11,584      3,295       -527      6,302      1,491       -980        -31        458          0        124       -124:    1,455     1,842
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.5       83.9       31.9        5.9        2.1        1.9        1.9        0.6        0.5        0.1        0.6:      3.8       4.8
Old  :     100.0:      58.5       83.9       31.9        5.9        2.1        1.9        1.9        0.6        0.5        0.1        0.6:      3.8       4.8
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  :        42:        20         21          .          5          .          .          .          .          .          .          .:
Old  :        42:        20         21          .          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  :                 59.1       53.2       76.6       73.7       57.3       51.8       70.6       68.4
Old  :                 59.1       53.2       76.6       73.7       57.3       51.8       70.6       68.4
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, April 23, 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  :   232,586:   183,058    136,603     22,435     79,654      2,965     13,954      4,686      3,386          0        360      1,115:    5,673     3,817
Old  :   232,586:   183,058    136,603     22,435     79,654      2,965     13,954      4,686      3,386          0        360      1,115:    5,673     3,817
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :    10,232:     1,870     11,106       -186         44        243      7,725       -770       -414          0       -274        145:      849       152
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       58.7        9.6       34.2        1.3        6.0        2.0        1.5        0.0        0.2        0.5:      2.4       1.6
Old  :     100.0:      78.7       58.7        9.6       34.2        1.3        6.0        2.0        1.5        0.0        0.2        0.5:      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  :        52:        25         27          .         12          5          .          .          .          0          .          .:
Old  :        52:        25         27          .         12          5          .          .          .          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       26.6       59.1       47.2       34.3       25.3       48.2       43.4
Old  :                 39.6       26.6       59.1       47.2       34.3       25.3       48.2       43.4
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, April 23, 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  :   112,781:    60,146     43,574     30,198     48,920      1,959      9,121      3,499      3,850      1,902          0      2,191:    3,414     8,788
Old  :   112,781:    60,146     43,574     30,198     48,920      1,959      9,121      3,499      3,850      1,902          0      2,191:    3,414     8,788
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :     8,118:     5,080      4,628        -57       -378      1,402        178        784        451        -48          0        952:      160       279
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.3       38.6       26.8       43.4        1.7        8.1        3.1        3.4        1.7        0.0        1.9:      3.0       7.8
Old  :     100.0:      53.3       38.6       26.8       43.4        1.7        8.1        3.1        3.4        1.7        0.0        1.9:      3.0       7.8
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  :        36:        17         16          .          6          .          .          .          .          .          0          .:
Old  :        36:        17         16          .          6          .          .          .          .          .          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  :                 55.2       43.9       77.8       64.3       55.0       41.6       74.2       58.5
Old  :                 55.2       43.9       77.8       64.3       55.0       41.6       74.2       58.5
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, April 23, 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  : 1,573,733:   187,533    288,628    191,561     74,900    130,730    337,555    255,464    362,694     27,646    166,208    252,400:   83,614    42,709
Old  : 1,573,733:   187,533    288,628    191,561     74,900    130,730    337,555    255,464    362,694     27,646    166,208    252,400:   83,614    42,709
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :     9,483:       701      7,490     -2,159     -5,800     11,034     -3,333    -15,541     -1,521      1,873      9,386      2,763:      125     1,672
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.9       18.3       12.2        4.8        8.3       21.4       16.2       23.0        1.8       10.6       16.0:      5.3       2.7
Old  :     100.0:      11.9       18.3       12.2        4.8        8.3       21.4       16.2       23.0        1.8       10.6       16.0:      5.3       2.7
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  :       354:        42         40         19         20         33        116         36         71         39         56         76:
Old  :       354:        42         40         19         20         33        116         36         71         39         56         76:
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  :                 20.0       26.5       31.3       39.9        8.1       14.1       12.9       21.8
Old  :                 20.0       26.5       31.3       39.9        8.1       14.1       12.9       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, April 23, 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  :   360,454:    69,904     57,262      4,503     33,371     88,345     43,773      9,399     10,015     59,145     80,394     78,291:    6,478     3,377
Old  :   360,454:    69,904     57,262      4,503     33,371     88,345     43,773      9,399     10,015     59,145     80,394     78,291:    6,478     3,377
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :    18,853:     5,966      5,848       -543      3,879      4,755      2,711          0        923        -91       -787      5,393:     -261    -1,158
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.4       15.9        1.2        9.3       24.5       12.1        2.6        2.8       16.4       22.3       21.7:      1.8       0.9
Old  :     100.0:      19.4       15.9        1.2        9.3       24.5       12.1        2.6        2.8       16.4       22.3       21.7:      1.8       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  :        62:        15         18          .         12         14          5          .          6          9         12         18:
Old  :        62:        15         18          .         12         14          5          .          6          9         12         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  :                 32.2       39.8       53.3       60.1       24.4       21.0       33.2       28.9
Old  :                 32.2       39.8       53.3       60.1       24.4       21.0       33.2       28.9
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, April 23, 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  : 2,939,271:   489,110    505,265     57,708    894,220    532,230    383,495     57,220    623,672    529,242     17,709    289,300:   34,514    19,655
Old  : 2,939,271:   489,110    505,265     57,708    894,220    532,230    383,495     57,220    623,672    529,242     17,709    289,300:   34,514    19,655
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :    64,444:    22,337     27,976     -8,709     12,233     10,462    -16,154     -3,329     20,388     44,784      4,039     -7,391:   -1,273        66
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.6       17.2        2.0       30.4       18.1       13.0        1.9       21.2       18.0        0.6        9.8:      1.2       0.7
Old  :     100.0:      16.6       17.2        2.0       30.4       18.1       13.0        1.9       21.2       18.0        0.6        9.8:      1.2       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  :       156:        62         55          .         23         25         19          8         27         21          8         27:
Old  :       156:        62         55          .         23         25         19          8         27         21          8         27:
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  :                 27.9       28.0       42.4       42.8       15.3       17.2       22.9       26.1
Old  :                 27.9       28.0       42.4       42.8       15.3       17.2       22.9       26.1
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, April 23, 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  : 1,122,847:   201,128    114,912    205,506    209,978    345,424     66,817     47,145    135,753     17,271    118,385    145,575:    5,373     5,675
Old  : 1,122,847:   201,128    114,912    205,506    209,978    345,424     66,817     47,145    135,753     17,271    118,385    145,575:    5,373     5,675
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :    50,607:     7,636        337     15,173      5,469      2,780    -35,022     15,995     19,024     10,063    -23,724     30,629:      324        97
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.9       10.2       18.3       18.7       30.8        6.0        4.2       12.1        1.5       10.5       13.0:      0.5       0.5
Old  :     100.0:      17.9       10.2       18.3       18.7       30.8        6.0        4.2       12.1        1.5       10.5       13.0:      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  :        82:        18         17         18          6         20          8          9         14          8         14         18:
Old  :        82:        18         17         18          6         20          8          9         14          8         14         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  :                 30.0       38.9       48.6       57.7       14.8       21.3       22.2       27.0
Old  :                 30.0       38.9       48.6       57.7       14.8       21.3       22.2       27.0
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, April 23, 2013                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    27,911:    25,391     22,566        295      3,476      1,503          0          0        120          0          0          0:      602       246
Old  :    27,911:    25,391     22,566        295      3,476      1,503          0          0        120          0          0          0:      602       246
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :       279:       321        265         24         60        -31          0          0          0          0          0          0:      -35       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.0       80.8        1.1       12.5        5.4        0.0        0.0        0.4        0.0        0.0        0.0:      2.2       0.9
Old  :     100.0:      91.0       80.8        1.1       12.5        5.4        0.0        0.0        0.4        0.0        0.0        0.0:      2.2       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  :        42:        32         28          .          5          4          0          0          .          0          0          0:
Old  :        42:        32         28          .          5          4          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  :                 47.9       41.1       66.5       63.8       44.1       35.5       54.0       52.4
Old  :                 47.9       41.1       66.5       63.8       44.1       35.5       54.0       52.4
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, April 23, 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  :     6,431:     5,131      4,241         15      1,471        180        975          0          0          0          0          0:      130       539
Old  :     6,431:     5,131      4,241         15      1,471        180        975          0          0          0          0          0:      130       539
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :       150:        30        120          0          0          0        120          0          0          0          0          0:        0        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.8       65.9        0.2       22.9        2.8       15.2        0.0        0.0        0.0        0.0        0.0:      2.0       8.4
Old  :     100.0:      79.8       65.9        0.2       22.9        2.8       15.2        0.0        0.0        0.0        0.0        0.0:      2.0       8.4
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  :        22:        15         12          .          .          .          .          0          0          0          0          0:
Old  :        22:        15         12          .          .          .          .          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  :                 54.3       42.6       77.2       69.6       37.0       28.2       43.7       39.0
Old  :                 54.3       42.6       77.2       69.6       37.0       28.2       43.7       39.0
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, April 23, 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  :    13,031:    10,869      9,423        670      1,748        709          0          0          0        385        555         40:      358       556
Old  :    13,031:    10,869      9,423        670      1,748        709          0          0          0        385        555         40:      358       556
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :       232:       -49        166         90       -175        156          0          0          0          0         50          5:       30        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.4       72.3        5.1       13.4        5.4        0.0        0.0        0.0        3.0        4.3        0.3:      2.7       4.3
Old  :     100.0:      83.4       72.3        5.1       13.4        5.4        0.0        0.0        0.0        3.0        4.3        0.3:      2.7       4.3
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  :        28:        15         11          .          .          5          0          0          0          .          4          .:
Old  :        28:        15         11          .          .          5          0          0          0          .          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  :                 67.2       67.5       78.0       83.4       66.3       65.4       76.2       79.2
Old  :                 67.2       67.5       78.0       83.4       66.3       65.4       76.2       79.2
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, April 23, 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  :     9,741:     4,588      4,938      3,068      3,677        219          0          0          0      1,125         55        370:      371       482
Old  :     9,741:     4,588      4,938      3,068      3,677        219          0          0          0      1,125         55        370:      371       482
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 16, 2013                                                                   :
     :       286:       -15        171         66         60         30          0          0          0          0       -220        205:        0        40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.1       50.7       31.5       37.7        2.2        0.0        0.0        0.0       11.5        0.6        3.8:      3.8       4.9
Old  :     100.0:      47.1       50.7       31.5       37.7        2.2        0.0        0.0        0.0       11.5        0.6        3.8:      3.8       4.9
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  :        26:        12         11          .          4          .          0          0          0          .          .          .:
Old  :        26:        12         11          .          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  :                 63.6       55.1       80.2       75.5       63.6       54.5       75.6       70.2
Old  :                 63.6       55.1       80.2       75.5       63.6       54.5       75.6       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated April 26, 2013