NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, April 30, 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  : 6,428,752: 1,911,690  1,530,659    273,953  2,044,688    694,221  1,060,269     13,172  1,189,472    399,554     59,570    878,280:   21,313    18,690
Old  : 6,428,752: 1,911,690  1,530,659    273,953  2,044,688    694,221  1,060,269     13,172  1,189,472    399,554     59,570    878,280:   21,313    18,690
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :  -151,086:  -138,809    -10,312     34,051    -76,094    -10,573     -4,164      6,942    -51,105     20,497     -5,438     -4,434:    3,451       -72
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.7       23.8        4.3       31.8       10.8       16.5        0.2       18.5        6.2        0.9       13.7:      0.3       0.3
Old  :     100.0:      29.7       23.8        4.3       31.8       10.8       16.5        0.2       18.5        6.2        0.9       13.7:      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  :       228:       112        104          9         25         29         26          6         26         28         13         33:
Old  :       228:       112        104          9         25         29         26          6         26         28         13         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  :                 24.0       23.4       39.5       40.9       11.5       19.8       18.7       27.4
Old  :                 24.0       23.4       39.5       40.9       11.5       19.8       18.7       27.4
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 30, 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  :   288,668:   154,308    190,372     44,234     55,984     26,944     40,077      2,443      4,356      3,640      2,172      2,419:   12,690     3,978
Old  :   288,668:   154,308    190,372     44,234     55,984     26,944     40,077      2,443      4,356      3,640      2,172      2,419:   12,690     3,978
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :    -5,008:    -8,502     -8,494        269     -1,550      5,717       -559      2,443        -79        820        920        757:   -3,431    -4,722
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.5       65.9       15.3       19.4        9.3       13.9        0.8        1.5        1.3        0.8        0.8:      4.4       1.4
Old  :     100.0:      53.5       65.9       15.3       19.4        9.3       13.9        0.8        1.5        1.3        0.8        0.8:      4.4       1.4
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  :        54:        27         27          7          .          7          5          .          .          4          .          4:
Old  :        54:        27         27          7          .          7          5          .          .          4          .          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  :                 35.3       64.5       58.1       79.2       29.1       50.1       44.4       57.5
Old  :                 35.3       64.5       58.1       79.2       29.1       50.1       44.4       57.5
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 30, 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  :   188,218:   117,955    114,321     35,111     47,030     21,408      4,508          0      1,644        684          0      1,841:    5,067     1,974
Old  :   188,218:   117,955    114,321     35,111     47,030     21,408      4,508          0      1,644        684          0      1,841:    5,067     1,974
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :     1,292:     1,993      1,040       -289      1,646       -271      1,276          0     -1,017        -84          0       -136:     -180        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.7       60.7       18.7       25.0       11.4        2.4        0.0        0.9        0.4        0.0        1.0:      2.7       1.0
Old  :     100.0:      62.7       60.7       18.7       25.0       11.4        2.4        0.0        0.9        0.4        0.0        1.0:      2.7       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  :                 59.5       41.2       75.0       61.8       47.7       38.2       59.3       52.9
Old  :                 59.5       41.2       75.0       61.8       47.7       38.2       59.3       52.9
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 30, 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  :   238,192:   157,096    141,359     16,641     52,132     31,847     20,053          0      3,624          0      2,482        894:    8,037     5,854
Old  :   238,192:   157,096    141,359     16,641     52,132     31,847     20,053          0      3,624          0      2,482        894:    8,037     5,854
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :     4,729:     5,898      3,783       -310       -819      1,129     -1,790          0       -219       -251        432       -801:    1,073     1,224
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.0       59.3        7.0       21.9       13.4        8.4        0.0        1.5        0.0        1.0        0.4:      3.4       2.5
Old  :     100.0:      66.0       59.3        7.0       21.9       13.4        8.4        0.0        1.5        0.0        1.0        0.4:      3.4       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        23         17          4          8          8          .          0          .          0          .          .:
Old  :        43:        23         17          4          8          8          .          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  :                 48.7       50.0       70.3       68.9       42.7       47.2       57.4       59.0
Old  :                 48.7       50.0       70.3       68.9       42.7       47.2       57.4       59.0
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 30, 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  :   819,663:   670,079    257,890      8,081    429,355    115,030      2,353      3,028      8,832      1,461        339      1,240:   12,587     3,949
Old  :   819,663:   670,079    257,890      8,081    429,355    115,030      2,353      3,028      8,832      1,461        339      1,240:   12,587     3,949
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :    14,891:     9,382      2,693       -311      5,738      4,070       -267       -212      1,606        150        339        -92:      353       749
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.8       31.5        1.0       52.4       14.0        0.3        0.4        1.1        0.2        0.0        0.2:      1.5       0.5
Old  :     100.0:      81.8       31.5        1.0       52.4       14.0        0.3        0.4        1.1        0.2        0.0        0.2:      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  :        59:        32         21          4         13         14          .          .          4          .          .          .:
Old  :        59:        32         21          4         13         14          .          .          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  :                 35.7       40.5       55.9       61.4       25.9       34.8       43.1       47.0
Old  :                 35.7       40.5       55.9       61.4       25.9       34.8       43.1       47.0
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 30, 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  :   243,092:   140,349    204,807     77,985     14,099      4,894      5,030      5,023      1,651      1,385          1      1,240:   10,558    11,377
Old  :   243,092:   140,349    204,807     77,985     14,099      4,894      5,030      5,023      1,651      1,385          1      1,240:   10,558    11,377
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :     2,781:      -138      3,225      1,250        -93        -60        422        478        133         99       -351       -273:    1,348      -278
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.7       84.3       32.1        5.8        2.0        2.1        2.1        0.7        0.6        0.0        0.5:      4.3       4.7
Old  :     100.0:      57.7       84.3       32.1        5.8        2.0        2.1        2.1        0.7        0.6        0.0        0.5:      4.3       4.7
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:        19         23          .          5          .          .          .          .          .          .          .:
Old  :        43:        19         23          .          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  :                 60.1       52.7       77.5       73.4       58.3       51.4       70.9       67.7
Old  :                 60.1       52.7       77.5       73.4       58.3       51.4       70.9       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, April 30, 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  :   240,125:   186,398    143,342     22,496     80,466      3,362     17,545      3,767      2,681        110          0      1,886:    5,647     4,621
Old  :   240,125:   186,398    143,342     22,496     80,466      3,362     17,545      3,767      2,681        110          0      1,886:    5,647     4,621
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :     7,539:     3,340      6,739         61        812        397      3,591       -919       -705        110       -360        771:      -26       804
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.6       59.7        9.4       33.5        1.4        7.3        1.6        1.1        0.0        0.0        0.8:      2.4       1.9
Old  :     100.0:      77.6       59.7        9.4       33.5        1.4        7.3        1.6        1.1        0.0        0.0        0.8:      2.4       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  :        55:        27         28          .         12          6          4          .          .          .          0          .:
Old  :        55:        27         28          .         12          6          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  :                 39.2       27.2       59.0       46.9       34.9       26.0       48.4       43.1
Old  :                 39.2       27.2       59.0       46.9       34.9       26.0       48.4       43.1
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 30, 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  :   117,463:    61,146     44,600     31,492     49,608      2,021      9,972      3,813      4,711      1,720          0      2,313:    4,088    10,397
Old  :   117,463:    61,146     44,600     31,492     49,608      2,021      9,972      3,813      4,711      1,720          0      2,313:    4,088    10,397
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :     4,682:     1,000      1,026      1,294        688         62        851        314        861       -182          0        122:      674     1,609
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.1       38.0       26.8       42.2        1.7        8.5        3.2        4.0        1.5        0.0        2.0:      3.5       8.9
Old  :     100.0:      52.1       38.0       26.8       42.2        1.7        8.5        3.2        4.0        1.5        0.0        2.0:      3.5       8.9
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  :        38:        19         17          .          6          .          .          .          .          .          0          .:
Old  :        38:        19         17          .          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  :                 54.1       42.3       78.5       61.8       53.7       39.9       74.2       55.6
Old  :                 54.1       42.3       78.5       61.8       53.7       39.9       74.2       55.6
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, April 30, 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  : 1,559,802:   183,321    281,410    195,000     80,271    124,082    340,216    243,367    363,436     23,790    176,198    250,335:   79,622    40,703
Old  : 1,559,802:   183,321    281,410    195,000     80,271    124,082    340,216    243,367    363,436     23,790    176,198    250,335:   79,622    40,703
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :   -13,931:    -4,212     -7,218      3,439      5,371     -6,648      2,661    -12,097        742     -3,856      9,990     -2,065:   -3,992    -2,006
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.8       18.0       12.5        5.1        8.0       21.8       15.6       23.3        1.5       11.3       16.0:      5.1       2.6
Old  :     100.0:      11.8       18.0       12.5        5.1        8.0       21.8       15.6       23.3        1.5       11.3       16.0:      5.1       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       343:        41         38         18         19         31        112         35         71         36         50         71:
Old  :       343:        41         38         18         19         31        112         35         71         36         50         71:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       26.7       31.8       40.7        8.3       14.1       13.4       21.5
Old  :                 20.4       26.7       31.8       40.7        8.3       14.1       13.4       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, April 30, 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  :   346,644:    66,032     53,618      5,273     32,005     86,261     36,405     10,300     10,575     62,770     76,670     73,637:    5,691     3,578
Old  :   346,644:    66,032     53,618      5,273     32,005     86,261     36,405     10,300     10,575     62,770     76,670     73,637:    5,691     3,578
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :   -13,810:    -3,872     -3,644        770     -1,366     -2,084     -7,368        901        560      3,625     -3,724     -4,654:     -787       201
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.0       15.5        1.5        9.2       24.9       10.5        3.0        3.1       18.1       22.1       21.2:      1.6       1.0
Old  :     100.0:      19.0       15.5        1.5        9.2       24.9       10.5        3.0        3.1       18.1       22.1       21.2:      1.6       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  :        58:        14         17          4          9         13          5          .          5          9         10         15:
Old  :        58:        14         17          4          9         13          5          .          5          9         10         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  :                 32.5       40.0       54.5       59.6       24.7       20.3       33.7       28.6
Old  :                 32.5       40.0       54.5       59.6       24.7       20.3       33.7       28.6
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 30, 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  : 2,837,415:   434,805    478,147     55,464    923,448    507,501    390,774     34,790    596,630    555,924     15,419    261,469:   34,848    20,011
Old  : 2,837,415:   434,805    478,147     55,464    923,448    507,501    390,774     34,790    596,630    555,924     15,419    261,469:   34,848    20,011
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :  -101,856:   -54,305    -27,118     -2,244     29,228    -24,729      7,279    -22,430    -27,042     26,682     -2,290    -27,831:      334       356
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.3       16.9        2.0       32.5       17.9       13.8        1.2       21.0       19.6        0.5        9.2:      1.2       0.7
Old  :     100.0:      15.3       16.9        2.0       32.5       17.9       13.8        1.2       21.0       19.6        0.5        9.2:      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  :       155:        59         56          .         24         25         22          6         28         20          7         25:
Old  :       155:        59         56          .         24         25         22          6         28         20          7         25:
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  :                 29.0       29.5       42.9       44.7       16.2       18.4       24.0       28.0
Old  :                 29.0       29.5       42.9       44.7       16.2       18.4       24.0       28.0
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 30, 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  : 1,036,518:   193,127     97,745    208,709    168,815    326,573     46,703     29,616    135,746      4,273    155,934    115,571:    5,816     6,518
Old  : 1,036,518:   193,127     97,745    208,709    168,815    326,573     46,703     29,616    135,746      4,273    155,934    115,571:    5,816     6,518
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :   -86,329:    -8,001    -17,167      3,203    -41,163    -18,851    -20,114    -17,529         -7    -12,998     37,549    -30,004:      443       843
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.6        9.4       20.1       16.3       31.5        4.5        2.9       13.1        0.4       15.0       11.1:      0.6       0.6
Old  :     100.0:      18.6        9.4       20.1       16.3       31.5        4.5        2.9       13.1        0.4       15.0       11.1:      0.6       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        77:        16         16         19          4         22          8          9         13          5         16         16:
Old  :        77:        16         16         19          4         22          8          9         13          5         16         16:
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  :                 30.6       37.7       49.3       57.8       14.0       21.3       21.7       28.0
Old  :                 30.6       37.7       49.3       57.8       14.0       21.3       21.7       28.0
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 30, 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  :    28,114:    25,478     22,744        340      3,526      1,538          0          0        120          0          0          0:      638       186
Old  :    28,114:    25,478     22,744        340      3,526      1,538          0          0        120          0          0          0:      638       186
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :       203:        87        178         45         50         35          0          0          0          0          0          0:       36       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.6       80.9        1.2       12.5        5.5        0.0        0.0        0.4        0.0        0.0        0.0:      2.3       0.7
Old  :     100.0:      90.6       80.9        1.2       12.5        5.5        0.0        0.0        0.4        0.0        0.0        0.0:      2.3       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  :        43:        32         29          .          5          4          0          0          .          0          0          0:
Old  :        43:        32         29          .          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  :                 49.0       40.8       68.2       63.3       45.2       35.1       55.3       51.3
Old  :                 49.0       40.8       68.2       63.3       45.2       35.1       55.3       51.3
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 30, 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  :     6,201:     4,976      4,011         20      1,471        180        895          0          0          0          0          0:      130       539
Old  :     6,201:     4,976      4,011         20      1,471        180        895          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 23, 2013                                                                   :
     :      -230:      -155       -230          5          0          0        -80          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       64.7        0.3       23.7        2.9       14.4        0.0        0.0        0.0        0.0        0.0:      2.1       8.7
Old  :     100.0:      80.2       64.7        0.3       23.7        2.9       14.4        0.0        0.0        0.0        0.0        0.0:      2.1       8.7
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  :        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  :                 55.1       44.1       78.9       71.0       38.7       29.2       45.2       39.8
Old  :                 55.1       44.1       78.9       71.0       38.7       29.2       45.2       39.8
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, April 30, 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  :    13,361:    11,222      9,535        674      1,862        695          0          0          0        385        740         30:      355       499
Old  :    13,361:    11,222      9,535        674      1,862        695          0          0          0        385        740         30:      355       499
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :       330:       353        112          4        114        -14          0          0          0          0        185        -10:       -3       -57
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.0       71.4        5.0       13.9        5.2        0.0        0.0        0.0        2.9        5.5        0.2:      2.7       3.7
Old  :     100.0:      84.0       71.4        5.0       13.9        5.2        0.0        0.0        0.0        2.9        5.5        0.2:      2.7       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  :        31:        17         13          4          .          5          0          0          0          .          4          .:
Old  :        31:        17         13          4          .          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  :                 65.5       66.3       76.0       82.7       64.6       63.7       74.7       78.8
Old  :                 65.5       66.3       76.0       82.7       64.6       63.7       74.7       78.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, April 30, 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  :     9,737:     4,581      4,991      3,084      3,692        219          0          0          0      1,125         78        277:      451       480
Old  :     9,737:     4,581      4,991      3,084      3,692        219          0          0          0      1,125         78        277:      451       480
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 23, 2013                                                                   :
     :        -4:        -7         53         16         15          0          0          0          0          0         23        -93:       80        -2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.0       51.3       31.7       37.9        2.2        0.0        0.0        0.0       11.6        0.8        2.8:      4.6       4.9
Old  :     100.0:      47.0       51.3       31.7       37.9        2.2        0.0        0.0        0.0       11.6        0.8        2.8:      4.6       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:        14         12          .          4          .          0          0          0          .          .          .:
Old  :        26:        14         12          .          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  :                 63.8       55.3       80.2       75.7       63.8       54.7       76.1       70.5
Old  :                 63.8       55.3       80.2       75.7       63.8       54.7       76.1       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 3, 2013