NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, December 24, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,864,840: 2,210,780  1,344,598    127,738  2,245,386    608,718    985,003     18,036    989,199    338,731     80,243    567,779:   36,892    10,881
Old  : 5,864,840: 2,210,780  1,344,598    127,738  2,245,386    608,718    985,003     18,036    989,199    338,731     80,243    567,779:   36,892    10,881
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :   185,220:    70,385     51,650      5,608    139,847    -12,402     99,974      1,105     -6,268     10,333     -4,346     16,161:    1,429      -527
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.7       22.9        2.2       38.3       10.4       16.8        0.3       16.9        5.8        1.4        9.7:      0.6       0.2
Old  :     100.0:      37.7       22.9        2.2       38.3       10.4       16.8        0.3       16.9        5.8        1.4        9.7:      0.6       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       220:       108         93          5         27         28         24          8         25         33          9         39:
Old  :       220:       108         93          5         27         28         24          8         25         33          9         39:
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  :                 23.4       22.0       40.1       37.1       15.2       18.0       22.3       28.3
Old  :                 23.4       22.0       40.1       37.1       15.2       18.0       22.3       28.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PENULTIMATE ICE - ICE FUTURES ENERGY DIV                                                                                             Code-023392
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   804,391:    72,337    192,568    244,788     40,273    174,650     44,693     71,136     69,222     39,756     97,500    158,177:      768       865
Old  :   804,391:    72,337    192,568    244,788     40,273    174,650     44,693     71,136     69,222     39,756     97,500    158,177:      768       865
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :    24,303:     5,820      1,153     -2,956      1,323      4,436     17,369    -10,355     -2,373    -20,570      7,636     22,321:      256       162
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.0       23.9       30.4        5.0       21.7        5.6        8.8        8.6        4.9       12.1       19.7:      0.1       0.1
Old  :     100.0:       9.0       23.9       30.4        5.0       21.7        5.6        8.8        8.6        4.9       12.1       19.7:      0.1       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        83:        21         19         12          8         19          6         11         10          7         14         18:
Old  :        83:        21         19         12          8         19          6         11         10          7         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  :                 39.5       35.7       57.1       57.1       27.2       21.8       34.7       31.6
Old  :                 39.5       35.7       57.1       57.1       27.2       21.8       34.7       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, December 24, 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  :   229,600:   111,362    168,673     50,960     10,366     28,221     12,021      7,819      6,820      1,007          0      1,187:   18,022     6,514
Old  :   229,600:   111,362    168,673     50,960     10,366     28,221     12,021      7,819      6,820      1,007          0      1,187:   18,022     6,514
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :    -3,323:     2,188     -4,677     -1,433      4,156     -1,574       -954       -755      2,081      1,007       -885     -1,533:   -3,105      -136
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.5       73.5       22.2        4.5       12.3        5.2        3.4        3.0        0.4        0.0        0.5:      7.8       2.8
Old  :     100.0:      48.5       73.5       22.2        4.5       12.3        5.2        3.4        3.0        0.4        0.0        0.5:      7.8       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        21         20          5          .          7          .          .          4          .          0          .:
Old  :        40:        21         20          5          .          7          .          .          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  :                 40.2       63.8       62.4       80.2       30.4       56.1       48.3       64.5
Old  :                 40.2       63.8       62.4       80.2       30.4       56.1       48.3       64.5
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, December 24, 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  :   174,016:   111,010     93,185      3,804     35,032     38,217     13,533          0      1,431        383          0      1,038:    4,600     5,113
Old  :   174,016:   111,010     93,185      3,804     35,032     38,217     13,533          0      1,431        383          0      1,038:    4,600     5,113
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     2,698:       826        573       -245      1,354      1,440      1,169          0       -667       -428          0        124:      479      -126
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.8       53.5        2.2       20.1       22.0        7.8        0.0        0.8        0.2        0.0        0.6:      2.6       2.9
Old  :     100.0:      63.8       53.5        2.2       20.1       22.0        7.8        0.0        0.8        0.2        0.0        0.6:      2.6       2.9
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  :        37:        20         18          .         10         11          .          0          .          .          0          .:
Old  :        37:        20         18          .         10         11          .          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  :                 52.3       53.4       73.6       77.2       42.6       44.8       54.3       54.1
Old  :                 52.3       53.4       73.6       77.2       42.6       44.8       54.3       54.1
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, December 24, 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  :   216,106:   136,196    108,021     24,284     74,238     20,897     19,699          0      4,716          0      1,860      1,156:    9,158     5,218
Old  :   216,106:   136,196    108,021     24,284     74,238     20,897     19,699          0      4,716          0      1,860      1,156:    9,158     5,218
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     1,280:    -5,494     -5,041      6,006     11,959     -3,723      3,155     -1,146        673       -147         37       -394:    1,204    -1,085
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.0       50.0       11.2       34.4        9.7        9.1        0.0        2.2        0.0        0.9        0.5:      4.2       2.4
Old  :     100.0:      63.0       50.0       11.2       34.4        9.7        9.1        0.0        2.2        0.0        0.9        0.5:      4.2       2.4
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  :        40:        18         17          6          7         10          4          0          .          0          .          .:
Old  :        40:        18         17          6          7         10          4          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  :                 52.3       42.0       71.2       63.9       45.8       34.8       61.2       52.5
Old  :                 52.3       42.0       71.2       63.9       45.8       34.8       61.2       52.5
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, December 24, 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  :   757,138:   625,067    165,751      1,365    476,955    102,862      3,362      1,837      2,024     14,085         65      1,546:    6,827     6,098
Old  :   757,138:   625,067    165,751      1,365    476,955    102,862      3,362      1,837      2,024     14,085         65      1,546:    6,827     6,098
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :    22,001:    17,472      4,071        369     15,431      1,871          0        855       -264      4,337         55       -182:   -1,602       164
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.6       21.9        0.2       63.0       13.6        0.4        0.2        0.3        1.9        0.0        0.2:      0.9       0.8
Old  :     100.0:      82.6       21.9        0.2       63.0       13.6        0.4        0.2        0.3        1.9        0.0        0.2:      0.9       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        33         22          .         15         16          .          .          .          .          .          .:
Old  :        58:        33         22          .         15         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  :                 38.6       43.6       57.8       63.0       36.4       40.6       55.3       56.5
Old  :                 38.6       43.6       57.8       63.0       36.4       40.6       55.3       56.5
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, December 24, 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  :   237,391:   168,149    189,333     39,019     15,643     11,215      9,810        409      1,297      1,463     14,758        437:    6,001     4,299
Old  :   237,391:   168,149    189,333     39,019     15,643     11,215      9,810        409      1,297      1,463     14,758        437:    6,001     4,299
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     3,885:    -3,997      2,343      3,418        991      1,112      4,032       -620        347         99        428       -484:     -642      -232
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.8       79.8       16.4        6.6        4.7        4.1        0.2        0.5        0.6        6.2        0.2:      2.5       1.8
Old  :     100.0:      70.8       79.8       16.4        6.6        4.7        4.1        0.2        0.5        0.6        6.2        0.2:      2.5       1.8
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  :        44:        25         24          .          4          4          .          .          .          .          .          .:
Old  :        44:        25         24          .          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  :                 46.5       45.1       67.3       66.4       40.9       43.4       59.2       60.1
Old  :                 46.5       45.1       67.3       66.4       40.9       43.4       59.2       60.1
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, December 24, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   234,515:   193,903     96,927     23,014    120,474      6,003      3,259        660      2,574          0         35      1,813:    3,949     6,029
Old  :   234,515:   193,903     96,927     23,014    120,474      6,003      3,259        660      2,574          0         35      1,813:    3,949     6,029
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     8,374:     4,800        980      3,006      9,834       -292      2,267        118       -221          0     -1,023          2:   -1,188    -1,024
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.7       41.3        9.8       51.4        2.6        1.4        0.3        1.1        0.0        0.0        0.8:      1.7       2.6
Old  :     100.0:      82.7       41.3        9.8       51.4        2.6        1.4        0.3        1.1        0.0        0.0        0.8:      1.7       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  :        51:        27         23          5          9          .          .          .          .          0          .          .:
Old  :        51:        27         23          5          9          .          .          .          .          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       39.2       65.5       59.9       46.0       38.3       62.2       57.7
Old  :                 48.7       39.2       65.5       59.9       46.0       38.3       62.2       57.7
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, December 24, 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  :    86,702:    53,347     31,784     13,683     36,568      5,482      6,019      1,240      1,207          0        494      1,210:    5,754     8,717
Old  :    86,702:    53,347     31,784     13,683     36,568      5,482      6,019      1,240      1,207          0        494      1,210:    5,754     8,717
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     3,667:      -833        723      1,890      1,465       -370      3,036        279         58          0        400        -91:      -23     1,203
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.5       36.7       15.8       42.2        6.3        6.9        1.4        1.4        0.0        0.6        1.4:      6.6      10.1
Old  :     100.0:      61.5       36.7       15.8       42.2        6.3        6.9        1.4        1.4        0.0        0.6        1.4:      6.6      10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        18         14          .          5          4          .          .          .          0          .          .:
Old  :        34:        18         14          .          5          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  :                 50.7       47.2       72.8       67.2       47.0       46.4       67.5       63.1
Old  :                 50.7       47.2       72.8       67.2       47.0       46.4       67.5       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV                                                                                    Code-02339E
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   148,475:    96,557     84,238      6,551     25,610      9,134        858     15,792      7,695     17,831      1,108        403:    9,446     4,495
Old  :   148,475:    96,557     84,238      6,551     25,610      9,134        858     15,792      7,695     17,831      1,108        403:    9,446     4,495
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :    -3,438:    -3,273       -839       -555     -1,637        364        -88     -1,507         39        -31        292       -235:      341        85
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.0       56.7        4.4       17.2        6.2        0.6       10.6        5.2       12.0        0.7        0.3:      6.4       3.0
Old  :     100.0:      65.0       56.7        4.4       17.2        6.2        0.6       10.6        5.2       12.0        0.7        0.3:      6.4       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  :        41:        20         21          .          5          5          .          .          .          .          .          .:
Old  :        41:        20         21          .          5          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  :                 54.8       38.8       68.2       60.5       54.1       36.4       62.8       53.7
Old  :                 54.8       38.8       68.2       60.5       54.1       36.4       62.8       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO CITYGATE (INDEX) - ICE FUTURES ENERGY DIV                                                                                                Code-02339Q
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    25,753:    21,976     23,372        751          0        403      1,240          0          0          0        930          0:    1,383     1,048
Old  :    25,753:    21,976     23,372        751          0        403      1,240          0          0          0        930          0:    1,383     1,048
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.3       90.8        2.9        0.0        1.6        4.8        0.0        0.0        0.0        3.6        0.0:      5.4       4.1
Old  :     100.0:      85.3       90.8        2.9        0.0        1.6        4.8        0.0        0.0        0.0        3.6        0.0:      5.4       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9         12          .          0          .          .          0          0          0          .          0:
Old  :        21:         9         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  :                 73.9       75.7       87.8       88.6       71.6       71.8       83.9       84.7
Old  :                 73.9       75.7       87.8       88.6       71.6       71.8       83.9       84.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-02339U
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    84,836:    64,614     29,334      2,962     31,701      1,917          0      7,787      4,131          0          0          0:   11,212     9,966
Old  :    84,836:    64,614     29,334      2,962     31,701      1,917          0      7,787      4,131          0          0          0:   11,212     9,966
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :       308:     2,064       -630        -31      1,776        281          0      1,780       -744       -309          0       -473:     -480    -1,682
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.2       34.6        3.5       37.4        2.3        0.0        9.2        4.9        0.0        0.0        0.0:     13.2      11.7
Old  :     100.0:      76.2       34.6        3.5       37.4        2.3        0.0        9.2        4.9        0.0        0.0        0.0:     13.2      11.7
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  :        24:        11         10          .          7          5          0          .          .          0          0          0:
Old  :        24:        11         10          .          7          5          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       38.6       73.3       62.9       48.9       32.0       60.1       49.9
Old  :                 56.1       38.6       73.3       62.9       48.9       32.0       60.1       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-02339W
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   167,316:   146,085     41,587     12,580    115,281        700        112          0      1,462          0          0          0:    6,377     8,286
Old  :   167,316:   146,085     41,587     12,580    115,281        700        112          0      1,462          0          0          0:    6,377     8,286
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     2,965:     2,043        260          0      2,914          0        112       -255        177          0          0          0:      633      -131
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.3       24.9        7.5       68.9        0.4        0.1        0.0        0.9        0.0        0.0        0.0:      3.8       5.0
Old  :     100.0:      87.3       24.9        7.5       68.9        0.4        0.1        0.0        0.9        0.0        0.0        0.0:      3.8       5.0
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  :        36:        23         14          .          8          .          .          0          .          0          0          0:
Old  :        36:        23         14          .          8          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       49.8       71.5       74.3       51.8       49.8       69.9       74.3
Old  :                 53.2       49.8       71.5       74.3       51.8       49.8       69.9       74.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV                                                                         Code-02339Y
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    89,024:    47,750     56,646     24,434     28,181      1,036          0          0          0          0          0          0:   15,804     3,161
Old  :    89,024:    47,750     56,646     24,434     28,181      1,036          0          0          0          0          0          0:   15,804     3,161
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :       124:      -128        276          0       -310          0          0          0          0          0          0          0:      252       158
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.6       63.6       27.4       31.7        1.2        0.0        0.0        0.0        0.0        0.0        0.0:     17.8       3.6
Old  :     100.0:      53.6       63.6       27.4       31.7        1.2        0.0        0.0        0.0        0.0        0.0        0.0:     17.8       3.6
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  :        27:        11         15          5          5          .          0          0          0          0          0          0:
Old  :        27:        11         15          5          5          .          0          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  :                 40.8       53.2       63.3       74.9       35.3       52.0       51.4       67.8
Old  :                 40.8       53.2       63.3       74.9       35.3       52.0       51.4       67.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV                                                                                          Code-0233A3
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   299,041:   248,176    143,611     32,025    132,854      9,997          0        486      2,510          0      2,270        436:    5,897     6,877
Old  :   299,041:   248,176    143,611     32,025    132,854      9,997          0        486      2,510          0      2,270        436:    5,897     6,877
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     2,481:     1,338      1,094         99       -430       -641        -73        486         38          0          0          0:    1,720     1,934
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.0       48.0       10.7       44.4        3.3        0.0        0.2        0.8        0.0        0.8        0.1:      2.0       2.3
Old  :     100.0:      83.0       48.0       10.7       44.4        3.3        0.0        0.2        0.8        0.0        0.8        0.1:      2.0       2.3
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  :        54:        36         24          4          8          4          0          .          .          0          .          .:
Old  :        54:        36         24          4          8          4          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       44.6       59.9       67.7       38.0       43.9       55.8       66.4
Old  :                 41.4       44.6       59.9       67.7       38.0       43.9       55.8       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A5
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    88,797:    50,989     20,991      9,453     25,294     16,005      5,211      9,745      1,942      1,451        377        900:    2,846    13,543
Old  :    88,797:    50,989     20,991      9,453     25,294     16,005      5,211      9,745      1,942      1,451        377        900:    2,846    13,543
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     1,320:      -333       -462        881      1,674       -282      1,027          0       -246        308          5        -97:       62       728
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.4       23.6       10.6       28.5       18.0        5.9       11.0        2.2        1.6        0.4        1.0:      3.2      15.3
Old  :     100.0:      57.4       23.6       10.6       28.5       18.0        5.9       11.0        2.2        1.6        0.4        1.0:      3.2      15.3
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  :        31:        10         11          4          6          6          .          .          .          .          .          .:
Old  :        31:        10         11          4          6          6          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       42.2       79.0       61.8       43.9       32.4       58.1       46.7
Old  :                 59.8       42.2       79.0       61.8       43.9       32.4       58.1       46.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EL PASO - PERMIAN BASIN (INDEX) - ICE FUTURES ENERGY DIV                                                                                         Code-0233A6
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :     9,125:     6,775      6,809      1,209      1,572         93        744        217          0          0          0          0:      304       434
Old  :     9,125:     6,775      6,809      1,209      1,572         93        744        217          0          0          0          0:      304       434
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.2       74.6       13.2       17.2        1.0        8.2        2.4        0.0        0.0        0.0        0.0:      3.3       4.8
Old  :     100.0:      74.2       74.6       13.2       17.2        1.0        8.2        2.4        0.0        0.0        0.0        0.0:      3.3       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  :        21:         5         10          .          .          .          .          .          0          0          0          0:
Old  :        21:         5         10          .          .          .          .          .          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  :                 72.3       50.6       91.3       78.0       71.6       48.6       84.8       69.9
Old  :                 72.3       50.6       91.3       78.0       71.6       48.6       84.8       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AG
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   149,568:   102,197     79,760      6,765     58,757        589     33,402      2,108      1,302      3,782      2,480          0:    1,531     4,572
Old  :   149,568:   102,197     79,760      6,765     58,757        589     33,402      2,108      1,302      3,782      2,480          0:    1,531     4,572
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :    11,355:     5,992      8,187      4,452        360       -236     -1,153      2,108      1,302        682          0          0:      316      -366
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.3       53.3        4.5       39.3        0.4       22.3        1.4        0.9        2.5        1.7        0.0:      1.0       3.1
Old  :     100.0:      68.3       53.3        4.5       39.3        0.4       22.3        1.4        0.9        2.5        1.7        0.0:      1.0       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        17         21          .          5          .          5          .          .          .          .          0:
Old  :        46:        17         21          .          5          .          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  :                 65.2       49.9       83.6       69.9       57.7       48.8       76.0       67.5
Old  :                 65.2       49.9       83.6       69.9       57.7       48.8       76.0       67.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV                                                                                 Code-0233AH
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   149,968:    56,996    136,768     15,856        248        496     61,771      2,108      1,302     12,462      7,936         62:    1,023     1,048
Old  :   149,968:    56,996    136,768     15,856        248        496     61,771      2,108      1,302     12,462      7,936         62:    1,023     1,048
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :    13,763:     7,873     10,849      5,332       -496       -372       -837      2,108      1,302        682          0         62:     -279       310
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.0       91.2       10.6        0.2        0.3       41.2        1.4        0.9        8.3        5.3        0.0:      0.7       0.7
Old  :     100.0:      38.0       91.2       10.6        0.2        0.3       41.2        1.4        0.9        8.3        5.3        0.0:      0.7       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  :        63:        24         28          6          .          .          9          .          .          4          .          .:
Old  :        63:        24         28          6          .          .          9          .          .          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  :                 48.6       59.8       67.1       79.0       46.6       58.7       64.3       74.6
Old  :                 48.6       59.8       67.1       79.0       46.6       58.7       64.3       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV                                                                                            Code-0233AM
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    27,736:    24,126     25,845      1,984      1,116          0        634          0          0        248          0          0:      744       775
Old  :    27,736:    24,126     25,845      1,984      1,116          0        634          0          0        248          0          0:      744       775
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     3,689:     2,609      3,193        682        372          0        634          0          0          0          0          0:     -236       124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.0       93.2        7.2        4.0        0.0        2.3        0.0        0.0        0.9        0.0        0.0:      2.7       2.8
Old  :     100.0:      87.0       93.2        7.2        4.0        0.0        2.3        0.0        0.0        0.9        0.0        0.0:      2.7       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        13         19          .          .          0          .          0          0          .          0          0:
Old  :        31:        13         19          .          .          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  :                 58.9       49.5       81.9       69.8       56.7       48.6       77.4       67.3
Old  :                 58.9       49.5       81.9       69.8       56.7       48.6       77.4       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV                                                                        Code-0233AQ
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   115,310:    78,918     89,133     19,553      3,621      1,435          0      7,276          0          0      4,077        379:   15,025     9,389
Old  :   115,310:    78,918     89,133     19,553      3,621      1,435          0      7,276          0          0      4,077        379:   15,025     9,389
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :    -2,302:    -1,202     -2,175       -166          0          0          0          0          0          0       -357        -71:     -863       301
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.4       77.3       17.0        3.1        1.2        0.0        6.3        0.0        0.0        3.5        0.3:     13.0       8.1
Old  :     100.0:      68.4       77.3       17.0        3.1        1.2        0.0        6.3        0.0        0.0        3.5        0.3:     13.0       8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        22         19          .          .          .          0          .          0          0          .          .:
Old  :        34:        22         19          .          .          .          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  :                 54.0       43.8       69.8       64.2       48.4       38.8       56.7       54.3
Old  :                 54.0       43.8       69.8       64.2       48.4       38.8       56.7       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV                                                                      Code-0233AY
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    63,681:    37,905     48,978     16,296      8,094        214      3,153          0      1,368          0        729        716:    4,029     3,582
Old  :    63,681:    37,905     48,978     16,296      8,094        214      3,153          0      1,368          0        729        716:    4,029     3,582
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :      -345:      -937       -946          0       -127          0        734          0       -342       -141        729        341:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.5       76.9       25.6       12.7        0.3        5.0        0.0        2.1        0.0        1.1        1.1:      6.3       5.6
Old  :     100.0:      59.5       76.9       25.6       12.7        0.3        5.0        0.0        2.1        0.0        1.1        1.1:      6.3       5.6
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  :        20:         8         10          .          .          .          .          0          .          0          .          .:
Old  :        20:         8         10          .          .          .          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.8       70.2       91.9       82.6       77.7       69.0       83.4       79.0
Old  :                 85.8       70.2       91.9       82.6       77.7       69.0       83.4       79.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233B1
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   113,875:    93,349     51,244      1,819     41,652      7,305          0      2,111      1,150        173          0      1,552:    8,527     8,861
Old  :   113,875:    93,349     51,244      1,819     41,652      7,305          0      2,111      1,150        173          0      1,552:    8,527     8,861
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :      -595:    -1,103     -2,409       -403        327        948          0        256         36       -289          0        247:      -31         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.0       45.0        1.6       36.6        6.4        0.0        1.9        1.0        0.2        0.0        1.4:      7.5       7.8
Old  :     100.0:      82.0       45.0        1.6       36.6        6.4        0.0        1.9        1.0        0.2        0.0        1.4:      7.5       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  :        35:        19         20          .          5          .          0          .          .          .          0          .:
Old  :        35:        19         20          .          5          .          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  :                 57.1       42.6       77.3       62.5       50.5       40.8       61.3       54.2
Old  :                 57.1       42.6       77.3       62.5       50.5       40.8       61.3       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV                                                                                  Code-0233BB
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    90,086:    57,068     73,406     23,233      7,307      2,605      1,045          0        932         49          0        726:    4,428     5,110
Old  :    90,086:    57,068     73,406     23,233      7,307      2,605      1,045          0        932         49          0        726:    4,428     5,110
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     3,779:     3,840      2,718        308      2,913         31       -158          0        223         49        -75        -86:     -428    -1,945
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.3       81.5       25.8        8.1        2.9        1.2        0.0        1.0        0.1        0.0        0.8:      4.9       5.7
Old  :     100.0:      63.3       81.5       25.8        8.1        2.9        1.2        0.0        1.0        0.1        0.0        0.8:      4.9       5.7
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  :        27:        16         13          .          .          .          .          0          .          .          0          .:
Old  :        27:        16         13          .          .          .          .          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  :                 57.1       59.0       80.3       79.8       52.7       52.8       72.7       70.8
Old  :                 57.1       59.0       80.3       79.8       52.7       52.8       72.7       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV                                                                              Code-0233BD
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    24,752:    16,213     19,840      1,346          0      2,388      4,154          0          0          0      1,023          0:      651     1,501
Old  :    24,752:    16,213     19,840      1,346          0      2,388      4,154          0          0          0      1,023          0:      651     1,501
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     2,282:    -1,383      2,158        106     -2,214      1,482      2,046          0          0          0       -124          0:       31       980
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.5       80.2        5.4        0.0        9.6       16.8        0.0        0.0        0.0        4.1        0.0:      2.6       6.1
Old  :     100.0:      65.5       80.2        5.4        0.0        9.6       16.8        0.0        0.0        0.0        4.1        0.0:      2.6       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         7         14          .          0          .          4          0          0          0          .          0:
Old  :        24:         7         14          .          0          .          4          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.3       45.8       85.7       70.2       54.3       45.8       68.1       65.0
Old  :                 62.3       45.8       85.7       70.2       54.3       45.8       68.1       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV                                                                                     Code-0233BL
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :   280,187:   223,775     76,524     11,424    147,625     23,028      3,367     23,588      2,645        807          0        973:   14,168     5,804
Old  :   280,187:   223,775     76,524     11,424    147,625     23,028      3,367     23,588      2,645        807          0        973:   14,168     5,804
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :    -6,547:    -5,164     -4,331      1,402      1,255     -2,661        331         37        245        796       -103       -533:     -963      -456
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.9       27.3        4.1       52.7        8.2        1.2        8.4        0.9        0.3        0.0        0.3:      5.1       2.1
Old  :     100.0:      79.9       27.3        4.1       52.7        8.2        1.2        8.4        0.9        0.3        0.0        0.3:      5.1       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        23         13          .         11          9          .          .          .          .          0          .:
Old  :        42:        23         13          .         11          9          .          .          .          .          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  :                 42.9       49.8       60.0       71.1       41.8       41.1       54.0       60.8
Old  :                 42.9       49.8       60.0       71.1       41.8       41.1       54.0       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL (INDEX) - ICE FUTURES ENERGY DIV                                                                                                           Code-0233BW
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    30,268:    22,406     27,676      2,666      1,848          0      4,030          0          0          0          0          0:    1,166       744
Old  :    30,268:    22,406     27,676      2,666      1,848          0      4,030          0          0          0          0          0:    1,166       744
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     3,201:     2,240      2,035        186        763          0        434          0          0          0          0          0:      341       403
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       91.4        8.8        6.1        0.0       13.3        0.0        0.0        0.0        0.0        0.0:      3.9       2.5
Old  :     100.0:      74.0       91.4        8.8        6.1        0.0       13.3        0.0        0.0        0.0        0.0        0.0:      3.9       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  :        24:        12         12          .          .          0          .          0          0          0          0          0:
Old  :        24:        12         12          .          .          0          .          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  :                 52.9       71.2       82.3       89.1       51.7       70.5       77.0       84.2
Old  :                 52.9       71.2       82.3       89.1       51.7       70.5       77.0       84.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV                                                                                            Code-0233C1
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    41,610:    34,053     33,248      4,922      8,145        186          0          0          0          0          0          0:    2,449        31
Old  :    41,610:    34,053     33,248      4,922      8,145        186          0          0          0          0          0          0:    2,449        31
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :       752:       676        535          0        217          0          0          0          0          0          0          0:       76         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.8       79.9       11.8       19.6        0.4        0.0        0.0        0.0        0.0        0.0        0.0:      5.9       0.1
Old  :     100.0:      81.8       79.9       11.8       19.6        0.4        0.0        0.0        0.0        0.0        0.0        0.0:      5.9       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         15          .          4          .          0          0          0          0          0          0:
Old  :        22:        11         15          .          4          .          0          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  :                 73.5       47.4       91.6       75.0       72.7       47.4       86.8       74.5
Old  :                 73.5       47.4       91.6       75.0       72.7       47.4       86.8       74.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV                                                                                      Code-0233CG
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    43,578:    17,570     38,277     22,319        341      2,263        837          0          0        248      1,364         31:      310     1,302
Old  :    43,578:    17,570     38,277     22,319        341      2,263        837          0          0        248      1,364         31:      310     1,302
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     3,069:     2,933      2,139        403        248        124          0          0          0        248          0         31:     -670       527
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.3       87.8       51.2        0.8        5.2        1.9        0.0        0.0        0.6        3.1        0.1:      0.7       3.0
Old  :     100.0:      40.3       87.8       51.2        0.8        5.2        1.9        0.0        0.0        0.6        3.1        0.1:      0.7       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  :        31:        17         13          4          .          .          .          0          0          .          .          .:
Old  :        31:        17         13          4          .          .          .          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  :                 67.6       57.7       80.6       77.4       62.0       54.0       73.7       71.5
Old  :                 67.6       57.7       80.6       77.4       62.0       54.0       73.7       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CH
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :   242,858:   164,261    166,261     47,444     18,939     12,345      1,887      4,214      3,216      5,428     32,249        266:    8,011     5,368
Old  :   242,858:   164,261    166,261     47,444     18,939     12,345      1,887      4,214      3,216      5,428     32,249        266:    8,011     5,368
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :    -2,040:     5,814      6,143       -227     -1,085     -5,441         17       -124     -1,378         56     -1,070          0:     -881       915
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.6       68.5       19.5        7.8        5.1        0.8        1.7        1.3        2.2       13.3        0.1:      3.3       2.2
Old  :     100.0:      67.6       68.5       19.5        7.8        5.1        0.8        1.7        1.3        2.2       13.3        0.1:      3.3       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        27         25          6          .          6          .          .          .          .          .          .:
Old  :        51:        27         25          6          .          6          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.8       43.0       60.4       63.1       35.7       41.3       53.7       59.9
Old  :                 38.8       43.0       60.4       63.1       35.7       41.3       53.7       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV                                                                                                    Code-0233CU
Disaggregated Commitments of Traders - Futures Only, December 24, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :mmbtu                                                                                                                   :
     :          :    Positions                                                                                                           :
All  :    87,806:    47,190     79,916     26,582      2,810          0          0          0          0      9,455          0          0:    4,579     5,080
Old  :    87,806:    47,190     79,916     26,582      2,810          0          0          0          0      9,455          0          0:    4,579     5,080
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :      -200:      -337        145       -258          0          0          0          0          0        -31          0          0:      426      -345
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.7       91.0       30.3        3.2        0.0        0.0        0.0        0.0       10.8        0.0        0.0:      5.2       5.8
Old  :     100.0:      53.7       91.0       30.3        3.2        0.0        0.0        0.0        0.0       10.8        0.0        0.0:      5.2       5.8
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  :        29:        17         17          .          .          0          0          0          0          .          0          0:
Old  :        29:        17         17          .          .          0          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.4       64.5       66.4       85.8       44.0       50.9       58.4       72.2
Old  :                 50.4       64.5       66.4       85.8       44.0       50.9       58.4       72.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV                                                                               Code-0233CW
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    83,221:    31,115     68,204     39,392      5,442      6,276          0          0          0          0          0          0:    6,438     3,299
Old  :    83,221:    31,115     68,204     39,392      5,442      6,276          0          0          0          0          0          0:    6,438     3,299
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :       546:        56        577        428          0          0          0          0          0          0          0          0:       62       -31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.4       82.0       47.3        6.5        7.5        0.0        0.0        0.0        0.0        0.0        0.0:      7.7       4.0
Old  :     100.0:      37.4       82.0       47.3        6.5        7.5        0.0        0.0        0.0        0.0        0.0        0.0:      7.7       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13         12          7          .          .          0          0          0          0          0          0:
Old  :        26:        13         12          7          .          .          0          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  :                 38.5       62.4       65.1       82.8       36.1       53.8       60.4       71.7
Old  :                 38.5       62.4       65.1       82.8       36.1       53.8       60.4       71.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGY DIV                                                                       Code-0233CY
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mmbtu                                                                                                              :
     :          :    Positions                                                                                                           :
All  :    26,459:     7,283     20,823     15,094      3,875          0          0          0          0      3,288        496          0:      794     1,265
Old  :    26,459:     7,283     20,823     15,094      3,875          0          0          0          0      3,288        496          0:      794     1,265
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :        31:      -341        -31        248        155          0          0       -496          0       -124          0          0:      248       403
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.5       78.7       57.0       14.6        0.0        0.0        0.0        0.0       12.4        1.9        0.0:      3.0       4.8
Old  :     100.0:      27.5       78.7       57.0       14.6        0.0        0.0        0.0        0.0       12.4        1.9        0.0:      3.0       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  :        21:         5         10          4          .          0          0          0          0          .          .          0:
Old  :        21:         5         10          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  :                 72.2       80.5       93.0       90.9       72.2       80.5       93.0       90.9
Old  :                 72.2       80.5       93.0       90.9       72.2       80.5       93.0       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV                                                                              Code-0233CZ
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    93,435:    61,096     49,139     16,212     30,184      2,596          0      2,621      1,316          0      4,516          0:   12,215     3,063
Old  :    93,435:    61,096     49,139     16,212     30,184      2,596          0      2,621      1,316          0      4,516          0:   12,215     3,063
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :      -770:      -317        -51        119        -64       -370          0        335       -351          0          0          0:      149      -269
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.4       52.6       17.4       32.3        2.8        0.0        2.8        1.4        0.0        4.8        0.0:     13.1       3.3
Old  :     100.0:      65.4       52.6       17.4       32.3        2.8        0.0        2.8        1.4        0.0        4.8        0.0:     13.1       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         15          .          .          .          0          .          .          0          .          0:
Old  :        27:        16         15          .          .          .          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  :                 45.7       64.3       64.6       81.5       45.3       57.7       61.4       67.0
Old  :                 45.7       64.3       64.6       81.5       45.3       57.7       61.4       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV                                                                           Code-0233D4
Disaggregated Commitments of Traders - Futures Only, December 24, 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 mm btu                                                                                                             :
     :          :    Positions                                                                                                           :
All  :    17,374:    16,165     12,351        372      1,426          0        589        868          0          0        465          0:      248     2,264
Old  :    17,374:    16,165     12,351        372      1,426          0        589        868          0          0        465          0:      248     2,264
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     2,976:     2,573      1,395          0        496          0        341        279          0          0        248          0:       62       558
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.0       71.1        2.1        8.2        0.0        3.4        5.0        0.0        0.0        2.7        0.0:      1.4      13.0
Old  :     100.0:      93.0       71.1        2.1        8.2        0.0        3.4        5.0        0.0        0.0        2.7        0.0:      1.4      13.0
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  :        23:        10         13          .          .          0          .          .          0          0          .          0:
Old  :        23:        10         13          .          .          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  :                 76.8       38.3       92.0       65.2       59.9       32.3       70.6       55.2
Old  :                 76.8       38.3       92.0       65.2       59.9       32.3       70.6       55.2
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, December 24, 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  : 1,294,536:   142,724    227,048    171,624     21,732    116,797    306,670    171,580    304,986     24,229    271,632    153,090:   74,416    27,671
Old  : 1,294,536:   142,724    227,048    171,624     21,732    116,797    306,670    171,580    304,986     24,229    271,632    153,090:   74,416    27,671
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :   -26,947:    -4,410      5,285     -5,442      2,267    -22,757     -5,852    -20,125      3,481      1,445     -3,333      7,134:     -546     1,101
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.0       17.5       13.3        1.7        9.0       23.7       13.3       23.6        1.9       21.0       11.8:      5.7       2.1
Old  :     100.0:      11.0       17.5       13.3        1.7        9.0       23.7       13.3       23.6        1.9       21.0       11.8:      5.7       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       305:        40         35         20         12         22         94         36         66         37         52         56:
Old  :       305:        40         35         20         12         22         94         36         66         37         52         56:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.8       30.3       37.4       45.7       10.1       15.5       15.8       23.0
Old  :                 22.8       30.3       37.4       45.7       10.1       15.5       15.8       23.0
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, December 24, 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  :   461,002:    79,336     67,074      9,133     55,704    118,993     19,540      3,182     25,302    145,206    125,052     59,089:    4,403     6,606
Old  :   461,002:    79,336     67,074      9,133     55,704    118,993     19,540      3,182     25,302    145,206    125,052     59,089:    4,403     6,606
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :     9,946:     2,085     -1,355       -679      8,771     -2,566      2,556     -1,675      2,901      8,544      2,247     -2,866:      -29     4,489
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.2       14.5        2.0       12.1       25.8        4.2        0.7        5.5       31.5       27.1       12.8:      1.0       1.4
Old  :     100.0:      17.2       14.5        2.0       12.1       25.8        4.2        0.7        5.5       31.5       27.1       12.8:      1.0       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  :        77:        18         17          5         13         15          9          .         13         17          7         18:
Old  :        77:        18         17          5         13         15          9          .         13         17          7         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  :                 37.9       44.4       53.9       58.3       29.6       27.3       37.5       34.7
Old  :                 37.9       44.4       53.9       58.3       29.6       27.3       37.5       34.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE FIN - NEW YORK MERCANTILE EXCHANGE                                                                                         Code-023A56
Disaggregated Commitments of Traders - Futures Only, December 24, 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  :    68,443:     7,690      6,911     24,149      4,779     13,037      3,277      8,059      3,652      3,886     21,230      7,344:    5,408     3,431
Old  :    68,443:     7,690      6,911     24,149      4,779     13,037      3,277      8,059      3,652      3,886     21,230      7,344:    5,408     3,431
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :    13,531:     1,223        974        512       -567      4,394      1,080      5,324        857      1,292       -450      4,192:      -19    -1,193
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.2       10.1       35.3        7.0       19.0        4.8       11.8        5.3        5.7       31.0       10.7:      7.9       5.0
Old  :     100.0:      11.2       10.1       35.3        7.0       19.0        4.8       11.8        5.3        5.7       31.0       10.7:      7.9       5.0
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  :        28:         4          4          5          .          8          .          .          .          5          6          8:
Old  :        28:         4          4          5          .          8          .          .          .          5          6          8:
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  :                 51.0       44.9       74.1       66.9       37.1       38.3       47.1       48.0
Old  :                 51.0       44.9       74.1       66.9       37.1       38.3       47.1       48.0
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, December 24, 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  : 2,598,427:   318,598    384,517     14,463    851,501    600,482    297,361     72,106    425,689    668,414      5,927    217,419:   56,001    40,786
Old  : 2,598,427:   318,598    384,517     14,463    851,501    600,482    297,361     72,106    425,689    668,414      5,927    217,419:   56,001    40,786
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :   102,311:    14,307     -2,308        299     37,321     32,767     -7,226     -7,729     31,169      2,305     -2,830     14,135:   14,555      -214
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.3       14.8        0.6       32.8       23.1       11.4        2.8       16.4       25.7        0.2        8.4:      2.2       1.6
Old  :     100.0:      12.3       14.8        0.6       32.8       23.1       11.4        2.8       16.4       25.7        0.2        8.4:      2.2       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  :       135:        49         46          6         21         25         16          7         19         19          6         23:
Old  :       135:        49         46          6         21         25         16          7         19         19          6         23:
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  :                 40.3       30.7       54.8       47.6       25.2       18.3       30.4       27.5
Old  :                 40.3       30.7       54.8       47.6       25.2       18.3       30.4       27.5
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, December 24, 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  :   854,410:   216,793     74,061    204,517    133,921    221,922     17,136    140,537     69,932     18,566    108,738    100,278:    5,266     5,021
Old  :   854,410:   216,793     74,061    204,517    133,921    221,922     17,136    140,537     69,932     18,566    108,738    100,278:    5,266     5,021
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :    26,677:     7,622      7,093      6,643       -986        210      2,578     -2,663      2,787       -907     11,853      9,600:   -1,856    -1,217
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.4        8.7       23.9       15.7       26.0        2.0       16.4        8.2        2.2       12.7       11.7:      0.6       0.6
Old  :     100.0:      25.4        8.7       23.9       15.7       26.0        2.0       16.4        8.2        2.2       12.7       11.7:      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  :        85:        15         15         19          .         22          6         14         12          6         20         18:
Old  :        85:        15         15         19          .         22          6         14         12          6         20         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  :                 31.9       35.8       48.5       55.2       23.2       23.0       30.0       35.9
Old  :                 31.9       35.8       48.5       55.2       23.2       23.0       30.0       35.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665G
Disaggregated Commitments of Traders - Futures Only, December 24, 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  :     2,494:     1,877      1,873        144         33         72          0          0          0        250          0          0:      151       516
Old  :     2,494:     1,877      1,873        144         33         72          0          0          0        250          0          0:      151       516
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.3       75.1        5.8        1.3        2.9        0.0        0.0        0.0       10.0        0.0        0.0:      6.1      20.7
Old  :     100.0:      75.3       75.1        5.8        1.3        2.9        0.0        0.0        0.0       10.0        0.0        0.0:      6.1      20.7
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  :        20:         9          8          .          .          .          0          0          0          .          0          0:
Old  :        20:         9          8          .          .          .          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  :                 61.5       65.1       82.0       78.3       50.6       60.1       71.1       65.5
Old  :                 61.5       65.1       82.0       78.3       50.6       60.1       71.1       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, December 24, 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  :    22,093:    19,531     17,257        595      3,045        683          0          0        480        377        136        219:      208       273
Old  :    22,093:    19,531     17,257        595      3,045        683          0          0        480        377        136        219:      208       273
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :       534:       784        329        -35        341        -92          0          0          0        -89          0        -53:       19         9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.4       78.1        2.7       13.8        3.1        0.0        0.0        2.2        1.7        0.6        1.0:      0.9       1.2
Old  :     100.0:      88.4       78.1        2.7       13.8        3.1        0.0        0.0        2.2        1.7        0.6        1.0:      0.9       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        32         29          .          4          6          0          0          .          .          .          .:
Old  :        52:        32         29          .          4          6          0          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.3       60.3       54.9       73.2       26.6       51.9       42.6       59.5
Old  :                 31.3       60.3       54.9       73.2       26.6       51.9       42.6       59.5
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, December 24, 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  :    15,087:    12,978     10,275        596      2,310      1,022          0          0          0        217        975        117:      157       388
Old  :    15,087:    12,978     10,275        596      2,310      1,022          0          0          0        217        975        117:      157       388
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :       313:       342        194        -14         -5          0          0          0          0        -21         25         15:       -9        84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.0       68.1        4.0       15.3        6.8        0.0        0.0        0.0        1.4        6.5        0.8:      1.0       2.6
Old  :     100.0:      86.0       68.1        4.0       15.3        6.8        0.0        0.0        0.0        1.4        6.5        0.8:      1.0       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        26         22          .          5          5          0          0          0          .          .          .:
Old  :        41:        26         22          .          5          5          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       49.6       71.1       73.3       39.3       36.0       49.4       48.9
Old  :                 50.2       49.6       71.1       73.3       39.3       36.0       49.4       48.9
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, December 24, 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  :     5,541:     2,769      3,400      2,104        803        391          0          0          0         20        469         82:      175       396
Old  :     5,541:     2,769      3,400      2,104        803        391          0          0          0         20        469         82:      175       396
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 17, 2013                                                                :
     :        61:        22         90          0          3         24          0          0          0          0        -20         15:        0       -51
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.0       61.4       38.0       14.5        7.1        0.0        0.0        0.0        0.4        8.5        1.5:      3.2       7.1
Old  :     100.0:      50.0       61.4       38.0       14.5        7.1        0.0        0.0        0.0        0.4        8.5        1.5:      3.2       7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         10          4          .          .          0          0          0          .          .          .:
Old  :        26:        15         10          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  :                 52.9       51.3       70.3       77.2       52.9       45.7       65.0       62.2
Old  :                 52.9       51.3       70.3       77.2       52.9       45.7       65.0       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 30, 2013