Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV   2500 MMBtus                                               :
CFTC Code #023391                                                    Open Interest is 6,164,964                :
: Positions                                                                                                    :
:1,931,019 1,493,446   256,711 1,994,762   694,322   963,407     5,233 1,114,435   412,515    70,120   770,723 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:  123,296    60,234    -2,536    77,571    11,418     9,784   -17,584    86,177   -10,427     1,354    70,705 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.3      24.2       4.2      32.4      11.3      15.6       0.1      18.1       6.7       1.1      12.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      108       103         9        26        32        27         .        25        31         9        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #023393                                                    Open Interest is   280,915                :
: Positions                                                                                                    :
:  149,780   188,808    48,198    58,486    19,217    36,207     1,276     3,062     4,536       105     1,430 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:  -15,585   -30,288   -14,649    -7,118     1,941    -7,648      -322    -2,317     1,376       105      -585 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      67.2      17.2      20.8       6.8      12.9       0.5       1.1       1.6       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       26        23         5         .         6         5         .         .         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   180,213                :
: Positions                                                                                                    :
:  116,438   115,049    33,202    41,843    19,404     4,856         0     1,260     1,878         0        89 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:   -4,483    -3,329    11,125     5,803       694    -1,682         0      -286    -4,152         0        89 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.6      63.8      18.4      23.2      10.8       2.7       0.0       0.7       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        21         .         9        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #023395                                                    Open Interest is   235,869                :
: Positions                                                                                                    :
:  161,868   136,729    12,492    54,504    32,324    18,016       733     2,855         0     2,388       469 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:  -16,140    -9,102     3,003      -741     1,613       292      -759      -885         0    -1,259      -119 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      58.0       5.3      23.1      13.7       7.6       0.3       1.2       0.0       1.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       20        18         .        10         8         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   763,743                :
: Positions                                                                                                    :
:  612,664   243,631    23,255   406,576   101,724     5,281     2,010     5,902     2,807         0       667 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:   19,607    -9,801   -23,505    13,738    11,933     2,613    -1,148       565     2,654    -1,280       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      31.9       3.0      53.2      13.3       0.7       0.3       0.8       0.4       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       32        21         4        13        14         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                     :
CFTC Code #023397                                                    Open Interest is   216,848                :
: Positions                                                                                                    :
:  125,056   190,031    70,486     7,584     3,432     7,425     4,204       638     1,346         0     1,007 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:   -8,669   -13,488    -2,775      -488    -2,228      -530       248       -94        40         0       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      87.6      32.5       3.5       1.6       3.4       1.9       0.3       0.6       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       20        22         .         4         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                         :
CFTC Code #023398                                                    Open Interest is   212,611                :
: Positions                                                                                                    :
:  172,887   118,976    23,745    78,118     2,702     5,135     5,245     3,151         0       634       362 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:   -6,218    -6,338    -2,502    -1,587      -150       943      -540      -364         0       634       362 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.3      56.0      11.2      36.7       1.3       2.4       2.5       1.5       0.0       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       24        24         .        11         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023399                                                    Open Interest is   101,630                :
: Positions                                                                                                    :
:   51,540    36,253    28,999    48,931       157    11,017     2,746     2,829     2,010         0     1,219 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:   -5,781    -6,526       534    -1,187      -258      -542      -488      -908    -1,037      -210       683 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.7      35.7      28.5      48.1       0.2      10.8       2.7       2.8       2.0       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       15        15         .         6         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,517,970                :
: Positions                                                                                                    :
:  168,594   259,135   188,278    82,833   111,843   340,236   253,079   372,874    23,993   166,602   226,649 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:    7,622    12,813    -1,567     2,526     1,568    13,048       532    15,763    -6,796     3,218    23,768 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.1      17.1      12.4       5.5       7.4      22.4      16.7      24.6       1.6      11.0      14.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   340                     :
:       41        40        20        17        31       100        37        72        34        60        69 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   329,076                :
: Positions                                                                                                    :
:   62,461    49,620     5,460    27,355    78,911    40,257     9,399     5,692    59,165    81,952    71,072 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:    2,029     5,843       349     4,503     4,386       763     5,800       816     1,627   -11,409    13,696 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.0      15.1       1.7       8.3      24.0      12.2       2.9       1.7      18.0      24.9      21.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       13        15         .        10        12         4         .         7        10        11        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,820,757                :
: Positions                                                                                                    :
:  467,041   466,265    85,959   869,987   498,332   353,668    56,281   603,975   482,668    13,771   294,582 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:   -1,858     7,076    -3,546     5,630    63,934    29,524     6,776    26,925    -2,630     1,558    -6,452 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.6      16.5       3.0      30.8      17.7      12.5       2.0      21.4      17.1       0.5      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   148                     :
:       60        54         .        23        24        20         7        22        20         6        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,037,649                :
: Positions                                                                                                    :
:  185,816   116,417   195,081   197,099   338,826    94,171    40,925   104,355    10,529   130,935   104,808 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:    7,058    -6,573    24,380    19,307    -7,209    -8,218     1,090     6,085       639     6,259    10,765 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.9      11.2      18.8      19.0      32.7       9.1       3.9      10.1       1.0      12.6      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    81                     :
:       19        18        17         7        19         9         6         9        10        12        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    27,641                :
: Positions                                                                                                    :
:   25,088    22,451       236     3,267     1,560         0         0       120         0         0         0 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:   -2,342    -2,437        23       -73      -244         0         0         0      -351         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.8      81.2       0.9      11.8       5.6       0.0       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       31        27         .         6         5         0         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     6,281                :
: Positions                                                                                                    :
:    5,101     4,121        15     1,471       180       855         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:      447       451         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      65.6       0.2      23.4       2.9      13.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       15        12         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is    12,696                :
: Positions                                                                                                    :
:   10,839     9,157       610     1,944       514         0         0         0       385       320         0 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:    1,029       418      -143       360        23         0         0         0       -25      -210       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.4      72.1       4.8      15.3       4.0       0.0       0.0       0.0       3.0       2.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        10         .         .         5         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 9, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,065                :
: Positions                                                                                                    :
:    4,558     4,587     2,682     3,357       189         0         0         0     1,125       345       155 :
:                                                                                                              :
: Changes from:     April 2, 2013                                                                              :
:        0       -60         0        66         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.3      50.6      29.6      37.0       2.1       0.0       0.0       0.0      12.4       3.8       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        11         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
 

Updated April 17, 2013