Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 6,415,532                :
: Positions                                                                                                    :
:1,969,002 1,518,699   259,107 2,062,512   708,909 1,030,903     7,084 1,209,105   398,569    69,533   812,750 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:   37,983    25,253     2,396    67,750    14,587    67,496     1,851    94,670   -13,946      -587    42,027 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.7      23.7       4.0      32.1      11.0      16.1       0.1      18.8       6.2       1.1      12.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   231                     :
:      111       107         8        27        32        25         6        28        31        10        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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   286,759                :
: Positions                                                                                                    :
:  153,301   193,658    44,870    57,222    20,877    36,090         0     4,456     6,386         0     1,600 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:    3,521     4,850    -3,328    -1,264     1,660      -117    -1,276     1,394     1,850      -105       170 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      67.5      15.6      20.0       7.3      12.6       0.0       1.6       2.2       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       23        22         5         .         7         6         0         4         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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   186,822                :
: Positions                                                                                                    :
:  120,388   117,713    33,900    43,094    20,140     3,714         0     2,148     1,436         0     1,554 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:    3,950     2,664       698     1,251       736    -1,142         0       888      -442         0     1,465 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      63.0      18.1      23.1      10.8       2.0       0.0       1.1       0.8       0.0       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       23        20         .         9        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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   240,061                :
: Positions                                                                                                    :
:  163,377   142,943    15,152    53,374    31,170    17,282       225     4,272       647     2,054       802 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:    1,509     6,214     2,660    -1,130    -1,154      -734      -508     1,417       647      -334       333 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      59.5       6.3      22.2      13.0       7.2       0.1       1.8       0.3       0.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       18        18         .         9         7         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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   781,119                :
: Positions                                                                                                    :
:  638,976   242,452     7,202   414,595   111,113     3,390     3,083     5,575     2,475         0       606 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:   26,312    -1,179   -16,053     8,019     9,389    -1,891     1,073      -327      -332         0       -61 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      31.0       0.9      53.1      14.2       0.4       0.4       0.7       0.3       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       32        21         .        14        14         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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   226,954                :
: Positions                                                                                                    :
:  128,903   198,287    77,262     7,890     3,463     5,588     4,576     1,060     1,286       228     1,637 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:    3,847     8,256     6,776       306        31    -1,837       372       422       -60       228       630 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      87.4      34.0       3.5       1.5       2.5       2.0       0.5       0.6       0.1       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       20        22         .         4         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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   222,354                :
: Positions                                                                                                    :
:  181,188   125,497    22,621    79,610     2,722     6,229     5,456     3,800         0       634       970 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:    8,301     6,521    -1,124     1,492        20     1,094       211       649         0         0       608 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      56.4      10.2      35.8       1.2       2.8       2.5       1.7       0.0       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       24        24         .        11         4         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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   104,663                :
: Positions                                                                                                    :
:   55,066    38,946    30,255    49,298       557     8,943     2,715     3,399     1,950         0     1,239 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:    3,526     2,693     1,256       367       400    -2,074       -31       570       -60         0        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.6      37.2      28.9      47.1       0.5       8.5       2.6       3.2       1.9       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       14        15         .         6         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 1,564,250                :
: Positions                                                                                                    :
:  186,832   281,138   193,720    80,700   119,696   340,888   271,005   364,215    25,773   156,822   249,637 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:   18,238    22,003     5,442    -2,133     7,853       652    17,926    -8,659     1,780    -9,780    22,988 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      18.0      12.4       5.2       7.7      21.8      17.3      23.3       1.6      10.0      16.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   351                     :
:       43        40        21        16        30       108        37        74        35        60        77 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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   341,601                :
: Positions                                                                                                    :
:   63,938    51,414     5,046    29,492    83,590    41,062     9,399     9,092    59,236    81,181    72,898 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:    1,477     1,794      -414     2,137     4,679       805         0     3,400        71      -771     1,826 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.7      15.1       1.5       8.6      24.5      12.0       2.8       2.7      17.3      23.8      21.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       13        15         .        11        13         4         .         7         8        12        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 2,874,827                :
: Positions                                                                                                    :
:  466,773   477,289    66,417   881,987   521,768   399,649    60,549   603,284   484,458    13,670   296,691 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:     -268    11,024   -19,542    12,000    23,436    45,981     4,268      -691     1,790      -101     2,109 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.2      16.6       2.3      30.7      18.1      13.9       2.1      21.0      16.9       0.5      10.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   151                     :
:       61        54         .        23        25        20         7        25        20         6        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 1,072,240                :
: Positions                                                                                                    :
:  193,492   114,575   190,333   204,509   342,644   101,839    31,150   116,729     7,208   142,109   114,946 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:    7,676    -1,842    -4,748     7,410     3,818     7,668    -9,775    12,374    -3,321    11,174    10,138 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.0      10.7      17.8      19.1      32.0       9.5       2.9      10.9       0.7      13.3      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       18        17        17         7        19         9         8        12         7        15        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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    27,632                :
: Positions                                                                                                    :
:   25,070    22,301       271     3,416     1,534         0         0       120         0         0         0 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:      -18      -150        35       149       -26         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      80.7       1.0      12.4       5.6       0.0       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       31        26         .         5         4         0         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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 9, 2013                                                                              :
:        0         0         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 16, 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    12,799                :
: Positions                                                                                                    :
:   10,918     9,257       580     1,923       553         0         0         0       385       505        35 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:       79       100       -30       -21        39         0         0         0         0       185        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      72.3       4.5      15.0       4.3       0.0       0.0       0.0       3.0       3.9       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        10         .         .         5         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 16, 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     9,455                :
: Positions                                                                                                    :
:    4,603     4,767     3,002     3,617       189         0         0         0     1,125       275       165 :
:                                                                                                              :
: Changes from:     April 9, 2013                                                                              :
:       45       180       320       260         0         0         0         0         0       -70        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.7      50.4      31.8      38.3       2.0       0.0       0.0       0.0      11.9       2.9       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        11         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
 

Updated April 19, 2013