Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 6,579,838                :
: Positions                                                                                                    :
:2,050,499 1,540,971   239,902 2,120,782   704,794 1,064,433     6,230 1,240,577   379,057    65,008   882,714 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:   81,497    22,272   -19,205    58,270    -4,115    33,530      -854    31,472   -19,512    -4,525    69,964 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.2      23.4       3.6      32.2      10.7      16.2       0.1      18.9       5.8       1.0      13.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   235                     :
:      115       105         9        26        32        27         7        29        28        13        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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   293,676                :
: Positions                                                                                                    :
:  162,810   198,866    43,965    57,534    21,227    40,636         0     4,435     2,820     1,252     1,662 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:    9,509     5,208      -905       312       350     4,546         0       -21    -3,566     1,252        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      67.7      15.0      19.6       7.2      13.8       0.0       1.5       1.0       0.4       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       26        25         6         .         6         6         0         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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   186,926                :
: Positions                                                                                                    :
:  115,962   113,281    35,400    45,384    21,679     3,232         0     2,661       768         0     1,977 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:   -4,426    -4,432     1,500     2,290     1,539      -482         0       513      -668         0       423 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.0      60.6      18.9      24.3      11.6       1.7       0.0       1.4       0.4       0.0       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        22         .         9        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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   233,463                :
: Positions                                                                                                    :
:  151,198   137,576    16,951    52,951    30,718    21,843         0     3,843       251     2,050     1,695 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:  -12,179    -5,367     1,799      -423      -452     4,561      -225      -429      -396        -4       893 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      58.9       7.3      22.7      13.2       9.4       0.0       1.6       0.1       0.9       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        17         .         9         8         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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   804,772                :
: Positions                                                                                                    :
:  660,697   255,197     8,392   423,617   110,960     2,620     3,240     7,226     1,311         0     1,332 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:   21,721    12,745     1,190     9,022      -153      -770       157     1,651    -1,164         0       726 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      31.7       1.0      52.6      13.8       0.3       0.4       0.9       0.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       32        22         .        14        14         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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   240,311                :
: Positions                                                                                                    :
:  140,487   201,582    76,735    14,192     4,954     4,608     4,545     1,518     1,286       352     1,513 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:   11,584     3,295      -527     6,302     1,491      -980       -31       458         0       124      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.5      83.9      31.9       5.9       2.1       1.9       1.9       0.6       0.5       0.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       20        21         .         5         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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   232,586                :
: Positions                                                                                                    :
:  183,058   136,603    22,435    79,654     2,965    13,954     4,686     3,386         0       360     1,115 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:    1,870    11,106      -186        44       243     7,725      -770      -414         0      -274       145 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      58.7       9.6      34.2       1.3       6.0       2.0       1.5       0.0       0.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       25        27         .        12         5         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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   112,781                :
: Positions                                                                                                    :
:   60,146    43,574    30,198    48,920     1,959     9,121     3,499     3,850     1,902         0     2,191 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:    5,080     4,628       -57      -378     1,402       178       784       451       -48         0       952 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      38.6      26.8      43.4       1.7       8.1       3.1       3.4       1.7       0.0       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        16         .         6         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 1,573,733                :
: Positions                                                                                                    :
:  187,533   288,628   191,561    74,900   130,730   337,555   255,464   362,694    27,646   166,208   252,400 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:      701     7,490    -2,159    -5,800    11,034    -3,333   -15,541    -1,521     1,873     9,386     2,763 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      18.3      12.2       4.8       8.3      21.4      16.2      23.0       1.8      10.6      16.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   354                     :
:       42        40        19        20        33       116        36        71        39        56        76 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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   360,454                :
: Positions                                                                                                    :
:   69,904    57,262     4,503    33,371    88,345    43,773     9,399    10,015    59,145    80,394    78,291 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:    5,966     5,848      -543     3,879     4,755     2,711         0       923       -91      -787     5,393 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.4      15.9       1.2       9.3      24.5      12.1       2.6       2.8      16.4      22.3      21.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       15        18         .        12        14         5         .         6         9        12        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 2,939,271                :
: Positions                                                                                                    :
:  489,110   505,265    57,708   894,220   532,230   383,495    57,220   623,672   529,242    17,709   289,300 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:   22,337    27,976    -8,709    12,233    10,462   -16,154    -3,329    20,388    44,784     4,039    -7,391 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.6      17.2       2.0      30.4      18.1      13.0       1.9      21.2      18.0       0.6       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   156                     :
:       62        55         .        23        25        19         8        27        21         8        27 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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 1,122,847                :
: Positions                                                                                                    :
:  201,128   114,912   205,506   209,978   345,424    66,817    47,145   135,753    17,271   118,385   145,575 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:    7,636       337    15,173     5,469     2,780   -35,022    15,995    19,024    10,063   -23,724    30,629 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.9      10.2      18.3      18.7      30.8       6.0       4.2      12.1       1.5      10.5      13.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       18        17        18         6        20         8         9        14         8        14        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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    27,911                :
: Positions                                                                                                    :
:   25,391    22,566       295     3,476     1,503         0         0       120         0         0         0 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:      321       265        24        60       -31         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.0      80.8       1.1      12.5       5.4       0.0       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       32        28         .         5         4         0         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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     6,431                :
: Positions                                                                                                    :
:    5,131     4,241        15     1,471       180       975         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:       30       120         0         0         0       120         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      65.9       0.2      22.9       2.8      15.2       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 23, 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    13,031                :
: Positions                                                                                                    :
:   10,869     9,423       670     1,748       709         0         0         0       385       555        40 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:      -49       166        90      -175       156         0         0         0         0        50         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      72.3       5.1      13.4       5.4       0.0       0.0       0.0       3.0       4.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        11         .         .         5         0         0         0         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of April 23, 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     9,741                :
: Positions                                                                                                    :
:    4,588     4,938     3,068     3,677       219         0         0         0     1,125        55       370 :
:                                                                                                              :
: Changes from:     April 16, 2013                                                                             :
:      -15       171        66        60        30         0         0         0         0      -220       205 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     47.1      50.7      31.5      37.7       2.2       0.0       0.0       0.0      11.5       0.6       3.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       12        11         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
 

Updated April 26, 2013