Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 6,128,679                :
: Positions                                                                                                    :
:1,939,547 1,498,881   223,214 1,985,944   655,858 1,207,302    25,096 1,095,317   212,613    74,434   758,197 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:  -96,677   -66,875    -2,437   -99,781   -17,579    31,752   -14,383   -16,645   -84,091    21,668   -78,625 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     31.6      24.5       3.6      32.4      10.7      19.7       0.4      17.9       3.5       1.2      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   230                     :
:      112       104         9        24        29        26        10        29        25        12        28 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 PENULTIMATE ICE - ICE FUTURES ENERGY DIV   2500 mmbtu                                              :
CFTC Code #023392                                                    Open Interest is   869,955                :
: Positions                                                                                                    :
:   79,544   242,456   267,573    50,658   168,595    33,866    76,502   128,183    42,223    53,946   148,243 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:  -29,789   -32,863   -36,963      -862   -23,484   -25,766   -52,532   -24,940   -25,084   -31,350    -7,182 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.1      27.9      30.8       5.8      19.4       3.9       8.8      14.7       4.9       6.2      17.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       19        18        12         7        17         7         6         9        14         6        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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   281,458                :
: Positions                                                                                                    :
:  161,330   193,576    44,212    31,927    40,262     9,679       646    10,067     2,911       118     1,831 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:   14,100     2,360    -1,554     3,289     1,824    -9,900      -848     4,050       538    -2,349      -627 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.3      68.8      15.7      11.3      14.3       3.4       0.2       3.6       1.0       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       32        31         6         .         7         5         .         6         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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   186,416                :
: Positions                                                                                                    :
:  117,150   104,907    29,337    48,541    24,824     4,597         0     2,628     2,349         0     1,299 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:    1,739     1,797      -710      -304     3,077       -78         0        77       593         0      -155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      56.3      15.7      26.0      13.3       2.5       0.0       1.4       1.3       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        24         .         9        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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   217,174                :
: Positions                                                                                                    :
:  154,728   114,572    10,528    55,874    31,666     7,382     1,807     4,386         0     2,298       825 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:    4,834     2,141      -752     3,839    -1,144       763    -1,537     1,394      -158       185      -273 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      52.8       4.8      25.7      14.6       3.4       0.8       2.0       0.0       1.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        20         .        10        10         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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   845,035                :
: Positions                                                                                                    :
:  719,049   256,533     4,112   478,464    97,391     3,713     1,837     7,414        97         0       398 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:  -15,883     3,861      -848   -19,977     5,138     1,963      -156    -3,289        91       -56    -2,394 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      30.4       0.5      56.6      11.5       0.4       0.2       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       38        25         .        15        15         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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   253,476                :
: Positions                                                                                                    :
:  152,113   213,098    79,260    16,091     4,822     5,232     4,621     1,552         0       411       849 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:   -8,823   -14,229    -3,199        30     1,460    -1,222         0       458         0       338      -306 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.0      84.1      31.3       6.3       1.9       2.1       1.8       0.6       0.0       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        22         .         4         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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   257,469                :
: Positions                                                                                                    :
:  210,044   151,399    19,637    89,246     2,979    15,381     2,970     4,073         0     1,611     1,417 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:    8,773    14,986         0       645       182    10,548     1,034    -1,551         0     1,364      -748 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      58.8       7.6      34.7       1.2       6.0       1.2       1.6       0.0       0.6       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       29        29         .        11         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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   113,198                :
: Positions                                                                                                    :
:   61,873    47,236    30,698    48,473     2,336     5,858         0     4,709       911         0     1,614 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:    3,472     1,829    -1,521         0         0      -925         0       705       124         0      -158 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.7      41.7      27.1      42.8       2.1       5.2       0.0       4.2       0.8       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        21         .         6         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
ALGONQUIN CITY-GATES FINANCIAL BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                                     :
CFTC Code #02339E                                                    Open Interest is   193,259                :
: Positions                                                                                                    :
:  126,270   115,864    27,925    37,127    11,569     6,228     9,395     7,713     1,315         0       243 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:    3,292     3,314     1,085       905      -540       421       285       329       337         0         2 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      60.0      14.4      19.2       6.0       3.2       4.9       4.0       0.7       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       26        23         .         4         6         4         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 CITYGATE (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                 :
CFTC Code #02339Q                                                    Open Interest is    31,346                :
: Positions                                                                                                    :
:   21,405    26,604     6,994     1,500         0       558     1,158         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:      180    -1,488         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      84.9      22.3       4.8       0.0       1.8       3.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        15         .         .         0         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLORADO INTERSTATE - MAINLINE (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #02339U                                                    Open Interest is    74,462                :
: Positions                                                                                                    :
:   54,415    12,335     5,321    34,254     8,066         0     9,189       451         0         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:    2,925      -691         0      -500       152         0     2,167       -41         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      16.6       7.1      46.0      10.8       0.0      12.3       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        12         .         7         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                        :
CFTC Code #02339W                                                    Open Interest is   158,859                :
: Positions                                                                                                    :
:  143,272    35,898         0   109,851       637     3,620     2,454     2,527         0         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:    3,171    -1,120         0     3,140    -1,070      -881         0       367         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.2      22.6       0.0      69.2       0.4       2.3       1.5       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        15         0        10         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF TRANSMISSION CO. -  MAINLINE POOL - ICE FUTURES ENERGY DIV   2500 mmbtu                          :
CFTC Code #02339Y                                                    Open Interest is    90,494                :
: Positions                                                                                                    :
:   67,451    74,429     6,164     9,120         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:    1,994     3,112         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      82.2       6.8      10.1       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        15         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
DOMINION - SOUTH POINT (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                           :
CFTC Code #0233A3                                                    Open Interest is   383,391                :
: Positions                                                                                                    :
:  353,049   178,858     1,224   194,617     2,745       607     1,083     3,712    13,578         0       620 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:   13,530     9,301         0     8,813        62    -1,299         0    -1,594       674         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.1      46.7       0.3      50.8       0.7       0.2       0.3       1.0       3.5       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       29        29         .        10         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO - PERMIAN BASIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A5                                                    Open Interest is    93,190                :
: Positions                                                                                                    :
:   57,991    29,631     8,048    35,701    13,620     4,636         0     3,099       100         0     1,423 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:     -212    -2,733       288        29       181      -682         0       521      -137         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      31.8       8.6      38.3      14.6       5.0       0.0       3.3       0.1       0.0       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        13         .         9         8         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BA - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233A8                                                    Open Interest is    72,481                :
: Positions                                                                                                    :
:   45,945    46,661     9,723     1,944     4,636     1,350     5,970     1,417         0       404       762 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:      666    -1,769       776    -1,009       219         0     5,154    -1,774         0      -982       109 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      64.4      13.4       2.7       6.4       1.9       8.2       2.0       0.0       0.6       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:        7        11         5         .         5         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 - TAILGATE, LOUISIANA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AG                                                    Open Interest is   210,268                :
: Positions                                                                                                    :
:  168,901    79,254     3,922   111,834     3,000    18,949     4,140       668       720     4,800         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:   -4,362     8,100      -330    -1,800       570     3,090      -300       180         0     3,600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      37.7       1.9      53.2       1.4       9.0       2.0       0.3       0.3       2.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       15        22         4         6         .         5         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 - TAILGATE, LOUISIANA (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                  :
CFTC Code #0233AH                                                    Open Interest is   173,898                :
: Positions                                                                                                    :
:  112,887   141,741    12,196     3,865     2,989    31,676    10,388     2,201     1,526    11,527         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:     -491     7,583      -120       -60       120     1,588    -1,802     1,682         0     3,538         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      81.5       7.0       2.2       1.7      18.2       6.0       1.3       0.9       6.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       21        29         4         4         4         4         6         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CHANNEL (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233AM                                                    Open Interest is    61,640                :
: Positions                                                                                                    :
:   57,264    51,892     2,649     7,066         0       960         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:    1,550     1,170       120      -308         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.9      84.2       4.3      11.5       0.0       1.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        21         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                         :
CFTC Code #0233AQ                                                    Open Interest is   119,910                :
: Positions                                                                                                    :
:   84,413    97,379    23,762     6,114     2,665         0         0         0       949         0       601 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:    6,248     8,558     1,286      -808        30         0         0         0       432      -973    -1,584 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      81.2      19.8       5.1       2.2       0.0       0.0       0.0       0.8       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       24        22         .         .         4         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 PIPELINE-MID-CONTINENT POOL PIN (BASIS - ICE FUTURES ENERGY DIV   2500 mmbtu                       :
CFTC Code #0233AY                                                    Open Interest is    80,681                :
: Positions                                                                                                    :
:   50,820    62,572    21,434     6,952       810         0     2,586     3,345        38         0       330 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:       51       -91      -182         0         0         0       271      -454        38       -24        24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      77.6      26.6       8.6       1.0       0.0       3.2       4.1       0.0       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        13         .         .         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 PIPELINE, TEXOK (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233B1                                                    Open Interest is    96,764                :
: Positions                                                                                                    :
:   78,982    48,448     2,270    34,641     5,215         0     2,139     1,076       664       277       631 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:      -76      -390         0      -830        93         0         8       240       237       277      -107 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.6      50.1       2.3      35.8       5.4       0.0       2.2       1.1       0.7       0.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       19        19         .         .         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHERN NATURAL GAS - VENTURA (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                   :
CFTC Code #0233BB                                                    Open Interest is    93,568                :
: Positions                                                                                                    :
:   68,824    75,062    13,730     8,860       892     2,227         0       735         0         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:    1,759       382       604     1,173         0    -1,069         0       172         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      80.2      14.7       9.5       1.0       2.4       0.0       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        15         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is    71,023                :
: Positions                                                                                                    :
:   26,137    42,014    35,174    18,763     1,464     1,261     1,560       554         0         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.8      59.2      49.5      26.4       2.1       1.8       2.2       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         7         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE CORP. - ROCKY MOUNTAINS - ICE FUTURES ENERGY DIV   2500 mmbtu                               :
CFTC Code #0233BD                                                    Open Interest is    21,588                :
: Positions                                                                                                    :
:   15,928    18,985     1,718       308       450     1,860       514         0         0     1,026         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:     -499         0         0         0         0         0       120         0         0       -30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      87.9       8.0       1.4       2.1       8.6       2.4       0.0       0.0       4.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        11         .         .         .         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PACIFIC GAS TRANSMISSION - MALIN (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                 :
CFTC Code #0233BH                                                    Open Interest is   135,332                :
: Positions                                                                                                    :
:  109,886    99,595     6,283    19,998     9,695       360       729     2,306     1,100       268       186 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:     -937       602       -60    -1,494         0         0       -73        11         0        31       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.2      73.6       4.6      14.8       7.2       0.3       0.5       1.7       0.8       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        16         .         .         .         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BL                                                    Open Interest is   270,087                :
: Positions                                                                                                    :
:  231,767    95,579         0   141,579    10,418    15,734    10,252     3,798         0       733        68 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:   -5,674    -6,404         0      -702      -300    -1,835     2,217      -138         0       733        68 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      35.4       0.0      52.4       3.9       5.8       3.8       1.4       0.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        20         0        12         5         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BM                                                    Open Interest is    23,306                :
: Positions                                                                                                    :
:   18,981    22,905     1,127         0        93     1,220         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:   -1,611      -154         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      98.3       4.8       0.0       0.4       5.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        13         .         0         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                                            :
CFTC Code #0233BW                                                    Open Interest is    49,516                :
: Positions                                                                                                    :
:   29,934    44,104     4,105     1,807     2,447     9,986         0       120       248         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:    1,096     2,944     1,104         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.5      89.1       8.3       3.6       4.9      20.2       0.0       0.2       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        15         .         .         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) - ICE FUTURES ENERGY DIV   2500 mmbtu                                       :
CFTC Code #0233CG                                                    Open Interest is    60,947                :
: Positions                                                                                                    :
:   23,199    53,871    30,234         0     5,174       249         0        30         0         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:      112       389         0         0         0       -30         0        30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.1      88.4      49.6       0.0       8.5       0.4       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        14         4         0         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CH                                                    Open Interest is   219,137                :
: Positions                                                                                                    :
:  137,912   174,652    53,815         0     8,810     6,014     5,996     5,332     1,021    21,458         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:     -487    -1,852       739         0       395    -1,130         0        47       450         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      79.7      24.6       0.0       4.0       2.7       2.7       2.4       0.5       9.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        22         7         0         6         .         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 6 BASIS - ICE FUTURES ENERGY DIV   mmbtu                                                          :
CFTC Code #0233CU                                                    Open Interest is    88,130                :
: Positions                                                                                                    :
:   70,308    73,494     2,265     9,665         0     4,623         0     2,845         0         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:     -389     1,722         0         0         0       604         0      -604         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      83.4       2.6      11.0       0.0       5.2       0.0       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        12         .         .         0         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) - ICE FUTURES ENERGY DIV   2500 mm btu                               :
CFTC Code #0233CW                                                    Open Interest is    87,989                :
: Positions                                                                                                    :
:   50,552    70,138    21,266     5,310     8,588         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:      248     2,747       604      -240         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      79.7      24.2       6.0       9.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        16         6         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 2013               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCONTINENTAL GAS - ZONE 6 (NY) (BASIS) - ICE FUTURES ENERGY DIV   2500 mm btu                              :
CFTC Code #0233CZ                                                    Open Interest is    96,078                :
: Positions                                                                                                    :
:   60,419    55,158    20,642    13,393     2,755         0    17,360       755     1,835         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:    5,598     1,413     1,301     2,540       248         0       971       -23         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      57.4      21.5      13.9       2.9       0.0      18.1       0.8       1.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        19         4         .         4         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 HUB - WEST TEXAS DELIVERED/BUYER'S INDEX - ICE FUTURES ENERGY DIV   2500 mm btu                           :
CFTC Code #0233D4                                                    Open Interest is    24,349                :
: Positions                                                                                                    :
:   20,466    19,738     2,740         0         0         0     2,565         0         0       303         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:     -716      -680         0         0         0         0       150         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      81.1      11.3       0.0       0.0       0.0      10.5       0.0       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       10        17         4         0         0         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 1,460,034                :
: Positions                                                                                                    :
:  146,734   243,070   187,770    62,940   132,484   295,516   247,309   370,426    45,932   157,835   207,804 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:      823        82    -4,495      -103     1,417   -16,563    11,148   -12,951    15,265   -13,925   -20,204 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.1      16.6      12.9       4.3       9.1      20.2      16.9      25.4       3.1      10.8      14.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   297                     :
:       39        35        20        14        26        88        41        78        37        37        63 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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   370,272                :
: Positions                                                                                                    :
:   68,118    58,367     4,744    40,627    86,579    36,132     6,800    12,400    78,194    83,721    78,705 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:   -4,362     2,077     2,372       559    -4,120      -398    -3,285    -1,200     4,994     1,693      -598 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.4      15.8       1.3      11.0      23.4       9.8       1.8       3.3      21.1      22.6      21.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       15        17         4        11        15         5         .         8         9        10        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 2,812,269                :
: Positions                                                                                                    :
:  434,028   456,543    30,943   908,165   545,292   329,540    38,749   573,780   606,202    13,042   256,452 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:  -37,559   -29,525   -13,112   -55,533     2,312   -28,275    13,896   -22,722    -1,003    -1,798   -11,385 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.4      16.2       1.1      32.3      19.4      11.7       1.4      20.4      21.6       0.5       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   151                     :
:       58        53         .        25        26        21         6        25        20         8        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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 1,006,460                :
: Positions                                                                                                    :
:  186,566   103,002   218,886   147,722   311,611    22,318    46,707   124,407    23,692   153,610   114,527 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:   -8,990   -20,107    -3,689   -31,226   -41,301   -30,066    -9,950   -26,810    -7,730    12,781   -22,945 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.5      10.2      21.7      14.7      31.0       2.2       4.6      12.4       2.4      15.3      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       17        17        19         5        22         9        13        13        11        13        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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    26,417                :
: Positions                                                                                                    :
:   23,225    20,902       124     3,604     1,375         0         0       120       933         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:      303       257         0       175       -55         0         0         0        91         0       -85 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      79.1       0.5      13.6       5.2       0.0       0.0       0.5       3.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       33        31         .         5         6         0         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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     7,706                :
: Positions                                                                                                    :
:    5,076     5,710         0     1,681       165     2,365         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:      -95       572       -30      -181       -75       545         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.9      74.1       0.0      21.8       2.1      30.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        15         0         5         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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    10,447                :
: Positions                                                                                                    :
:    8,544     7,207       265     1,022     1,001         0         0         0       310       818         4 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:   -1,264      -991      -202      -326        29         0         0         0       -35      -110         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.8      69.0       2.5       9.8       9.6       0.0       0.0       0.0       3.0       7.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        16         .         4         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 4, 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     8,757                :
: Positions                                                                                                    :
:    3,504     4,516     3,437     3,452       154         0         0         0     1,010        38       277 :
:                                                                                                              :
: Changes from:     May 28, 2013                                                                               :
:     -375      -674      -259      -247        -4         0         0         0      -277        15      -113 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.0      51.6      39.2      39.4       1.8       0.0       0.0       0.0      11.5       0.4       3.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        12         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
 

Updated June 7, 2013