Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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 5,659,550                :
: Positions                                                                                                    :
:2,126,301 1,299,152   123,674 2,207,850   589,211   954,420    20,968   919,192   364,775    69,574   542,959 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:  -84,479   -45,446    -4,064   -37,536   -19,507   -30,583     2,932   -70,007    26,044   -10,669   -24,820 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.6      23.0       2.2      39.0      10.4      16.9       0.4      16.2       6.4       1.2       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   210                     :
:      100        88         6        25        27        24         7        24        32         8        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   705,908                :
: Positions                                                                                                    :
:   59,340   183,126   271,199    40,457   131,730    38,510    78,014    42,770    35,311   102,325   126,048 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:  -12,997    -9,442    26,411       184   -42,920    -6,183     6,878   -26,452    -4,445     4,825   -32,129 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.4      25.9      38.4       5.7      18.7       5.5      11.1       6.1       5.0      14.5      17.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    79                     :
:       18        19        14         5        17         5         9         8         5        17        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   231,573                :
: Positions                                                                                                    :
:  111,250   168,576    50,749    14,312    28,878    13,810     5,151     7,031     1,154         0       916 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:     -112       -97      -211     3,946       657     1,789    -2,668       211       147         0      -271 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.0      72.8      21.9       6.2      12.5       6.0       2.2       3.0       0.5       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       22        20         5         .         7         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                               :
CFTC Code #023394                                                    Open Interest is   180,639                :
: Positions                                                                                                    :
:  114,809    96,799     3,804    35,283    38,982    15,098     1,074     2,011       383         0     1,038 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:    3,799     3,614         0       251       765     1,565     1,074       580         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.6      53.6       2.1      19.5      21.6       8.4       0.6       1.1       0.2       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       20        18         .        10        11         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   218,746                :
: Positions                                                                                                    :
:  138,426    99,743    24,896    87,355    18,825    22,473       673     4,191         0     2,125       488 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:    2,230    -8,278       612    13,117    -2,072     2,774       673      -525         0       265      -668 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      45.6      11.4      39.9       8.6      10.3       0.3       1.9       0.0       1.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       18        17         6         7         9         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE FUTURES ENERGY DIV   (Contracts of 2,500  MMBTU'S)                                        :
CFTC Code #023396                                                    Open Interest is   763,663                :
: Positions                                                                                                    :
:  626,852   163,720     1,793   484,176   104,202     3,148     2,182     2,183    16,567         0     1,394 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:    1,785    -2,031       428     7,221     1,340      -214       345       159     2,482       -65      -152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      21.4       0.2      63.4      13.6       0.4       0.3       0.3       2.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       33        21         .        15        16         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   241,297                :
: Positions                                                                                                    :
:  169,499   193,223    39,687    15,913    11,283    11,844         0     1,470     1,291    14,758       407 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:    1,350     3,890       668       270        68     2,034      -409       173      -172         0       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      80.1      16.4       6.6       4.7       4.9       0.0       0.6       0.5       6.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       26        25         .         4         4         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   235,064                :
: Positions                                                                                                    :
:  194,175    95,741    23,238   122,410     6,003     3,684       691     2,404         0       265     1,583 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      272    -1,186       224     1,936         0       425        31      -170         0       230      -230 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.6      40.7       9.9      52.1       2.6       1.6       0.3       1.0       0.0       0.1       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       27        24         5         9         .         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    87,109                :
: Positions                                                                                                    :
:   52,423    33,024    14,904    36,506     5,482     6,099     1,240     1,344        79       465       809 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:     -924     1,240     1,221       -62         0        80         0       137        79       -29      -401 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.2      37.9      17.1      41.9       6.3       7.0       1.4       1.5       0.1       0.5       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        16         .         5         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   148,366                :
: Positions                                                                                                    :
:   96,813    84,251     6,249    25,406     9,162       977    15,913     7,544    17,831     1,074       465 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      256        13      -302      -204        28       119       121      -151         0       -34        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      56.8       4.2      17.1       6.2       0.7      10.7       5.1      12.0       0.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        21         .         5         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    25,629                :
: Positions                                                                                                    :
:   22,100    23,651       720       465       403     1,240         0         0         0       341         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      124       279       -31       465         0         0         0         0         0      -589         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.2      92.3       2.8       1.8       1.6       4.8       0.0       0.0       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        13         .         .         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    84,393                :
: Positions                                                                                                    :
:   63,465    29,129     2,962    31,583     1,991         0     7,625     4,590         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:   -1,149      -205         0      -118        74         0      -162       459         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      34.5       3.5      37.4       2.4       0.0       9.0       5.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        10         .         7         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   166,690                :
: Positions                                                                                                    :
:  145,772    41,528    12,580   114,630       700         0       316     1,230         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:     -313       -59         0      -651         0      -112       316      -232         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      24.9       7.5      68.8       0.4       0.0       0.2       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       23        14         .         8         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    87,761                :
: Positions                                                                                                    :
:   48,256    57,290    24,434    27,530     1,036         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      506       644         0      -651         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      65.3      27.8      31.4       1.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        16         5         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   301,149                :
: Positions                                                                                                    :
:  250,013   144,159    32,025   135,697     9,569         0       303     2,601         0     2,270       436 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:    1,837       548         0     2,843      -428         0      -183        91         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      47.9      10.6      45.1       3.2       0.0       0.1       0.9       0.0       0.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       36        25         4         8         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    89,409                :
: Positions                                                                                                    :
:   53,048    20,963    10,095    25,508    16,005     5,059    10,939     1,880         0       377       456 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:    2,059       -28       642       214         0      -152     1,194       -62    -1,451         0      -444 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      23.4      11.3      28.5      17.9       5.7      12.2       2.1       0.0       0.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       11        11         4         6         6         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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 (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                          :
CFTC Code #0233A6                                                    Open Interest is     9,373                :
: Positions                                                                                                    :
:    7,023     6,747     1,209     1,634        93       744       496         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      248       -62         0        62         0         0       279         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      72.0      12.9      17.4       1.0       7.9       5.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        5        10         .         .         .         .         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    62,416                :
: Positions                                                                                                    :
:   40,363    37,306     5,953     3,340     2,495         0     3,447       799         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      982    -2,951       335    -1,790      -573         0      -975      -658         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      59.8       9.5       5.4       4.0       0.0       5.5       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        11         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   164,644                :
: Positions                                                                                                    :
:  112,437    83,065     8,842    61,350     1,860    28,814     5,334     5,766     5,146     2,480         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:   10,240     3,305     2,077     2,593     1,271    -4,588     3,226     4,464     1,364         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      50.5       5.4      37.3       1.1      17.5       3.2       3.5       3.1       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       19        24         .         5         .         6         .         .         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   162,158                :
: Positions                                                                                                    :
:   64,846   142,105    18,652       868       459    57,183     3,784     5,518    13,981     7,843       155 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:    7,850     5,337     2,796       620       -37    -4,588     1,676     4,216     1,519       -93        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.0      87.6      11.5       0.5       0.3      35.3       2.3       3.4       8.6       4.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       26        28         7         .         .         8         .         .         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    29,472                :
: Positions                                                                                                    :
:   25,676    27,364     1,984     1,333         0       634         0         0       248         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:    1,550     1,519         0       217         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      92.8       6.7       4.5       0.0       2.2       0.0       0.0       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       13        19         .         .         0         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   115,518                :
: Positions                                                                                                    :
:   79,028    89,238    19,727     3,621     1,435         0     6,848         0         0     3,210         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      110       105       174         0         0         0      -428         0         0      -867      -379 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      77.3      17.1       3.1       1.2       0.0       5.9       0.0       0.0       2.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       22        19         .         .         .         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    63,700                :
: Positions                                                                                                    :
:   37,905    48,947    16,296     8,094       214     2,878         0     1,411       119         0       848 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:        0       -31         0         0         0      -275         0        43       119      -729       132 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.5      76.8      25.6      12.7       0.3       4.5       0.0       2.2       0.2       0.0       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        10         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   114,946                :
: Positions                                                                                                    :
:   94,244    51,901     1,943    41,249     7,181         0     3,290       912       373         0     1,552 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      895       657       124      -403      -124         0     1,179      -238       200         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.0      45.2       1.7      35.9       6.2       0.0       2.9       0.8       0.3       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       19        21         .         5         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    90,697                :
: Positions                                                                                                    :
:   57,309    73,995    23,233     7,307     2,605     1,080         0     1,022       173         0       658 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      241       589         0         0         0        35         0        90       124         0       -68 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.2      81.6      25.6       8.1       2.9       1.2       0.0       1.1       0.2       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        13         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    24,008                :
: Positions                                                                                                    :
:   15,655    19,840     1,346         0     2,388     3,782         0         0         0       341         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:     -558         0         0         0         0      -372         0         0         0      -682         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      82.6       5.6       0.0       9.9      15.8       0.0       0.0       0.0       1.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        7        14         .         0         .         .         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   119,392                :
: Positions                                                                                                    :
:  100,917    99,353     1,862     4,863     8,771         0     1,043     1,030         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      83.2       1.6       4.1       7.3       0.0       0.9       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        11         .         .         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   282,778                :
: Positions                                                                                                    :
:  226,863    73,825    11,424   148,477    22,384     5,146    29,311     1,970         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:    3,088    -2,699         0       852      -644     1,779     5,723      -675      -807         0      -973 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      26.1       4.0      52.5       7.9       1.8      10.4       0.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        15         .        11         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    30,417                :
: Positions                                                                                                    :
:   22,245    27,763     2,666     1,786         0     4,340         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:     -161        87         0       -62         0       310         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      91.3       8.8       5.9       0.0      14.3       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        12         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SONAT - TIER 1 POOL (ZONE 0) - ICE FUTURES ENERGY DIV   2500 mmbtu                                             :
CFTC Code #0233C1                                                    Open Interest is    40,697                :
: Positions                                                                                                    :
:   33,109    32,087     4,922     8,393       186         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:     -944    -1,161         0       248         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      78.8      12.1      20.6       0.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        15         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    44,744                :
: Positions                                                                                                    :
:   20,355    39,536    19,658       279     2,263       837         0         0       248     1,364        31 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:    2,785     1,259    -2,661       -62         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.5      88.4      43.9       0.6       5.1       1.9       0.0       0.0       0.6       3.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        14         4         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   245,369                :
: Positions                                                                                                    :
:  166,068   167,806    47,806    19,649    12,246     1,943     4,214     3,416     5,335    32,249       266 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:    1,807     1,545       362       710       -99        56         0       200       -93         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      68.4      19.5       8.0       5.0       0.8       1.7       1.4       2.2      13.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       28        25         6         .         6         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    87,713                :
: Positions                                                                                                    :
:   47,097    79,823    26,582     2,810         0         0         0         0     9,455         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      -93       -93         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.7      91.0      30.3       3.2       0.0       0.0       0.0       0.0      10.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        17         .         .         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    83,221                :
: Positions                                                                                                    :
:   31,115    68,204    39,392     5,442     6,276         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.4      82.0      47.3       6.5       7.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        12         7         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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 PIPELINE CORP. - ZONE 6 (NY) - ICE FUTURES ENERGY DIV   2500 mmbtu                        :
CFTC Code #0233CY                                                    Open Interest is    26,242                :
: Positions                                                                                                    :
:    7,221    20,525    15,094     3,596         0         0         0         0     3,164       496         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      -62      -298         0      -279         0         0         0         0      -124         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.5      78.2      57.5      13.7       0.0       0.0       0.0       0.0      12.1       1.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        5        10         4         .         0         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    93,726                :
: Positions                                                                                                    :
:   61,290    49,129    16,212    30,184     2,596         0     2,741     1,351         0     4,578         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      194       -10         0         0         0         0       120        35         0        62         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      52.4      17.3      32.2       2.8       0.0       2.9       1.4       0.0       4.9       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        15         .         .         .         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    17,281                :
: Positions                                                                                                    :
:   16,072    12,289       372     1,426         0       589     1,085         0         0       465         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      -93       -62         0         0         0         0       217         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.0      71.1       2.2       8.3       0.0       3.4       6.3       0.0       0.0       2.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       10        14         .         .         0         .         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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 1,291,380                :
: Positions                                                                                                    :
:  136,559   225,847   170,164    22,125   111,874   316,656   179,576   309,686    25,372   267,504   148,860 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:   -6,165    -1,201    -1,460       393    -4,923     9,986     7,996     4,700     1,143    -4,128    -4,230 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.6      17.5      13.2       1.7       8.7      24.5      13.9      24.0       2.0      20.7      11.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   302                     :
:       38        33        20        13        25        94        35        67        41        47        55 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   428,655                :
: Positions                                                                                                    :
:   74,774    60,365    12,520    59,901   106,097    19,656     7,237    17,855   138,576   119,141    55,717 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:   -4,562    -6,709     3,387     4,197   -12,896       116     4,055    -7,447    -6,630    -5,911    -3,372 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.4      14.1       2.9      14.0      24.8       4.6       1.7       4.2      32.3      27.8      13.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       15        15         4        13        15         7         .        13        15         8        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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 FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                       :
CFTC Code #023A56                                                    Open Interest is    60,356                :
: Positions                                                                                                    :
:    9,292     6,532    20,766     4,716    12,587     2,680     7,335     3,763     1,367    16,584     5,666 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:    1,602      -379    -3,383       -63      -450      -597      -724       111    -2,519    -4,646    -1,678 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.4      10.8      34.4       7.8      20.9       4.4      12.2       6.2       2.3      27.5       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        4         4         5         .         8         .         .         .         .         5         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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 2,434,922                :
: Positions                                                                                                    :
:  289,498   349,729    21,202   807,224   575,221   276,673    68,118   412,556   640,621     6,022   178,723 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:  -29,100   -34,788     6,739   -44,277   -25,261   -20,688    -3,988   -13,133   -27,793        95   -38,696 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      14.4       0.9      33.2      23.6      11.4       2.8      16.9      26.3       0.2       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   124                     :
:       44        40         7        20        25        15         7        19        17         7        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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   795,157                :
: Positions                                                                                                    :
:  198,488    74,028   215,928   125,926   211,050    18,992   142,410    48,062    13,569   104,176    83,690 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:  -18,305       -33    11,411    -7,995   -10,872     1,856     1,873   -21,870    -4,997    -4,562   -16,588 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     25.0       9.3      27.2      15.8      26.5       2.4      17.9       6.0       1.7      13.1      10.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       12        12        19         .        18         7        12        11         7        14        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 2013          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PROPANE NON-LDH MT BEL SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665G                                                    Open Interest is     2,494                :
: Positions                                                                                                    :
:    1,877     1,873       144        33        72         0         0         0       250         0         0 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      75.1       5.8       1.3       2.9       0.0       0.0       0.0      10.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         8         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    22,477                :
: Positions                                                                                                    :
:   19,825    17,686       730     3,045       638         0         0       480       377       136       219 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      294       429       135         0       -45         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.2      78.7       3.2      13.5       2.8       0.0       0.0       2.1       1.7       0.6       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       32        30         .         4         6         0         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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    15,157                :
: Positions                                                                                                    :
:   13,033    10,330       616     2,275     1,022         0         0         0       187       975       142 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:       55        55        20       -35         0         0         0         0       -30         0        25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.0      68.2       4.1      15.0       6.7       0.0       0.0       0.0       1.2       6.4       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       27        22         .         4         5         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of December 31, 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     5,721                :
: Positions                                                                                                    :
:    2,949     3,495     2,104       823       391         0         0         0        20       534        82 :
:                                                                                                              :
: Changes from:     December 24, 2013                                                                          :
:      180        95         0        20         0         0         0         0         0        65         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      61.1      36.8      14.4       6.8       0.0       0.0       0.0       0.3       9.3       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        11         4         .         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated January 6, 2014