NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                                                                                               Code-023391
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :2500 MMBtus                                                                                                             :
     :          :    Positions                                                                                                           :
All  : 5,434,851: 1,842,126  1,361,047    324,344  1,640,450    626,969    741,935     53,824    882,268    238,879     62,791    753,892:   24,438    53,610
Old  : 5,434,851: 1,842,126  1,361,047    324,344  1,640,450    626,969    741,935     53,824    882,268    238,879     62,791    753,892:   24,438    53,610
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :   153,416:    41,576     65,576      6,284     45,992    -24,548     57,383      7,133     11,662     36,101     -6,087     30,618:   -5,660    23,070
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      33.9       25.0        6.0       30.2       11.5       13.7        1.0       16.2        4.4        1.2       13.9:      0.4       1.0
Old  :     100.0:      33.9       25.0        6.0       30.2       11.5       13.7        1.0       16.2        4.4        1.2       13.9:      0.4       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       228:       112        106         12         24         32         22         12         26         22         17         32:
Old  :       228:       112        106         12         24         32         22         12         26         22         17         32:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       23.6       38.2       40.2       13.3       20.8       21.5       29.0
Old  :                 22.3       23.6       38.2       40.2       13.3       20.8       21.5       29.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                  Code-023393
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   320,137:   198,027    228,822     64,861     46,609     20,968      5,901      1,537      6,761        584      1,306      3,597:   19,438    10,537
Old  :   320,137:   198,027    228,822     64,861     46,609     20,968      5,901      1,537      6,761        584      1,306      3,597:   19,438    10,537
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :    11,243:     7,087      6,199     -1,273      1,203      1,984       -379      1,537        868        584     -1,587        317:    2,055       722
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.9       71.5       20.3       14.6        6.5        1.8        0.5        2.1        0.2        0.4        1.1:      6.1       3.3
Old  :     100.0:      61.9       71.5       20.3       14.6        6.5        1.8        0.5        2.1        0.2        0.4        1.1:      6.1       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        23         24          5          .          6          .          .          .          .          .          4:
Old  :        45:        23         24          5          .          6          .          .          .          .          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.6       63.0       57.9       77.8       28.9       41.6       39.4       50.6
Old  :                 38.6       63.0       57.9       77.8       28.9       41.6       39.4       50.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                 Code-023394
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   159,717:   110,146     98,006     12,117     35,785     19,465      8,413          0      2,003      4,638          0        248:    2,687     4,210
Old  :   159,717:   110,146     98,006     12,117     35,785     19,465      8,413          0      2,003      4,638          0        248:    2,687     4,210
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :     3,514:     2,468      3,199       -218       -445         62      1,179          0        -33        400          0       -186:     -158       917
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       61.4        7.6       22.4       12.2        5.3        0.0        1.3        2.9        0.0        0.2:      1.7       2.6
Old  :     100.0:      69.0       61.4        7.6       22.4       12.2        5.3        0.0        1.3        2.9        0.0        0.2:      1.7       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        19         20          .          8         10          5          0          .          .          0          .:
Old  :        41:        19         20          .          8         10          5          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.6       46.7       60.4       66.8       35.1       41.6       48.3       55.0
Old  :                 42.6       46.7       60.4       66.8       35.1       41.6       48.3       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                   Code-023395
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   245,001:   178,848    128,270     17,300     68,786     31,075     10,762      7,447      1,105          0      2,412          0:    5,911     5,906
Old  :   245,001:   178,848    128,270     17,300     68,786     31,075     10,762      7,447      1,105          0      2,412          0:    5,911     5,906
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :     6,775:     6,039      3,677        388      1,737        -57        580      1,689       -937          0        790          0:      762      -124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.0       52.4        7.1       28.1       12.7        4.4        3.0        0.5        0.0        1.0        0.0:      2.4       2.4
Old  :     100.0:      73.0       52.4        7.1       28.1       12.7        4.4        3.0        0.5        0.0        1.0        0.0:      2.4       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        23         17          .          9          9          .          .          .          0          .          0:
Old  :        42:        23         17          .          9          9          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.9       47.7       74.4       66.3       50.9       40.7       66.8       57.6
Old  :                 54.9       47.7       74.4       66.3       50.9       40.7       66.8       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023396
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   817,358:   629,832    308,949     65,989    397,718     95,634      2,045        520     11,443      1,032        800        495:   10,888     1,799
Old  :   817,358:   629,832    308,949     65,989    397,718     95,634      2,045        520     11,443      1,032        800        495:   10,888     1,799
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :    24,692:    15,579     14,707      8,085      7,687      1,770        643       -350       -483        985        748       -264:   -1,623       877
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.1       37.8        8.1       48.7       11.7        0.3        0.1        1.4        0.1        0.1        0.1:      1.3       0.2
Old  :     100.0:      77.1       37.8        8.1       48.7       11.7        0.3        0.1        1.4        0.1        0.1        0.1:      1.3       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        63:        35         23          7         12         16          .          .          4          .          .          .:
Old  :        63:        35         23          7         12         16          .          .          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       41.8       55.7       62.4       25.1       35.5       41.4       50.4
Old  :                 36.3       41.8       55.7       62.4       25.1       35.5       41.4       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                       Code-023397
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   203,062:   118,466    176,050     61,846      8,231      6,860      2,996      2,225      1,832        354          0        738:    9,970     7,126
Old  :   203,062:   118,466    176,050     61,846      8,231      6,860      2,996      2,225      1,832        354          0        738:    9,970     7,126
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :     2,590:      -600      1,474        416        -48      1,013          0       -570        847        -34          0       -214:    1,162        88
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       86.7       30.5        4.1        3.4        1.5        1.1        0.9        0.2        0.0        0.4:      4.9       3.5
Old  :     100.0:      58.3       86.7       30.5        4.1        3.4        1.5        1.1        0.9        0.2        0.0        0.4:      4.9       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        22         24          .          4          .          .          .          .          .          0          .:
Old  :        40:        22         24          .          4          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       56.3       72.8       78.4       55.4       55.2       68.9       72.5
Old  :                 56.1       56.3       72.8       78.4       55.4       55.2       68.9       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                           Code-023398
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   224,704:   177,711    131,205     31,467     77,172      3,445      3,488      5,375      3,455      1,280          0        382:    3,476     3,670
Old  :   224,704:   177,711    131,205     31,467     77,172      3,445      3,488      5,375      3,455      1,280          0        382:    3,476     3,670
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :    14,774:    13,912     11,026       -589        791        558      2,578      3,877     -2,303        559          0        -34:       93       859
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       58.4       14.0       34.3        1.5        1.6        2.4        1.5        0.6        0.0        0.2:      1.5       1.6
Old  :     100.0:      79.1       58.4       14.0       34.3        1.5        1.6        2.4        1.5        0.6        0.0        0.2:      1.5       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        26         28          .         11          6          .          .          .          .          0          .:
Old  :        53:        26         28          .         11          6          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       26.8       62.8       48.9       36.0       26.7       53.5       47.8
Old  :                 41.2       26.8       62.8       48.9       36.0       26.7       53.5       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                                                                                                          Code-023399
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    92,656:    56,394     36,697     21,535     40,644      1,309      4,280      2,637      3,805        852          0        791:    3,690     6,773
Old  :    92,656:    56,394     36,697     21,535     40,644      1,309      4,280      2,637      3,805        852          0        791:    3,690     6,773
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :     6,774:     4,790      2,258        586       -286        218     -1,654      2,637      2,065        118          0         93:      558      -211
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.9       39.6       23.2       43.9        1.4        4.6        2.8        4.1        0.9        0.0        0.9:      4.0       7.3
Old  :     100.0:      60.9       39.6       23.2       43.9        1.4        4.6        2.8        4.1        0.9        0.0        0.9:      4.0       7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        19         19          .          7          .          .          .          .          .          0          .:
Old  :        37:        19         19          .          7          .          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       46.3       75.5       68.6       55.2       43.0       68.9       59.0
Old  :                 55.7       46.3       75.5       68.6       55.2       43.0       68.9       59.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,201,674:   154,341    172,552    202,833     60,773     98,304    213,966    281,656    232,908     32,340    101,123    203,026:   63,956    51,332
Old  : 1,201,674:   154,341    172,552    202,833     60,773     98,304    213,966    281,656    232,908     32,340    101,123    203,026:   63,956    51,332
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :     1,986:    10,311      6,887     -5,923      4,121      3,427        676    -14,319      4,008    -12,746     -7,380      9,791:   -7,558    -4,549
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.8       14.4       16.9        5.1        8.2       17.8       23.4       19.4        2.7        8.4       16.9:      5.3       4.3
Old  :     100.0:      12.8       14.4       16.9        5.1        8.2       17.8       23.4       19.4        2.7        8.4       16.9:      5.3       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       279:        39         34         20         15         27         60         58         68         35         32         61:
Old  :       279:        39         34         20         15         27         60         58         68         35         32         61:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.3       26.0       31.3       38.6       10.6       15.2       17.3       21.6
Old  :                 19.3       26.0       31.3       38.6       10.6       15.2       17.3       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   209,326:    32,747     30,186      2,713      8,142     59,638     28,440      1,500      2,951     33,726     60,891     40,248:    8,863     5,770
Old  :   209,326:    32,747     30,186      2,713      8,142     59,638     28,440      1,500      2,951     33,726     60,891     40,248:    8,863     5,770
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :    14,228:     1,371      1,331     -4,940       -454      5,937         38      1,250        773      5,435      3,487      1,373:    4,241       531
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       14.4        1.3        3.9       28.5       13.6        0.7        1.4       16.1       29.1       19.2:      4.2       2.8
Old  :     100.0:      15.6       14.4        1.3        3.9       28.5       13.6        0.7        1.4       16.1       29.1       19.2:      4.2       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        11         14          .          7         11          5          .          6          7         11         16:
Old  :        53:        11         14          .          7         11          5          .          6          7         11         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       43.6       53.6       64.3       24.0       26.6       32.1       31.9
Old  :                 33.3       43.6       53.6       64.3       24.0       26.6       32.1       31.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,485,928:   497,366    408,218    116,120    781,322    425,463    293,654     29,140    452,191    337,523     37,533    318,023:   45,588    34,038
Old  : 2,485,928:   497,366    408,218    116,120    781,322    425,463    293,654     29,140    452,191    337,523     37,533    318,023:   45,588    34,038
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :    32,434:   -51,175    -80,987     -6,725     -4,022     10,009    -20,392     -9,621     23,585     21,769     26,201     55,913:     -550    11,356
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.0       16.4        4.7       31.4       17.1       11.8        1.2       18.2       13.6        1.5       12.8:      1.8       1.4
Old  :     100.0:      20.0       16.4        4.7       31.4       17.1       11.8        1.2       18.2       13.6        1.5       12.8:      1.8       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       154:        60         54          .         20         23         22          6         25         19         11         24:
Old  :       154:        60         54          .         20         23         22          6         25         19         11         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.4       25.4       37.6       42.2       15.0       19.1       22.7       27.9
Old  :                 25.4       25.4       37.6       42.2       15.0       19.1       22.7       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   845,768:   123,140    129,828    145,805     77,920    306,648     45,993     67,483     82,256     30,566     74,190    102,013:    9,347     5,430
Old  :   845,768:   123,140    129,828    145,805     77,920    306,648     45,993     67,483     82,256     30,566     74,190    102,013:    9,347     5,430
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :   -96,693:   -46,193     -3,882    -52,127     -5,408     -3,647      6,374    -13,306    -39,135     26,203    -38,343      7,382:    4,450      -354
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      14.6       15.4       17.2        9.2       36.3        5.4        8.0        9.7        3.6        8.8       12.1:      1.1       0.6
Old  :     100.0:      14.6       15.4       17.2        9.2       36.3        5.4        8.0        9.7        3.6        8.8       12.1:      1.1       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        74:        14         14         15          7         18          6         10         11         10         11         17:
Old  :        74:        14         14         15          7         18          6         10         11         10         11         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       34.6       53.8       57.4       13.7       15.2       21.9       22.7
Old  :                 33.2       34.6       53.8       57.4       13.7       15.2       21.9       22.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    29,239:    25,839     24,111        454      2,907      1,984          0          0          0        438          0          0:      524       237
Old  :    29,239:    25,839     24,111        454      2,907      1,984          0          0          0        438          0          0:      524       237
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :       814:     1,059        739         41         75          0          0          0          0          0          0          0:     -286         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.4       82.5        1.6        9.9        6.8        0.0        0.0        0.0        1.5        0.0        0.0:      1.8       0.8
Old  :     100.0:      88.4       82.5        1.6        9.9        6.8        0.0        0.0        0.0        1.5        0.0        0.0:      1.8       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        30         27          .          5          6          0          0          0          .          0          0:
Old  :        43:        30         27          .          5          6          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       47.1       65.6       68.0       42.5       38.3       53.1       51.9
Old  :                 47.3       47.1       65.6       68.0       42.5       38.3       53.1       51.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     7,010:     5,131      4,033          0      2,505        120      1,690          0          0          0          0          0:       69       352
Old  :     7,010:     5,131      4,033          0      2,505        120      1,690          0          0          0          0          0:       69       352
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :       -15:       -15        -45          0         30          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.2       57.5        0.0       35.7        1.7       24.1        0.0        0.0        0.0        0.0        0.0:      1.0       5.0
Old  :     100.0:      73.2       57.5        0.0       35.7        1.7       24.1        0.0        0.0        0.0        0.0        0.0:      1.0       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         11          0          5          .          .          0          0          0          0          0:
Old  :        20:        12         11          0          5          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       52.3       84.7       78.5       47.3       35.2       55.8       49.7
Old  :                 55.9       52.3       84.7       78.5       47.3       35.2       55.8       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    11,000:     8,979      7,517      1,018      1,417        442          0          0          0          0        925         55:      506       644
Old  :    11,000:     8,979      7,517      1,018      1,417        442          0          0          0          0        925         55:      506       644
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :     1,061:       853        639         30        259        -17          0          0          0          0        105         15:      180        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.6       68.3        9.3       12.9        4.0        0.0        0.0        0.0        0.0        8.4        0.5:      4.6       5.9
Old  :     100.0:      81.6       68.3        9.3       12.9        4.0        0.0        0.0        0.0        0.0        8.4        0.5:      4.6       5.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        20         11          .          .          4          0          0          0          0          5          .:
Old  :        31:        20         11          .          .          4          0          0          0          0          5          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       58.0       74.5       78.5       52.2       54.4       63.6       67.0
Old  :                 59.5       58.0       74.5       78.5       52.2       54.4       63.6       67.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, February 26, 2013               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,446:     4,533      4,074      2,954      3,857        198          0          0          0      1,120        648        237:      404       432
Old  :     9,446:     4,533      4,074      2,954      3,857        198          0          0          0      1,120        648        237:      404       432
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 19, 2013                                                                :
     :       492:       -50       -207          0        192          0          0          0          0        402        397        110:       30         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.0       43.1       31.3       40.8        2.1        0.0        0.0        0.0       11.9        6.9        2.5:      4.3       4.6
Old  :     100.0:      48.0       43.1       31.3       40.8        2.1        0.0        0.0        0.0       11.9        6.9        2.5:      4.3       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        14         12          .          5          .          0          0          0          .          .          .:
Old  :        31:        14         12          .          5          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       50.6       73.9       73.2       56.3       50.4       70.0       65.9
Old  :                 56.4       50.6       73.9       73.2       56.3       50.4       70.0       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 1, 2013