Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 5,753,914                :
: Positions                                                                                                    :
:1,973,899 1,394,834   227,213 1,643,117   731,396   946,513    76,927 1,070,328   122,049   166,794   656,854 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:  -83,080   -65,633    10,082  -118,586    -4,867    -6,444    19,952   -20,736   -18,537    68,360   -97,405 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.3      24.2       3.9      28.6      12.7      16.4       1.3      18.6       2.1       2.9      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   227                     :
:      110       105        10        24        31        26        11        30        20        17        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 3,593,271                :
: Positions                                                                                                    :
:  615,054   704,230    73,393    79,534 1,149,900    68,440    26,982   656,051    89,783    35,334   939,419 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:  -18,361   -33,721   -10,015    29,368   -84,738     1,201       118  -137,016    19,161    -4,113   -91,152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.1      19.6       2.0       2.2      32.0       1.9       0.8      18.3       2.5       1.0      26.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   109                     :
:       39        39         9        11        20        13         8        17        17         7        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   268,286                :
: Positions                                                                                                    :
:  143,595   181,720    45,253    39,824    30,114    18,890     1,337     6,448     4,167       366     1,640 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:   -3,204     5,927       309    -6,255     3,488     2,444       451     1,081       650       177      -245 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      67.7      16.9      14.8      11.2       7.0       0.5       2.4       1.6       0.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       29        27         4         .         6         4         .         5         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   183,088                :
: Positions                                                                                                    :
:  123,568   105,709    24,096    46,118    22,349     3,085         0     2,474     1,783       455     2,425 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:      823     1,561    -1,085      -232      -100       858         0        68       540         0      -207 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      57.7      13.2      25.2      12.2       1.7       0.0       1.4       1.0       0.2       1.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       26        26         .         9         9         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   226,313                :
: Positions                                                                                                    :
:  148,503    97,077     7,601    67,362    46,689     9,761     1,926     2,840       407     2,317     2,140 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:   10,273      -220    -4,301     3,034     4,045      -645     1,926       442      -535     1,750       -88 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      42.9       3.4      29.8      20.6       4.3       0.9       1.3       0.2       1.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       21        21         4        10        10         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   834,338                :
: Positions                                                                                                    :
:  706,758   207,592     5,628   504,846   110,090         0     2,938     4,071       310       407       703 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:   17,360    -5,601      -824    21,739     2,659         0      -151      -841      -124        -1       -92 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      24.9       0.7      60.5      13.2       0.0       0.4       0.5       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       39        27         4        15        16         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   255,682                :
: Positions                                                                                                    :
:  151,064   219,882    83,798    15,278     6,196     2,648         0     1,398       864         0       818 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:    3,489     6,898     2,993       428    -1,740       816    -1,310      -253       864      -407       -77 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.1      86.0      32.8       6.0       2.4       1.0       0.0       0.5       0.3       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        28         .         4         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   248,017                :
: Positions                                                                                                    :
:  181,858   142,720    19,967    91,843     3,486    30,722         0     1,874     2,144       372     1,655 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:   12,692     8,965       -60    10,488        93     5,870      -396    -1,412       252         0        89 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.3      57.5       8.1      37.0       1.4      12.4       0.0       0.8       0.9       0.1       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       27        32         4        10        10         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    97,745                :
: Positions                                                                                                    :
:   54,356    37,667    24,874    42,210     4,626     4,617       555     2,146     1,517       721       509 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:   -3,536    -2,347       -67       -91         1     2,060       217    -1,392       645        61      -552 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.6      38.5      25.4      43.2       4.7       4.7       0.6       2.2       1.6       0.7       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        15         .         6         4         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   173,877                :
: Positions                                                                                                    :
:  107,657   106,876    30,975    32,353     8,105     6,942    12,271     7,652     2,845         0       151 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:    1,415      -470      -314       395       244       600     2,508      -281      -340         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      61.5      17.8      18.6       4.7       4.0       7.1       4.4       1.6       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       24        23         .         4         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    72,953                :
: Positions                                                                                                    :
:   54,092    14,210     4,430    30,047     6,950         0    13,260       337     1,823         0        86 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:    1,100     1,569         0      -276       214         0       221         0       102         0       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      19.5       6.1      41.2       9.5       0.0      18.2       0.5       2.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        13         .         6         4         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   162,459                :
: Positions                                                                                                    :
:  152,916    51,494       725   103,207       762     1,005       610     2,623         0         0         0 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:    3,623     3,846         0     1,011      -100    -1,776      -922       553         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.1      31.7       0.4      63.5       0.5       0.6       0.4       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        23         .        10         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    81,986                :
: Positions                                                                                                    :
:   56,984    58,012     9,820    17,850       992         0         0         0         0       648         0 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:    2,626     3,704         0     1,988       372         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      70.8      12.0      21.8       1.2       0.0       0.0       0.0       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        13         .         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   342,849                :
: Positions                                                                                                    :
:  274,924   193,779    26,300   117,855    17,964         0     6,263     2,236    13,739       472     1,154 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:  -44,098     8,287    15,634   -34,691     9,835         0      -379       -27       306      -237       -98 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      56.5       7.7      34.4       5.2       0.0       1.8       0.7       4.0       0.1       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       34        31         4         9         5         0         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    89,734                :
: Positions                                                                                                    :
:   57,896    33,331     5,841    33,408    12,094     7,428         0     1,842       282         0     1,269 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:     -110     2,494       -31    -1,865      -656     2,027         0       -58      -980         0       482 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      37.1       6.5      37.2      13.5       8.3       0.0       2.1       0.3       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        15         .         8         9         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    70,087                :
: Positions                                                                                                    :
:   47,421    45,124     6,191     4,422     4,810         0     5,104     1,052       506       434       718 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:    4,347     2,503     1,877     1,835     1,041         0      -876        20        62         0      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      64.4       8.8       6.3       6.9       0.0       7.3       1.5       0.7       0.6       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       10        14         4         .         6         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   186,783                :
: Positions                                                                                                    :
:  160,771    79,844     6,263    91,602     1,020    15,483     9,672       797     1,240         0         0 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:    6,862    19,862     2,539    -3,234      -412    11,127     4,216      -527         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      42.7       3.4      49.0       0.5       8.3       5.2       0.4       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       20        28         5         6         .         4         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   158,337                :
: Positions                                                                                                    :
:  116,515   134,556    10,236     2,693     1,381    25,806    17,608       797     2,666         0         0 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:   26,192    39,099     5,041    -1,135       273    11,251     4,216      -527         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      85.0       6.5       1.7       0.9      16.3      11.1       0.5       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       24        32         6         .         .         6         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    49,435                :
: Positions                                                                                                    :
:   46,026    42,945     2,852     6,087         0         0         0         0       496         0         0 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:    2,790     3,224       992     1,054         0         0         0         0       496         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      86.9       5.8      12.3       0.0       0.0       0.0       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       17        25         .         4         0         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   145,530                :
: Positions                                                                                                    :
:  118,563   121,061    10,296     7,468     6,860         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:   10,559     2,528    -6,549     2,811     1,743         0         0         0      -787         0      -237 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.5      83.2       7.1       5.1       4.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       25        20         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 INDEX: ALGONQUIN CITY GATES - ICE FUTURES ENERGY DIV   mmbtu                                       :
CFTC Code #0233AW                                                    Open Interest is    19,178                :
: Positions                                                                                                    :
:   15,607    14,358         0     1,986     1,780         0       217         0         0       248         0 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:    1,085       372      -602       266       571         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      74.9       0.0      10.4       9.3       0.0       1.1       0.0       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10         9         0         4         4         0         .         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    73,410                :
: Positions                                                                                                    :
:   45,904    58,553    19,559     6,817     1,129     1,515         0     2,000         0         0         0 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:      677     1,885         0       248      -186       401         0      -342         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.5      79.8      26.6       9.3       1.5       2.1       0.0       2.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        14         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   111,803                :
: Positions                                                                                                    :
:   91,956    55,821     7,492    43,429     3,431         0     3,173     1,005         0     2,253       354 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:     -560    -3,258      -220       321     1,392         0     2,418      -124         0       -62         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.2      49.9       6.7      38.8       3.1       0.0       2.8       0.9       0.0       2.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        18         .         4         4         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   106,223                :
: Positions                                                                                                    :
:   84,098    81,348    13,796    14,568       302       526         0     1,280       646         0     1,050 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:    5,373     4,308       188       304       274      -601         0       248       646         0     1,050 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.2      76.6      13.0      13.7       0.3       0.5       0.0       1.2       0.6       0.0       1.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        16         .         .         .         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) - ICE FUTURES ENERGY DIV   2500 mmbtu                             :
CFTC Code #0233BC                                                    Open Interest is    67,766                :
: Positions                                                                                                    :
:   24,571    44,002    34,221    15,974     1,128       188     1,033     1,536         0         0         0 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:      298     1,613       300      -430       122       188      -180       333         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.3      64.9      50.5      23.6       1.7       0.3       1.5       2.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        10         6         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    20,861                :
: Positions                                                                                                    :
:   18,418    17,484     1,333     2,017       122         0         0         0         0       279       341 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.3      83.8       6.4       9.7       0.6       0.0       0.0       0.0       0.0       1.3       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8        11         .         .         .         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   125,391                :
: Positions                                                                                                    :
:   98,658    88,653     5,556    17,300    13,462       128         0     2,128         0       333       253 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:   -5,399       305     1,231    -5,010     3,412       128      -314      -183      -218       333         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      70.7       4.4      13.8      10.7       0.1       0.0       1.7       0.0       0.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        15         4         4         4         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   314,745                :
: Positions                                                                                                    :
:  267,693   100,576     6,453   176,677    17,209     7,138     8,509     5,267     1,554       716     1,083 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:    2,328     5,593     1,310    -3,620       316    -3,234    -2,247     4,113      -400      -453        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      32.0       2.1      56.1       5.5       2.3       2.7       1.7       0.5       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       30        20         .        13         5         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE EASTERN- POOL GAS (INDEX) - ICE FUTURES ENERGY DIV   2500 mmbtu                                      :
CFTC Code #0233BM                                                    Open Interest is    19,491                :
: Positions                                                                                                    :
:   18,375    14,686       527     3,875         0         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.3      75.3       2.7      19.9       0.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        10         .         .         0         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    41,498                :
: Positions                                                                                                    :
:   28,399    37,657     8,551     1,836        93     1,860         0         0       465        31       620 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:      122       277      -186        31        62       310         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      90.7      20.6       4.4       0.2       4.5       0.0       0.0       1.1       0.1       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        17         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    55,885                :
: Positions                                                                                                    :
:   23,877    50,244    27,088       678     3,444         0         0         0         0       589         0 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:    3,344     3,468       713       678         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.7      89.9      48.5       1.2       6.2       0.0       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        16         5         .         .         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   225,394                :
: Positions                                                                                                    :
:  146,910   172,228    37,735         0    14,792     8,221     7,791     3,731     7,094    23,098       423 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:    4,637     7,898     2,295    -1,653     2,231      -632       117       420     1,044       596       240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      76.4      16.7       0.0       6.6       3.6       3.5       1.7       3.1      10.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       24        28         8         0         7         .         4         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    81,862                :
: Positions                                                                                                    :
:   63,929    67,131         0     7,959       755     8,104         0     3,158         0         0         0 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:    5,445     3,610    -2,571       609      -151     1,311         0      -153         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      82.0       0.0       9.7       0.9       9.9       0.0       3.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17        14         0         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    94,453                :
: Positions                                                                                                    :
:   46,561    78,716    37,115     4,025     7,732         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:      344     1,664     1,220         0      -428         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.3      83.3      39.3       4.3       8.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        16         8         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    93,249                :
: Positions                                                                                                    :
:   60,495    53,966    22,106    16,895     2,273         0    16,074       856       915         0         0 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:   -2,536     2,132       179    -3,664        62         0      -221      -154         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      57.9      23.7      18.1       2.4       0.0      17.2       0.9       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        19         4         .         .         0         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 1,402,745                :
: Positions                                                                                                    :
:  166,536   234,378   210,606    51,927   138,401   269,922   275,490   305,018    46,759   154,247   200,045 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:   -5,634    -4,914     9,887    -1,490    -5,437    -1,124    20,292   -11,879    14,528     2,352   -39,299 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      16.7      15.0       3.7       9.9      19.2      19.6      21.7       3.3      11.0      14.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   309                     :
:       39        38        21        14        28        63        67        74        42        43        72 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,274,526                :
: Positions                                                                                                    :
:  149,569   158,805    42,595    96,825   559,779    60,270     4,886   174,679    32,305    26,864   251,170 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:  -12,095   -10,714     3,610     6,742   -28,295    -4,467       616   -21,536     4,710    -4,799   -18,444 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.7      12.5       3.3       7.6      43.9       4.7       0.4      13.7       2.5       2.1      19.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   139                     :
:       36        31         8        19        26        27        12        27        27         9        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   371,362                :
: Positions                                                                                                    :
:   66,986    67,710     3,715    39,632    87,455    38,291     4,871    17,021    79,333    78,010    70,813 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:   -6,743    -1,656       -35     1,842    -6,236     4,321      -726    -6,834    -3,439    -5,868    -4,190 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.0      18.2       1.0      10.7      23.5      10.3       1.3       4.6      21.4      21.0      19.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       14        16         4        12        16         6         .        11         9         8        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    77,069                :
: Positions                                                                                                    :
:   10,278    12,755       527     3,524     3,221    15,987    10,415    18,267     3,928     3,682    24,556 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:     -993      -380       -95      -707      -549    -3,584    -2,357       514     2,150       657    -1,390 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.3      16.5       0.7       4.6       4.2      20.7      13.5      23.7       5.1       4.8      31.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       11        16         .         4         5         8         8        14         4         5         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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 2,610,108                :
: Positions                                                                                                    :
:  393,851   419,558    27,377   836,193   552,786   306,642    56,836   486,096   578,084    10,204   230,707 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:  -26,380   -29,013     2,688   -34,100    -7,912   -16,976     5,711    -7,388   -15,581     1,744   -24,767 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.1      16.1       1.0      32.0      21.2      11.7       2.2      18.6      22.1       0.4       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   146                     :
:       57        56         .        24        27        18         7        22        19         7        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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   946,999                :
: Positions                                                                                                    :
:  166,691    96,830   218,723   144,416   282,908    22,195    44,005   108,692    14,278   137,159   128,853 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:  -11,428    -6,153    18,230    16,337   -39,108    -2,110   -21,759    -7,069   -10,728     6,209    -9,286 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.6      10.2      23.1      15.2      29.9       2.3       4.6      11.5       1.5      14.5      13.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    86                     :
:       16        16        17         6        22         9        11        14         9        16        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    25,037                :
: Positions                                                                                                    :
:   22,272    20,083        68     2,871     1,137         0         0       120       882       130       125 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:      334       531        25      -174        79         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      80.2       0.3      11.5       4.5       0.0       0.0       0.5       3.5       0.5       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       30        29         .         5         7         0         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 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    14,129                :
: Positions                                                                                                    :
:   11,835    11,082       568       940     1,104         0         0         0       260       386       216 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:      182       224         0       -30         0         0         0         0         0        18       -17 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      78.4       4.0       6.7       7.8       0.0       0.0       0.0       1.8       2.7       1.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       21        18         .         4         6         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 30, 2013              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,583                :
: Positions                                                                                                    :
:    3,722     4,770     4,212     3,490       163         0         0         0       885       847       194 :
:                                                                                                              :
: Changes from:     July 23, 2013                                                                              :
:       69        65       -15        75         0         0         0         0         0       -65         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.8      49.8      44.0      36.4       1.7       0.0       0.0       0.0       9.2       8.8       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        12         .         5         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------



Updated August 2, 2013