```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             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   (10,000 MMBTU'S)                                                  :
CFTC Code #023651                                                    Open Interest is   881,937                :
: Positions                                                                                                    :
:   89,258   111,347   134,497    76,411   124,783   132,752   159,977   234,211     8,517    53,796    83,170 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:   -5,108    -5,163    -1,015      -234    -1,358     5,642     8,883    -5,392      -569    -4,155    -4,041 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.1      12.6      15.3       8.7      14.1      15.1      18.1      26.6       1.0       6.1       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   253                     :
:       56        47        20        13        23        50        40        61        17        40        49 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                            :
CFTC Code #02365A                                                    Open Interest is    69,502                :
: Positions                                                                                                    :
:   52,130    32,878       162    19,571     6,806     3,003         0     1,238         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:      432       342         0         0         0       -90         0        90         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      47.3       0.2      28.2       9.8       4.3       0.0       1.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        15         .         4         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                                :
CFTC Code #02365C                                                    Open Interest is    77,456                :
: Positions                                                                                                    :
:   43,783    43,956    13,185    11,332     6,957     1,903     2,869       400         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:        0    -1,572    -1,572         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      56.7      17.0      14.6       9.0       2.5       3.7       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        18         4         4         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                                :
CFTC Code #02365D                                                    Open Interest is    83,188                :
: Positions                                                                                                    :
:   46,396    39,108    16,851    30,549     7,187         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:      723       -32       856         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.8      47.0      20.3      36.7       8.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        14         .         5         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                         :
CFTC Code #02365G                                                    Open Interest is    97,444                :
: Positions                                                                                                    :
:   54,670    65,391    17,269    18,967     3,792     8,022         0     2,479         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:     -800      -400       302        31         0       175       -53      -692         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.1      67.1      17.7      19.5       3.9       8.2       0.0       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        18         .         6         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                        :
CFTC Code #02365K                                                    Open Interest is    99,032                :
: Positions                                                                                                    :
:   78,515    44,261     7,361    34,773       955       665     4,168     4,894         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:        0         0         0         0         0        82         0       -62         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      44.7       7.4      35.1       1.0       0.7       4.2       4.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       13        15         .         6         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                               :
CFTC Code #02365O                                                    Open Interest is    99,885                :
: Positions                                                                                                    :
:   52,601    29,012    12,983    48,450     6,705    10,955     2,598     5,149         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:    1,405        -1         0       249         0    -1,017      -172       950         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.7      29.0      13.0      48.5       6.7      11.0       2.6       5.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        16         4         6         4         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             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   (10,000 MMBTU'S)                                :
CFTC Code #02365U                                                    Open Interest is 1,556,341                :
: Positions                                                                                                    :
:  289,496   281,522   116,156    79,539   592,315    25,708    78,358   201,372    26,910    18,458   299,093 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:  -29,617   -28,468   -13,020    -5,227   -31,209     1,491    -4,065   -20,686    -2,456    -5,630   -31,992 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.6      18.1       7.5       5.1      38.1       1.7       5.0      12.9       1.7       1.2      19.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   121                     :
:       32        34         4        17        21        19        18        27        15        13        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             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 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                          :
CFTC Code #035652                                                    Open Interest is   100,366                :
: Positions                                                                                                    :
:   67,217    66,930    29,745    25,898       480         0     1,800         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:    3,471      -857         0     3,974         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.0      66.7      29.6      25.8       0.5       0.0       1.8       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        13         .         5         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             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 CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                    :
CFTC Code #035653                                                    Open Interest is   214,603                :
: Positions                                                                                                    :
:  121,240   135,529    50,963    38,821    19,321     6,393     9,236     5,346         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:      123       -93       188         0       216         7        45       143         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      63.2      23.7      18.1       9.0       3.0       4.3       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       29        27        10         4        11         5         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                    :
CFTC Code #035654                                                    Open Interest is   151,767                :
: Positions                                                                                                    :
:   70,939    88,288    50,296    39,931    12,698     1,774     2,031     3,605         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:       54       356        13         0         0       428       170       220         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.7      58.2      33.1      26.3       8.4       1.2       1.3       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        14         7         5         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                          :
CFTC Code #035655                                                    Open Interest is   237,812                :
: Positions                                                                                                    :
:  140,713    99,065    21,023    79,642    37,662     9,012         0    10,881         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:      -37       310      -879       349       727       838      -950       -42         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      41.7       8.8      33.5      15.8       3.8       0.0       4.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        21         4        11        11         4         0         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             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   (2,500 MMBTU'S)                                                :
CFTC Code #03565B                                                    Open Interest is 3,057,250                :
: Positions                                                                                                    :
:  842,656   625,813    87,619   905,995   475,841   529,471    60,855   733,892   134,716    19,226   215,464 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:   39,980    43,464     5,725    21,861    13,968    13,272     2,770    26,789     4,228    -2,692       298 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.6      20.5       2.9      29.6      15.6      17.3       2.0      24.0       4.4       0.6       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   190                     :
:       83        72         8        21        27        24        17        34        22         4        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             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   (2,500 MMBTU'S)                                :
CFTC Code #03565C                                                    Open Interest is   889,416                :
: Positions                                                                                                    :
:  185,916   249,981   332,914   196,684   102,631    75,305   140,746    44,869    47,125    55,784    95,447 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:  -26,722   -30,098    14,864    -7,666   -36,494   -18,410    -4,885   -30,292   -12,661       592   -28,777 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.9      28.1      37.4      22.1      11.5       8.5      15.8       5.0       5.3       6.3      10.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    91                     :
:       19        19        15         5        17        12        11        17        13        13        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             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 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is    22,216                :
: Positions                                                                                                    :
:   17,832    14,744       980     4,996     2,160       292         0        21         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:      464       584        45        74       247       150         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.3      66.4       4.4      22.5       9.7       1.3       0.0       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       25        24         .         7         5         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             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 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665Q                                                    Open Interest is    14,659                :
: Positions                                                                                                    :
:    9,239     8,873     2,283     2,763     2,310         0       182       245         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:       87        47         0        -5         5         0        45        30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      60.5      15.6      18.8      15.8       0.0       1.2       1.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        16         .         5         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 29, 2009          
:                                             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 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,503                :
: Positions                                                                                                    :
:    5,574     5,567       659     1,120       973         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 22, 2009                                                                          :
:      295         0       276      -440        53         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      58.6       6.9      11.8      10.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       19        13         .         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 7, 2010