```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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   895,803                :
: Positions                                                                                                    :
:   94,366   116,510   135,512    76,646   126,142   127,110   151,093   239,603     9,087    57,951    87,211 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:  -13,115    -8,977    -1,695    -4,703    -6,489     7,319    -3,810    -4,926    -1,496    12,791    -7,002 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.5      13.0      15.1       8.6      14.1      14.2      16.9      26.7       1.0       6.5       9.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   267                     :
:       57        48        21        12        25        48        43        63        22        47        57 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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    69,070                :
: Positions                                                                                                    :
:   51,698    32,536       162    19,571     6,806     3,093         0     1,148         0         0         0 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:      -13       -53         0         0         0       -20         0      -376         0       -98      -102 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      47.1       0.2      28.3       9.9       4.5       0.0       1.7       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 22, 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    79,028                :
: Positions                                                                                                    :
:   43,783    45,528    14,757    11,332     6,957     1,903     2,869       400         0         0         0 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:       99       501       582         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.4      57.6      18.7      14.3       8.8       2.4       3.6       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 22, 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    82,918                :
: Positions                                                                                                    :
:   45,673    39,140    15,995    30,549     7,187         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:      151         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      47.2      19.3      36.8       8.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        14         .         5         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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    98,466                :
: Positions                                                                                                    :
:   55,470    65,791    16,967    18,936     3,792     7,847        53     3,171         0         0         0 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:    3,224     8,083     3,264     1,642      -670     3,594        53      -985         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      66.8      17.2      19.2       3.9       8.0       0.1       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       18        17         .         6         4         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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    99,012                :
: Positions                                                                                                    :
:   78,515    44,261     7,361    34,773       955       583     4,168     4,956         0         0         0 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:      455     1,189         0         0         0       583    -2,129       621         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.3      44.7       7.4      35.1       1.0       0.6       4.2       5.0       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 22, 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    98,623                :
: Positions                                                                                                    :
:   51,196    29,013    12,983    48,201     6,705    11,972     2,770     4,199         0         0         0 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:      181       160         7       -24      -435       348       428       409         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9      29.4      13.2      48.9       6.8      12.1       2.8       4.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        16         4         6         4         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 1,683,653                :
: Positions                                                                                                    :
:  319,113   309,990   129,176    84,765   623,524    24,218    82,423   222,059    29,366    24,089   331,085 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:    5,147     3,147       486    -1,240     1,738     2,920     1,916     3,553     1,300     6,084     7,273 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.0      18.4       7.7       5.0      37.0       1.4       4.9      13.2       1.7       1.4      19.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   131                     :
:       39        39         4        18        22        17        21        28        17        14        28 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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    97,249                :
: Positions                                                                                                    :
:   63,746    67,787    29,745    21,924       480         0     1,800         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:    2,060    -2,444    -2,920     3,044      -124         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.5      69.7      30.6      22.5       0.5       0.0       1.9       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        12         .         5         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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   214,328                :
: Positions                                                                                                    :
:  121,117   135,622    50,775    38,821    19,105     6,386     9,191     5,203         0         0         0 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:      933     2,924       833         0      -480        13      -778       932         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      63.3      23.7      18.1       8.9       3.0       4.3       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       28        27         9         4        10         5         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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   151,051                :
: Positions                                                                                                    :
:   70,885    87,932    50,283    39,931    12,698     1,346     1,860     3,385         0         0         0 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:    1,882     1,844     1,469         0        -0       592     1,336       366         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.9      58.2      33.3      26.4       8.4       0.9       1.2       2.2       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 22, 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   237,386                :
: Positions                                                                                                    :
:  140,750    98,755    21,902    79,293    36,935     8,174       950    10,923         0         0         0 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:   -1,470     3,065       239    -3,037     2,655       -11       -71    -3,308         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      41.6       9.2      33.4      15.6       3.4       0.4       4.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       22        21         5        10        11         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 2,953,334                :
: Positions                                                                                                    :
:  802,676   582,349    81,894   884,134   461,873   516,199    58,085   707,103   130,488    21,918   215,166 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:    4,761    20,987     4,613    76,441    -2,926    58,166   -13,444    28,850       932   -17,900    39,346 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.2      19.7       2.8      29.9      15.6      17.5       2.0      23.9       4.4       0.7       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   189                     :
:       79        72         9        20        27        24        17        35        22         4        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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 1,026,291                :
: Positions                                                                                                    :
:  212,638   280,079   318,050   204,350   139,125    93,715   145,631    75,161    59,786    55,192   124,224 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:    7,089    12,197    -3,420    -7,099     8,915     8,111    15,185     6,988    21,004    12,082    10,310 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.7      27.3      31.0      19.9      13.6       9.1      14.2       7.3       5.8       5.4      12.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   100                     :
:       21        20        15         6        20        13        11        17        21        10        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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    22,047                :
: Positions                                                                                                    :
:   17,368    14,160       935     4,922     1,913       142         0        21         0         0         0 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:    5,788     4,670       -47     1,850       664       142       -63       -77         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      64.2       4.2      22.3       8.7       0.6       0.0       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       24        24         .         7         5         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 22, 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    14,602                :
: Positions                                                                                                    :
:    9,152     8,826     2,283     2,768     2,305         0       137       215         0         0         0 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:    4,136     4,689     2,175     2,354       815         0      -114       215         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.7      60.4      15.6      19.0      15.8       0.0       0.9       1.5       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 22, 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     8,984                :
: Positions                                                                                                    :
:    5,279     5,567       383     1,560       920         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 15, 2009                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.8      62.0       4.3      17.4      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         .         4         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated December 28, 2009