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NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(10,000 MMBTU'S)                                                                                                        :
     :          :    Positions                                                                                                           :
All  :   895,803:    94,366    116,510    135,512     76,646    126,142    127,110    151,093    239,603      9,087     57,951     87,211:   76,772    40,647
Old  :   895,803:    94,366    116,510    135,512     76,646    126,142    127,110    151,093    239,603      9,087     57,951     87,211:   76,772    40,647
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :   -37,016:   -13,115     -8,977     -1,695     -4,703     -6,489      7,319     -3,810     -4,926     -1,496     12,791     -7,002:   -9,612   -13,900
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.5       13.0       15.1        8.6       14.1       14.2       16.9       26.7        1.0        6.5        9.7:      8.6       4.5
Old  :     100.0:      10.5       13.0       15.1        8.6       14.1       14.2       16.9       26.7        1.0        6.5        9.7:      8.6       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       267:        57         48         21         12         25         48         43         63         22         47         57:
Old  :       267:        57         48         21         12         25         48         43         63         22         47         57:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.9       38.7       40.1       51.0       14.7       20.4       19.4       25.5
Old  :                 27.9       38.7       40.1       51.0       14.7       20.4       19.4       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-02365A
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    69,070:    51,698     32,536        162     19,571      6,806      3,093          0      1,148          0          0          0:    6,163     9,009
Old  :    69,070:    51,698     32,536        162     19,571      6,806      3,093          0      1,148          0          0          0:    6,163     9,009
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :      -567:       -13        -53          0          0          0        -20          0       -376          0        -98       -102:      -56        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       47.1        0.2       28.3        9.9        4.5        0.0        1.7        0.0        0.0        0.0:      8.9      13.0
Old  :     100.0:      74.8       47.1        0.2       28.3        9.9        4.5        0.0        1.7        0.0        0.0        0.0:      8.9      13.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         15          .          4          4          .          0          .          0          0          0:
Old  :        26:        16         15          .          4          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       45.3       70.0       67.4       48.1       37.1       57.2       50.4
Old  :                 50.3       45.3       70.0       67.4       48.1       37.1       57.2       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365C
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    79,028:    43,783     45,528     14,757     11,332      6,957      1,903      2,869        400          0          0          0:   11,228    11,942
Old  :    79,028:    43,783     45,528     14,757     11,332      6,957      1,903      2,869        400          0          0          0:   11,228    11,942
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :       836:        99        501        582          0          0          0          0          0          0          0          0:      155       335
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.4       57.6       18.7       14.3        8.8        2.4        3.6        0.5        0.0        0.0        0.0:     14.2      15.1
Old  :     100.0:      55.4       57.6       18.7       14.3        8.8        2.4        3.6        0.5        0.0        0.0        0.0:     14.2      15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         18          4          4          7          .          .          .          0          0          0:
Old  :        31:        17         18          4          4          7          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       35.9       53.2       51.3       25.0       30.4       39.0       40.5
Old  :                 33.1       35.9       53.2       51.3       25.0       30.4       39.0       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365D
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    82,918:    45,673     39,140     15,995     30,549      7,187          0          0          0          0          0          0:   14,063     6,042
Old  :    82,918:    45,673     39,140     15,995     30,549      7,187          0          0          0          0          0          0:   14,063     6,042
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :      -307:       151          0          0          0          0          0          0          0          0          0          0:     -458      -307
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.1       47.2       19.3       36.8        8.7        0.0        0.0        0.0        0.0        0.0        0.0:     17.0       7.3
Old  :     100.0:      55.1       47.2       19.3       36.8        8.7        0.0        0.0        0.0        0.0        0.0        0.0:     17.0       7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11         14          .          5          6          0          0          0          0          0          0:
Old  :        23:        11         14          .          5          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       50.6       63.2       73.5       42.4       45.5       56.4       62.5
Old  :                 44.5       50.6       63.2       73.5       42.4       45.5       56.4       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    98,466:    55,470     65,791     16,967     18,936      3,792      7,847         53      3,171          0          0          0:   11,219     6,723
Old  :    98,466:    55,470     65,791     16,967     18,936      3,792      7,847         53      3,171          0          0          0:   11,219     6,723
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :     8,455:     3,224      8,083      3,264      1,642       -670      3,594         53       -985          0          0          0:       28       332
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.3       66.8       17.2       19.2        3.9        8.0        0.1        3.2        0.0        0.0        0.0:     11.4       6.8
Old  :     100.0:      56.3       66.8       17.2       19.2        3.9        8.0        0.1        3.2        0.0        0.0        0.0:     11.4       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        18         17          .          6          4          .          .          4          0          0          0:
Old  :        35:        18         17          .          6          4          .          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       45.4       58.2       61.9       31.9       42.0       49.5       57.7
Old  :                 38.3       45.4       58.2       61.9       31.9       42.0       49.5       57.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02365K
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    99,012:    78,515     44,261      7,361     34,773        955        583      4,168      4,956          0          0          0:    6,642     9,899
Old  :    99,012:    78,515     44,261      7,361     34,773        955        583      4,168      4,956          0          0          0:    6,642     9,899
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :     1,262:       455      1,189          0          0          0        583     -2,129        621          0          0          0:     -397     1,581
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.3       44.7        7.4       35.1        1.0        0.6        4.2        5.0        0.0        0.0        0.0:      6.7      10.0
Old  :     100.0:      79.3       44.7        7.4       35.1        1.0        0.6        4.2        5.0        0.0        0.0        0.0:      6.7      10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        13         15          .          6          .          .          .          .          0          0          0:
Old  :        30:        13         15          .          6          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.8       33.3       81.9       53.6       62.9       33.3       75.7       53.4
Old  :                 66.8       33.3       81.9       53.6       62.9       33.3       75.7       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    98,623:    51,196     29,013     12,983     48,201      6,705     11,972      2,770      4,199          0          0          0:   11,568     7,735
Old  :    98,623:    51,196     29,013     12,983     48,201      6,705     11,972      2,770      4,199          0          0          0:   11,568     7,735
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :       448:       181        160          7        -24       -435        348        428        409          0          0          0:      -62       -90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.9       29.4       13.2       48.9        6.8       12.1        2.8        4.3        0.0        0.0        0.0:     11.7       7.8
Old  :     100.0:      51.9       29.4       13.2       48.9        6.8       12.1        2.8        4.3        0.0        0.0        0.0:     11.7       7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        17         16          4          6          4          .          .          4          0          0          0:
Old  :        34:        17         16          4          6          4          .          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       43.6       56.8       62.2       30.3       43.3       49.2       57.3
Old  :                 35.3       43.6       56.8       62.2       30.3       43.3       49.2       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(10,000 MMBTU'S)                                                                                                        :
     :          :    Positions                                                                                                           :
All  : 1,683,653:   319,113    309,990    129,176     84,765    623,524     24,218     82,423    222,059     29,366     24,089    331,085:    5,113     5,719
Old  : 1,683,653:   319,113    309,990    129,176     84,765    623,524     24,218     82,423    222,059     29,366     24,089    331,085:    5,113     5,719
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :    23,131:     5,147      3,147        486     -1,240      1,738      2,920      1,916      3,553      1,300      6,084      7,273:      715       662
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.0       18.4        7.7        5.0       37.0        1.4        4.9       13.2        1.7        1.4       19.7:      0.3       0.3
Old  :     100.0:      19.0       18.4        7.7        5.0       37.0        1.4        4.9       13.2        1.7        1.4       19.7:      0.3       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       131:        39         39          4         18         22         17         21         28         17         14         28:
Old  :       131:        39         39          4         18         22         17         21         28         17         14         28:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       33.4       54.7       51.6        8.3        7.8       10.8       10.1
Old  :                 34.6       33.4       54.7       51.6        8.3        7.8       10.8       10.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035652
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    97,249:    63,746     67,787     29,745     21,924        480          0      1,800          0          0          0          0:    3,278     5,258
Old  :    97,249:    63,746     67,787     29,745     21,924        480          0      1,800          0          0          0          0:    3,278     5,258
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :      -984:     2,060     -2,444     -2,920      3,044       -124          0          0          0          0          0          0:        0    -1,460
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.5       69.7       30.6       22.5        0.5        0.0        1.9        0.0        0.0        0.0        0.0:      3.4       5.4
Old  :     100.0:      65.5       69.7       30.6       22.5        0.5        0.0        1.9        0.0        0.0        0.0        0.0:      3.4       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         12          .          5          .          0          .          0          0          0          0:
Old  :        23:        12         12          .          5          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.5       50.0       84.0       71.3       54.5       41.0       66.3       54.8
Old  :                 65.5       50.0       84.0       71.3       54.5       41.0       66.3       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :   214,328:   121,117    135,622     50,775     38,821     19,105      6,386      9,191      5,203          0          0          0:   11,742     6,386
Old  :   214,328:   121,117    135,622     50,775     38,821     19,105      6,386      9,191      5,203          0          0          0:   11,742     6,386
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :     2,524:       933      2,924        833          0       -480         13       -778        932          0          0          0:      293       -74
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.5       63.3       23.7       18.1        8.9        3.0        4.3        2.4        0.0        0.0        0.0:      5.5       3.0
Old  :     100.0:      56.5       63.3       23.7       18.1        8.9        3.0        4.3        2.4        0.0        0.0        0.0:      5.5       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        28         27          9          4         10          5          .          5          0          0          0:
Old  :        51:        28         27          9          4         10          5          .          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       44.8       51.5       61.0       28.4       44.1       40.6       53.4
Old  :                 31.8       44.8       51.5       61.0       28.4       44.1       40.6       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :   151,051:    70,885     87,932     50,283     39,931     12,698      1,346      1,860      3,385          0          0          0:   12,454     5,245
Old  :   151,051:    70,885     87,932     50,283     39,931     12,698      1,346      1,860      3,385          0          0          0:   12,454     5,245
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :     3,348:     1,882      1,844      1,469          0         -0        592      1,336        366          0          0          0:     -962      -198
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.9       58.2       33.3       26.4        8.4        0.9        1.2        2.2        0.0        0.0        0.0:      8.2       3.5
Old  :     100.0:      46.9       58.2       33.3       26.4        8.4        0.9        1.2        2.2        0.0        0.0        0.0:      8.2       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        15         14          7          5          9          .          .          .          0          0          0:
Old  :        34:        15         14          7          5          9          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.9       50.0       65.6       73.1       41.9       49.6       56.4       69.7
Old  :                 46.9       50.0       65.6       73.1       41.9       49.6       56.4       69.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :   237,386:   140,750     98,755     21,902     79,293     36,935      8,174        950     10,923          0          0          0:   18,702    10,530
Old  :   237,386:   140,750     98,755     21,902     79,293     36,935      8,174        950     10,923          0          0          0:   18,702    10,530
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :       115:    -1,470      3,065        239     -3,037      2,655        -11        -71     -3,308          0          0          0:    2,010       811
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.3       41.6        9.2       33.4       15.6        3.4        0.4        4.6        0.0        0.0        0.0:      7.9       4.4
Old  :     100.0:      59.3       41.6        9.2       33.4       15.6        3.4        0.4        4.6        0.0        0.0        0.0:      7.9       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        22         21          5         10         11          .          .          4          0          0          0:
Old  :        43:        22         21          5         10         11          .          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       30.6       54.1       51.7       28.7       28.9       41.1       44.8
Old  :                 36.1       30.6       54.1       51.7       28.7       28.9       41.1       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  : 2,953,334:   802,676    582,349     81,894    884,134    461,873    516,199     58,085    707,103    130,488     21,918    215,166:   37,935    22,706
Old  : 2,953,334:   802,676    582,349     81,894    884,134    461,873    516,199     58,085    707,103    130,488     21,918    215,166:   37,935    22,706
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :   134,007:     4,761     20,987      4,613     76,441     -2,926     58,166    -13,444     28,850        932    -17,900     39,346:      265     2,653
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.2       19.7        2.8       29.9       15.6       17.5        2.0       23.9        4.4        0.7        7.3:      1.3       0.8
Old  :     100.0:      27.2       19.7        2.8       29.9       15.6       17.5        2.0       23.9        4.4        0.7        7.3:      1.3       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       189:        79         72          9         20         27         24         17         35         22          4         24:
Old  :       189:        79         72          9         20         27         24         17         35         22          4         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       31.1       42.8       43.7       17.1       18.9       23.0       26.9
Old  :                 30.7       31.1       42.8       43.7       17.1       18.9       23.0       26.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,026,291:   212,638    280,079    318,050    204,350    139,125     93,715    145,631     75,161     59,786     55,192    124,224:    3,592     2,529
Old  : 1,026,291:   212,638    280,079    318,050    204,350    139,125     93,715    145,631     75,161     59,786     55,192    124,224:    3,592     2,529
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :    60,179:     7,089     12,197     -3,420     -7,099      8,915      8,111     15,185      6,988     21,004     12,082     10,310:    1,182     1,601
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.7       27.3       31.0       19.9       13.6        9.1       14.2        7.3        5.8        5.4       12.1:      0.3       0.2
Old  :     100.0:      20.7       27.3       31.0       19.9       13.6        9.1       14.2        7.3        5.8        5.4       12.1:      0.3       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       100:        21         20         15          6         20         13         11         17         21         10         22:
Old  :       100:        21         20         15          6         20         13         11         17         21         10         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       40.9       51.7       58.3       30.8       35.0       41.3       45.7
Old  :                 35.8       40.9       51.7       58.3       30.8       35.0       41.3       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    22,047:    17,368     14,160        935      4,922      1,913        142          0         21          0          0          0:    1,668     1,031
Old  :    22,047:    17,368     14,160        935      4,922      1,913        142          0         21          0          0          0:    1,668     1,031
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :     7,794:     5,788      4,670        -47      1,850        664        142        -63        -77          0          0          0:    1,324       750
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.8       64.2        4.2       22.3        8.7        0.6        0.0        0.1        0.0        0.0        0.0:      7.6       4.7
Old  :     100.0:      78.8       64.2        4.2       22.3        8.7        0.6        0.0        0.1        0.0        0.0        0.0:      7.6       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        24         24          .          7          5          .          0          .          0          0          0:
Old  :        38:        24         24          .          7          5          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       42.2       61.3       68.7       38.5       38.6       53.5       54.9
Old  :                 41.0       42.2       61.3       68.7       38.5       38.6       53.5       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    14,602:     9,152      8,826      2,283      2,768      2,305          0        137        215          0          0          0:      647       351
Old  :    14,602:     9,152      8,826      2,283      2,768      2,305          0        137        215          0          0          0:      647       351
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :     7,573:     4,136      4,689      2,175      2,354        815          0       -114        215          0          0          0:      232      -386
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.7       60.4       15.6       19.0       15.8        0.0        0.9        1.5        0.0        0.0        0.0:      4.4       2.4
Old  :     100.0:      62.7       60.4       15.6       19.0       15.8        0.0        0.9        1.5        0.0        0.0        0.0:      4.4       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        17         16          .          5          4          0          .          .          0          0          0:
Old  :        30:        17         16          .          5          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       43.6       72.8       72.3       46.3       32.1       52.6       45.7
Old  :                 46.4       43.6       72.8       72.3       46.3       32.1       52.6       45.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, December 22, 2009               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     8,984:     5,279      5,567        383      1,560        920          0          0          0          0          0          0:    2,402       937
Old  :     8,984:     5,279      5,567        383      1,560        920          0          0          0          0          0          0:    2,402       937
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 15, 2009                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.8       62.0        4.3       17.4       10.2        0.0        0.0        0.0        0.0        0.0        0.0:     26.7      10.4
Old  :     100.0:      58.8       62.0        4.3       17.4       10.2        0.0        0.0        0.0        0.0        0.0        0.0:     26.7      10.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        19         13          .          4          5          0          0          0          0          0          0:
Old  :        26:        19         13          .          4          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.9       47.9       43.7       70.7       19.6       39.2       29.9       48.8
Old  :                 26.9       47.9       43.7       70.7       19.6       39.2       29.9       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 28, 2009