```
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, December 29, 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  :   701,902:    79,740    104,603    149,438     14,265     73,818     77,479    174,994    184,922      5,242     54,256     60,475:   70,788    34,569
Old  :   701,902:    79,740    104,603    149,438     14,265     73,818     77,479    174,994    184,922      5,242     54,256     60,475:   70,788    34,569
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2009                                                                :
     :    -1,912:    -3,769     -2,410       -530      1,269       -907      4,278      6,688     -1,215        257     -5,669      1,312:   -1,338      -980
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.4       14.9       21.3        2.0       10.5       11.0       24.9       26.3        0.7        7.7        8.6:     10.1       4.9
Old  :     100.0:      11.4       14.9       21.3        2.0       10.5       11.0       24.9       26.3        0.7        7.7        8.6:     10.1       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       242:        54         42         21         12         23         45         42         58         16         35         41:
Old  :       242:        54         42         21         12         23         45         42         58         16         35         41:
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  :                 20.7       36.7       33.0       47.7       12.9       23.2       18.9       28.6
Old  :                 20.7       36.7       33.0       47.7       12.9       23.2       18.9       28.6
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 - Futures Only, December 29, 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  :    69,502:    52,130     32,878        162     19,571      6,806      3,003          0      1,238          0          0          0:    6,163     9,009
Old  :    69,502:    52,130     32,878        162     19,571      6,806      3,003          0      1,238          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 22, 2009                                                                :
     :       432:       432        342          0          0          0        -90          0         90          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.0       47.3        0.2       28.2        9.8        4.3        0.0        1.8        0.0        0.0        0.0:      8.9      13.0
Old  :     100.0:      75.0       47.3        0.2       28.2        9.8        4.3        0.0        1.8        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  :                 50.0       45.3       70.0       67.4       47.8       36.9       56.6       50.0
Old  :                 50.0       45.3       70.0       67.4       47.8       36.9       56.6       50.0
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 - Futures Only, December 29, 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  :    77,456:    43,783     43,956     13,185     11,332      6,957      1,903      2,869        400          0          0          0:   11,228    11,942
Old  :    77,456:    43,783     43,956     13,185     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 22, 2009                                                                :
     :    -1,572:         0     -1,572     -1,572          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.5       56.7       17.0       14.6        9.0        2.5        3.7        0.5        0.0        0.0        0.0:     14.5      15.4
Old  :     100.0:      56.5       56.7       17.0       14.6        9.0        2.5        3.7        0.5        0.0        0.0        0.0:     14.5      15.4
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  :        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  :                 32.6       34.6       52.2       50.4       24.4       29.0       37.8       39.3
Old  :                 32.6       34.6       52.2       50.4       24.4       29.0       37.8       39.3
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 - Futures Only, December 29, 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  :    83,188:    46,396     39,108     16,851     30,549      7,187          0          0          0          0          0          0:   12,754     6,344
Old  :    83,188:    46,396     39,108     16,851     30,549      7,187          0          0          0          0          0          0:   12,754     6,344
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2009                                                                :
     :       270:       723        -32        856          0          0          0          0          0          0          0          0:   -1,309       302
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.8       47.0       20.3       36.7        8.6        0.0        0.0        0.0        0.0        0.0        0.0:     15.3       7.6
Old  :     100.0:      55.8       47.0       20.3       36.7        8.6        0.0        0.0        0.0        0.0        0.0        0.0:     15.3       7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         14          .          5          6          0          0          0          0          0          0:
Old  :        23:        12         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  :                 44.7       50.4       63.5       73.2       42.5       45.3       57.4       62.3
Old  :                 44.7       50.4       63.5       73.2       42.5       45.3       57.4       62.3
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 - Futures Only, December 29, 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  :    97,444:    54,670     65,391     17,269     18,967      3,792      8,022          0      2,479          0          0          0:   11,212     6,815
Old  :    97,444:    54,670     65,391     17,269     18,967      3,792      8,022          0      2,479          0          0          0:   11,212     6,815
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2009                                                                :
     :    -1,022:      -800       -400        302         31          0        175        -53       -692          0          0          0:       -7        92
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.1       67.1       17.7       19.5        3.9        8.2        0.0        2.5        0.0        0.0        0.0:     11.5       7.0
Old  :     100.0:      56.1       67.1       17.7       19.5        3.9        8.2        0.0        2.5        0.0        0.0        0.0:     11.5       7.0
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  :        34:        18         18          .          6          4          .          0          .          0          0          0:
Old  :        34:        18         18          .          6          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  :                 38.8       45.9       59.2       62.2       33.2       42.6       49.9       58.5
Old  :                 38.8       45.9       59.2       62.2       33.2       42.6       49.9       58.5
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 - Futures Only, December 29, 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  :    99,032:    78,515     44,261      7,361     34,773        955        665      4,168      4,894          0          0          0:    6,642     9,981
Old  :    99,032:    78,515     44,261      7,361     34,773        955        665      4,168      4,894          0          0          0:    6,642     9,981
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2009                                                                :
     :        20:         0          0          0          0          0         82          0        -62          0          0          0:        0        82
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.3       44.7        7.4       35.1        1.0        0.7        4.2        4.9        0.0        0.0        0.0:      6.7      10.1
Old  :     100.0:      79.3       44.7        7.4       35.1        1.0        0.7        4.2        4.9        0.0        0.0        0.0:      6.7      10.1
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  :        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 - Futures Only, December 29, 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  :    99,885:    52,601     29,012     12,983     48,450      6,705     10,955      2,598      5,149          0          0          0:   11,492     7,971
Old  :    99,885:    52,601     29,012     12,983     48,450      6,705     10,955      2,598      5,149          0          0          0:   11,492     7,971
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2009                                                                :
     :     1,262:     1,405         -1          0        249          0     -1,017       -172        950          0          0          0:      -76       236
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.7       29.0       13.0       48.5        6.7       11.0        2.6        5.2        0.0        0.0        0.0:     11.5       8.0
Old  :     100.0:      52.7       29.0       13.0       48.5        6.7       11.0        2.6        5.2        0.0        0.0        0.0:     11.5       8.0
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  :        34:        18         15          4          6          4          .          .          4          0          0          0:
Old  :        34:        18         15          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  :                 34.8       43.0       56.1       61.7       29.0       42.7       47.9       57.1
Old  :                 34.8       43.0       56.1       61.7       29.0       42.7       47.9       57.1
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 - Futures Only, December 29, 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  :   100,366:    67,217     66,930     29,745     25,898        480          0      1,800          0          0          0          0:    2,924     5,258
Old  :   100,366:    67,217     66,930     29,745     25,898        480          0      1,800          0          0          0          0:    2,924     5,258
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2009                                                                :
     :     3,117:     3,471       -857          0      3,974          0          0          0          0          0          0          0:     -354         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.0       66.7       29.6       25.8        0.5        0.0        1.8        0.0        0.0        0.0        0.0:      2.9       5.2
Old  :     100.0:      67.0       66.7       29.6       25.8        0.5        0.0        1.8        0.0        0.0        0.0        0.0:      2.9       5.2
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  :        27:        15         13          .          5          .          0          .          0          0          0          0:
Old  :        27:        15         13          .          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  :                 63.5       50.7       82.5       69.6       53.9       41.9       67.6       57.0
Old  :                 63.5       50.7       82.5       69.6       53.9       41.9       67.6       57.0
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 - Futures Only, December 29, 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  :   214,603:   121,240    135,529     50,963     38,821     19,321      6,393      9,236      5,346          0          0          0:   11,340     6,350
Old  :   214,603:   121,240    135,529     50,963     38,821     19,321      6,393      9,236      5,346          0          0          0:   11,340     6,350
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2009                                                                :
     :       275:       123        -93        188          0        216          7         45        143          0          0          0:     -402       -36
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.5       63.2       23.7       18.1        9.0        3.0        4.3        2.5        0.0        0.0        0.0:      5.3       3.0
Old  :     100.0:      56.5       63.2       23.7       18.1        9.0        3.0        4.3        2.5        0.0        0.0        0.0:      5.3       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  :        53:        29         27         10          4         11          5          .          5          0          0          0:
Old  :        53:        29         27         10          4         11          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  :                 31.7       44.6       51.6       60.9       28.5       44.0       40.4       53.2
Old  :                 31.7       44.6       51.6       60.9       28.5       44.0       40.4       53.2
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 - Futures Only, December 29, 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  :   149,685:    69,432     87,415     49,722     39,931     12,698      1,774        822      3,605          0          0          0:   12,454     5,214
Old  :   149,685:    69,432     87,415     49,722     39,931     12,698      1,774        822      3,605          0          0          0:   12,454     5,214
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2009                                                                :
     :       825:        93        428         84          0          0        428        208        220          0          0          0:        0       -31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.4       58.4       33.2       26.7        8.5        1.2        0.5        2.4        0.0        0.0        0.0:      8.3       3.5
Old  :     100.0:      46.4       58.4       33.2       26.7        8.5        1.2        0.5        2.4        0.0        0.0        0.0:      8.3       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:        14         14          7          5          9          .          .          .          0          0          0:
Old  :        34:        14         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  :                 47.2       50.2       65.8       73.8       41.9       49.8       56.6       70.4
Old  :                 47.2       50.2       65.8       73.8       41.9       49.8       56.6       70.4
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 - Futures Only, December 29, 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  :   237,812:   140,713     99,065     21,023     79,642     37,662      9,012          0     10,881          0          0          0:   18,521    10,562
Old  :   237,812:   140,713     99,065     21,023     79,642     37,662      9,012          0     10,881          0          0          0:   18,521    10,562
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2009                                                                :
     :       426:       -37        310       -879        349        727        838       -950        -42          0          0          0:     -181        32
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.2       41.7        8.8       33.5       15.8        3.8        0.0        4.6        0.0        0.0        0.0:      7.8       4.4
Old  :     100.0:      59.2       41.7        8.8       33.5       15.8        3.8        0.0        4.6        0.0        0.0        0.0:      7.8       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          4         11         11          4          0          4          0          0          0:
Old  :        43:        22         21          4         11         11          4          0          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  :                 36.0       30.6       54.1       51.8       28.5       29.0       41.0       44.8
Old  :                 36.0       30.6       54.1       51.8       28.5       29.0       41.0       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 - Futures Only, December 29, 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  : 3,057,250:   842,656    625,813     87,619    905,995    475,841    529,471     60,855    733,892    134,716     19,226    215,464:   37,591    20,164
Old  : 3,057,250:   842,656    625,813     87,619    905,995    475,841    529,471     60,855    733,892    134,716     19,226    215,464:   37,591    20,164
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2009                                                                :
     :   103,916:    39,980     43,464      5,725     21,861     13,968     13,272      2,770     26,789      4,228     -2,692        298:     -344    -2,542
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.6       20.5        2.9       29.6       15.6       17.3        2.0       24.0        4.4        0.6        7.0:      1.2       0.7
Old  :     100.0:      27.6       20.5        2.9       29.6       15.6       17.3        2.0       24.0        4.4        0.6        7.0:      1.2       0.7
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  :       190:        83         72          8         21         27         24         17         34         22          4         23:
Old  :       190:        83         72          8         21         27         24         17         34         22          4         23:
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  :                 30.2       31.2       42.5       43.9       16.7       19.0       22.5       26.6
Old  :                 30.2       31.2       42.5       43.9       16.7       19.0       22.5       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, December 29, 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  :   889,416:   185,916    249,981    332,914    196,684    102,631     75,305    140,746     44,869     47,125     55,784     95,447:    5,209     3,274
Old  :   889,416:   185,916    249,981    332,914    196,684    102,631     75,305    140,746     44,869     47,125     55,784     95,447:    5,209     3,274
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2009                                                                :
     :  -136,875:   -26,722    -30,098     14,864     -7,666    -36,494    -18,410     -4,885    -30,292    -12,661        592    -28,777:    1,617       745
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.9       28.1       37.4       22.1       11.5        8.5       15.8        5.0        5.3        6.3       10.7:      0.6       0.4
Old  :     100.0:      20.9       28.1       37.4       22.1       11.5        8.5       15.8        5.0        5.3        6.3       10.7:      0.6       0.4
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  :        91:        19         19         15          5         17         12         11         17         13         13         20:
Old  :        91:        19         19         15          5         17         12         11         17         13         13         20:
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  :                 37.8       43.1       55.3       61.6       33.9       36.7       46.3       48.9
Old  :                 37.8       43.1       55.3       61.6       33.9       36.7       46.3       48.9
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 - Futures Only, December 29, 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  :    22,216:    17,832     14,744        980      4,996      2,160        292          0         21          0          0          0:      931       295
Old  :    22,216:    17,832     14,744        980      4,996      2,160        292          0         21          0          0          0:      931       295
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2009                                                                :
     :       169:       464        584         45         74        247        150          0          0          0          0          0:     -737      -736
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.3       66.4        4.4       22.5        9.7        1.3        0.0        0.1        0.0        0.0        0.0:      4.2       1.3
Old  :     100.0:      80.3       66.4        4.4       22.5        9.7        1.3        0.0        0.1        0.0        0.0        0.0:      4.2       1.3
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  :        39:        25         24          .          7          5          .          0          .          0          0          0:
Old  :        39:        25         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  :                 41.9       43.1       63.0       70.8       38.3       39.4       53.3       56.3
Old  :                 41.9       43.1       63.0       70.8       38.3       39.4       53.3       56.3
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 - Futures Only, December 29, 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  :    14,659:     9,239      8,873      2,283      2,763      2,310          0        182        245          0          0          0:      582       286
Old  :    14,659:     9,239      8,873      2,283      2,763      2,310          0        182        245          0          0          0:      582       286
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2009                                                                :
     :        57:        87         47          0         -5          5          0         45         30          0          0          0:      -65       -65
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.0       60.5       15.6       18.8       15.8        0.0        1.2        1.7        0.0        0.0        0.0:      4.0       2.0
Old  :     100.0:      63.0       60.5       15.6       18.8       15.8        0.0        1.2        1.7        0.0        0.0        0.0:      4.0       2.0
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:        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  :                 46.1       43.7       72.7       72.2       46.0       31.8       52.3       45.4
Old  :                 46.1       43.7       72.7       72.2       46.0       31.8       52.3       45.4
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 - Futures Only, December 29, 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  :     9,503:     5,574      5,567        659      1,120        973          0          0          0          0          0          0:    2,297     1,843
Old  :     9,503:     5,574      5,567        659      1,120        973          0          0          0          0          0          0:    2,297     1,843
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 22, 2009                                                                :
     :       519:       295          0        276       -440         53          0          0          0          0          0          0:     -105       906
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.7       58.6        6.9       11.8       10.2        0.0        0.0        0.0        0.0        0.0        0.0:     24.2      19.4
Old  :     100.0:      58.7       58.6        6.9       11.8       10.2        0.0        0.0        0.0        0.0        0.0        0.0:     24.2      19.4
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          .          .          5          0          0          0          0          0          0:
Old  :        26:        19         13          .          .          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  :                 27.7       41.5       44.0       62.9       21.4       32.3       32.2       41.2
Old  :                 27.7       41.5       44.0       62.9       21.4       32.3       32.2       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 7, 2010