```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 3,889,321: 1,372,080    915,902    109,262  1,139,482    599,164    565,790     28,552    861,971     33,876     11,235    318,269:   28,909    14,746
Old  : 3,889,321: 1,372,080    915,902    109,262  1,139,482    599,164    565,790     28,552    861,971     33,876     11,235    318,269:   28,909    14,746
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :    12,762:    23,052     35,044     -6,184     20,927     36,305     64,124      4,089    -46,498    -17,178        191    -37,431:   -3,428       135
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.3       23.5        2.8       29.3       15.4       14.5        0.7       22.2        0.9        0.3        8.2:      0.7       0.4
Old  :     100.0:      35.3       23.5        2.8       29.3       15.4       14.5        0.7       22.2        0.9        0.3        8.2:      0.7       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  :       210:        94         82         13         22         30         26         11         35         22         17         33:
Old  :       210:        94         82         13         22         30         26         11         35         22         17         33:
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  :                 30.0       27.6       41.7       42.5       15.2       14.8       20.4       23.3
Old  :                 30.0       27.6       41.7       42.5       15.2       14.8       20.4       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   769,887:    72,076    103,483    167,366     12,360     78,770     83,051    193,047    221,683      5,428     57,986     68,202:   73,311    34,356
Old  :   769,887:    72,076    103,483    167,366     12,360     78,770     83,051    193,047    221,683      5,428     57,986     68,202:   73,311    34,356
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :   -12,662:    -9,336     -5,715     -4,168        100     -1,774      1,243       -626      8,285     -1,331     -5,630     -4,053:   -1,528    -3,249
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.4       13.4       21.7        1.6       10.2       10.8       25.1       28.8        0.7        7.5        8.9:      9.5       4.5
Old  :     100.0:       9.4       13.4       21.7        1.6       10.2       10.8       25.1       28.8        0.7        7.5        8.9:      9.5       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  :       253:        50         41         22         13         29         43         49         60         22         40         49:
Old  :       253:        50         41         22         13         29         43         49         60         22         40         49:
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  :                 22.5       36.9       35.1       47.9       13.5       22.3       19.5       27.4
Old  :                 22.5       36.9       35.1       47.9       13.5       22.3       19.5       27.4
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    64,760:    48,106     31,489        596     18,242      6,962      2,127          0      1,824          0          0          0:    5,145     6,243
Old  :    64,760:    48,106     31,489        596     18,242      6,962      2,127          0      1,824          0          0          0:    5,145     6,243
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :    -1,137:     1,859        794         96       -590        494       -928          0         59          0          0          0:   -2,717    -1,894
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.3       48.6        0.9       28.2       10.8        3.3        0.0        2.8        0.0        0.0        0.0:      7.9       9.6
Old  :     100.0:      74.3       48.6        0.9       28.2       10.8        3.3        0.0        2.8        0.0        0.0        0.0:      7.9       9.6
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  :        28:        17         18          .          .          5          .          0          .          0          0          0:
Old  :        28:        17         18          .          .          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  :                 49.0       45.9       69.1       65.0       46.4       37.3       54.2       48.0
Old  :                 49.0       45.9       69.1       65.0       46.4       37.3       54.2       48.0
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    72,024:    42,692     40,139     11,559     11,394      6,382        826      2,917          0          0          0          0:   10,565    11,192
Old  :    72,024:    42,692     40,139     11,559     11,394      6,382        826      2,917          0          0          0          0:   10,565    11,192
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :       537:        93        537        368          0        -48          0         48          0          0          0          0:      124         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.3       55.7       16.0       15.8        8.9        1.1        4.1        0.0        0.0        0.0        0.0:     14.7      15.5
Old  :     100.0:      59.3       55.7       16.0       15.8        8.9        1.1        4.1        0.0        0.0        0.0        0.0:     14.7      15.5
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  :        32:        18         20          5          4          7          .          .          0          0          0          0:
Old  :        32:        18         20          5          4          7          .          .          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  :                 35.1       33.4       54.0       49.7       26.1       28.5       38.2       39.8
Old  :                 35.1       33.4       54.0       49.7       26.1       28.5       38.2       39.8
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    80,928:    47,483     39,482     16,597     30,208      7,398          0          0          0          0          0          0:    9,450     3,840
Old  :    80,928:    47,483     39,482     16,597     30,208      7,398          0          0          0          0          0          0:    9,450     3,840
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :       428:       428          0       -428          0        428          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.7       48.8       20.5       37.3        9.1        0.0        0.0        0.0        0.0        0.0        0.0:     11.7       4.7
Old  :     100.0:      58.7       48.8       20.5       37.3        9.1        0.0        0.0        0.0        0.0        0.0        0.0:     11.7       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  :        24:        13         15          .          5          6          0          0          0          0          0          0:
Old  :        24:        13         15          .          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  :                 45.1       51.9       63.9       73.3       42.3       46.8       57.5       62.6
Old  :                 45.1       51.9       63.9       73.3       42.3       46.8       57.5       62.6
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    98,769:    61,212     63,783     16,897     23,696      3,792      4,408          0      3,523          0          0          0:    8,937     3,975
Old  :    98,769:    61,212     63,783     16,897     23,696      3,792      4,408          0      3,523          0          0          0:    8,937     3,975
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :     1,275:       645        256          0        468          0         22          0        523          0          0          0:       85        28
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.0       64.6       17.1       24.0        3.8        4.5        0.0        3.6        0.0        0.0        0.0:      9.0       4.0
Old  :     100.0:      62.0       64.6       17.1       24.0        3.8        4.5        0.0        3.6        0.0        0.0        0.0:      9.0       4.0
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  :        37:        20         20          .          7          4          .          0          .          0          0          0:
Old  :        37:        20         20          .          7          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  :                 41.4       45.3       61.1       62.1       36.6       42.8       54.8       59.1
Old  :                 41.4       45.3       61.1       62.1       36.6       42.8       54.8       59.1
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    99,127:    82,351     41,178      6,899     33,761        845          0     10,680      2,977          0          0          0:    6,055     9,686
Old  :    99,127:    82,351     41,178      6,899     33,761        845          0     10,680      2,977          0          0          0:    6,055     9,686
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :     2,888:     5,296     -2,723          0        224        -52     -1,069      6,904     -1,307          0          0          0:       20      -158
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.1       41.5        7.0       34.1        0.9        0.0       10.8        3.0        0.0        0.0        0.0:      6.1       9.8
Old  :     100.0:      83.1       41.5        7.0       34.1        0.9        0.0       10.8        3.0        0.0        0.0        0.0:      6.1       9.8
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  :        30:        14         15          .          6          .          0          .          .          0          0          0:
Old  :        30:        14         15          .          6          .          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  :                 66.9       34.5       84.5       55.1       62.8       33.2       76.1       53.6
Old  :                 66.9       34.5       84.5       55.1       62.8       33.2       76.1       53.6
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    92,380:    48,153     26,701     13,738     46,907      6,023      8,963      2,419      4,026          0          0          0:   11,477     6,304
Old  :    92,380:    48,153     26,701     13,738     46,907      6,023      8,963      2,419      4,026          0          0          0:   11,477     6,304
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :        80:       569         -3          0          0          0       -744          0        191          0          0          0:       64      -108
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.1       28.9       14.9       50.8        6.5        9.7        2.6        4.4        0.0        0.0        0.0:     12.4       6.8
Old  :     100.0:      52.1       28.9       14.9       50.8        6.5        9.7        2.6        4.4        0.0        0.0        0.0:     12.4       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  :        33:        17         16          4          6          4          .          .          .          0          0          0:
Old  :        33:        17         16          4          6          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  :                 36.7       45.7       58.8       64.8       32.3       45.0       51.9       59.6
Old  :                 36.7       45.7       58.8       64.8       32.3       45.0       51.9       59.6
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    93,574:    60,942     64,131     28,914     23,040        368          0      1,180          0          0          0          0:    3,350     4,855
Old  :    93,574:    60,942     64,131     28,914     23,040        368          0      1,180          0          0          0          0:    3,350     4,855
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :     1,008:     1,362      1,064          0        -56          0          0          0          0          0          0          0:     -354         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.1       68.5       30.9       24.6        0.4        0.0        1.3        0.0        0.0        0.0        0.0:      3.6       5.2
Old  :     100.0:      65.1       68.5       30.9       24.6        0.4        0.0        1.3        0.0        0.0        0.0        0.0:      3.6       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  :        25:        13         13          .          5          .          0          .          0          0          0          0:
Old  :        25:        13         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  :                 65.9       52.6       83.4       71.9       55.1       44.5       68.4       59.2
Old  :                 65.9       52.6       83.4       71.9       55.1       44.5       68.4       59.2
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   202,139:   119,148    126,434     43,467     36,264     19,183      4,624      7,783      5,426          0          0          0:   10,291     7,049
Old  :   202,139:   119,148    126,434     43,467     36,264     19,183      4,624      7,783      5,426          0          0          0:   10,291     7,049
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :     1,554:     4,628        802     -3,193          0         10       -778       -377      1,101          0          0          0:     -214        18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.9       62.5       21.5       17.9        9.5        2.3        3.9        2.7        0.0        0.0        0.0:      5.1       3.5
Old  :     100.0:      58.9       62.5       21.5       17.9        9.5        2.3        3.9        2.7        0.0        0.0        0.0:      5.1       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  :        50:        28         25          9          .         10          5          .          5          0          0          0:
Old  :        50:        28         25          9          .         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  :                 33.9       46.0       54.1       61.9       30.3       44.8       41.4       53.5
Old  :                 33.9       46.0       54.1       61.9       30.3       44.8       41.4       53.5
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   145,136:    68,479     86,825     48,527     38,624     11,764      3,049      1,136      2,057          0          0          0:   11,260     4,730
Old  :   145,136:    68,479     86,825     48,527     38,624     11,764      3,049      1,136      2,057          0          0          0:   11,260     4,730
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :     1,106:       763        877      1,179         62          0          0        788       -387          0          0          0:     -449      -234
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.2       59.8       33.4       26.6        8.1        2.1        0.8        1.4        0.0        0.0        0.0:      7.8       3.3
Old  :     100.0:      47.2       59.8       33.4       26.6        8.1        2.1        0.8        1.4        0.0        0.0        0.0:      7.8       3.3
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  :        35:        15         14          7          5          9          .          .          .          0          0          0:
Old  :        35:        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  :                 48.9       51.3       66.7       76.1       43.2       51.0       56.9       72.6
Old  :                 48.9       51.3       66.7       76.1       43.2       51.0       56.9       72.6
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   241,553:   142,300     98,378     26,750     89,348     35,413     10,786          0     10,927          0          0          0:   15,377     7,487
Old  :   241,553:   142,300     98,378     26,750     89,348     35,413     10,786          0     10,927          0          0          0:   15,377     7,487
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :     1,986:       -80      3,097        642        372       -856      2,027          0       -639          0          0          0:      892        12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.9       40.7       11.1       37.0       14.7        4.5        0.0        4.5        0.0        0.0        0.0:      6.4       3.1
Old  :     100.0:      58.9       40.7       11.1       37.0       14.7        4.5        0.0        4.5        0.0        0.0        0.0:      6.4       3.1
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  :        44:        23         25          5         10         11          .          0          .          0          0          0:
Old  :        44:        23         25          5         10         11          .          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  :                 36.9       31.1       54.2       55.5       32.2       28.0       44.7       45.2
Old  :                 36.9       31.1       54.2       55.5       32.2       28.0       44.7       45.2
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 2,972,720:   823,099    548,067     54,130    972,547    436,177    547,795     34,021    738,105    147,446     24,020    203,729:   22,239    16,054
Old  : 2,972,720:   823,099    548,067     54,130    972,547    436,177    547,795     34,021    738,105    147,446     24,020    203,729:   22,239    16,054
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :    15,911:    20,291     -3,620     -7,422    -11,405     19,747    -27,144     -2,777     33,910       -241      1,876    -15,355:   -7,875    -6,465
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.7       18.4        1.8       32.7       14.7       18.4        1.1       24.8        5.0        0.8        6.9:      0.7       0.5
Old  :     100.0:      27.7       18.4        1.8       32.7       14.7       18.4        1.1       24.8        5.0        0.8        6.9:      0.7       0.5
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  :       188:        85         73          7         22         27         27         13         34         17          8         23:
Old  :       188:        85         73          7         22         27         27         13         34         17          8         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  :                 31.7       32.5       43.3       44.9       17.9       20.4       24.4       29.5
Old  :                 31.7       32.5       43.3       44.9       17.9       20.4       24.4       29.5
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,031,193:   194,716    266,455    301,055    174,087    181,781     83,920    141,293     75,431     69,725     70,184    115,690:    8,875     6,272
Old  : 1,031,193:   194,716    266,455    301,055    174,087    181,781     83,920    141,293     75,431     69,725     70,184    115,690:    8,875     6,272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :    64,567:     2,632     12,843    -32,147    -31,493     52,182     -1,637      2,035     13,599     16,679      1,498      9,684:    3,575     4,219
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.9       25.8       29.2       16.9       17.6        8.1       13.7        7.3        6.8        6.8       11.2:      0.9       0.6
Old  :     100.0:      18.9       25.8       29.2       16.9       17.6        8.1       13.7        7.3        6.8        6.8       11.2:      0.9       0.6
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  :       100:        22         20         14          7         19          9         14         18         19         12         23:
Old  :       100:        22         20         14          7         19          9         14         18         19         12         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  :                 32.1       37.3       48.7       59.0       26.9       31.8       37.1       43.9
Old  :                 32.1       37.3       48.7       59.0       26.9       31.8       37.1       43.9
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    23,432:    19,495     15,400        517      5,312      2,307        504          0         44          0         45         75:      490       249
Old  :    23,432:    19,495     15,400        517      5,312      2,307        504          0         44          0         45         75:      490       249
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :       877:     1,028        525       -705       -101        336        215          0         29       -100          0          0:       74        88
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.2       65.7        2.2       22.7        9.8        2.2        0.0        0.2        0.0        0.2        0.3:      2.1       1.1
Old  :     100.0:      83.2       65.7        2.2       22.7        9.8        2.2        0.0        0.2        0.0        0.2        0.3:      2.1       1.1
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  :        46:        30         24          .          5          6          .          0          .          0          .          .:
Old  :        46:        30         24          .          5          6          .          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  :                 42.2       40.3       61.9       66.3       34.5       37.1       45.7       51.2
Old  :                 42.2       40.3       61.9       66.3       34.5       37.1       45.7       51.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-06665P
Disaggregated Commitments of Traders - Futures Only, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    16,765:    14,645      8,134         50      7,446      1,185         25          0          0          0          0          0:      860         0
Old  :    16,765:    14,645      8,134         50      7,446      1,185         25          0          0          0          0          0:      860         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :       259:       -11        349         50       -165         75         25          0          0          0          0          0:      120         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.4       48.5        0.3       44.4        7.1        0.1        0.0        0.0        0.0        0.0        0.0:      5.1       0.0
Old  :     100.0:      87.4       48.5        0.3       44.4        7.1        0.1        0.0        0.0        0.0        0.0        0.0:      5.1       0.0
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  :        24:        13         10          .          8          4          .          0          0          0          0          0:
Old  :        24:        13         10          .          8          4          .          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  :                 61.8       64.1       82.3       91.5       51.3       56.6       61.2       66.1
Old  :                 61.8       64.1       82.3       91.5       51.3       56.6       61.2       66.1
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    13,009:     9,361      8,048        974      2,264      2,334          0        127        161          0          0          0:      179        75
Old  :    13,009:     9,361      8,048        974      2,264      2,334          0        127        161          0          0          0:      179        75
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :       128:       837        194       -873       -325        227          0        115        -13          0          0          0:      -50       -70
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.0       61.9        7.5       17.4       17.9        0.0        1.0        1.2        0.0        0.0        0.0:      1.4       0.6
Old  :     100.0:      72.0       61.9        7.5       17.4       17.9        0.0        1.0        1.2        0.0        0.0        0.0:      1.4       0.6
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  :        27:        15         17          .          4          5          0          .          .          0          0          0:
Old  :        27:        15         17          .          4          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  :                 53.1       48.0       79.5       70.2       43.9       33.5       50.2       44.3
Old  :                 53.1       48.0       79.5       70.2       43.9       33.5       50.2       44.3
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, January 26, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     9,799:     7,022      6,634        863      2,033        757          0          0          0        415          0          0:      742       375
Old  :     9,799:     7,022      6,634        863      2,033        757          0          0          0        415          0          0:      742       375
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 19, 2010                                                                 :
     :       243:       768      1,515        120         90       -220          0          0          0          0          0          0:     -425    -1,142
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.7       67.7        8.8       20.7        7.7        0.0        0.0        0.0        4.2        0.0        0.0:      7.6       3.8
Old  :     100.0:      71.7       67.7        8.8       20.7        7.7        0.0        0.0        0.0        4.2        0.0        0.0:      7.6       3.8
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  :        31:        21         17          .          .          5          0          0          0          .          0          0:
Old  :        31:        21         17          .          .          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  :                 37.2       51.8       55.6       75.9       31.5       44.3       45.6       57.4
Old  :                 37.2       51.8       55.6       75.9       31.5       44.3       45.6       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 29, 2010