```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,009,866                :
: Positions                                                                                                    :
:1,755,560   920,587   145,751 1,146,601   516,665   248,937    37,824   973,403     8,069    60,288   337,708 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:   29,617   -39,986    13,671    12,309   -39,789    10,053     9,924   -71,500   -48,647    23,361    15,530 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     43.8      23.0       3.6      28.6      12.9       6.2       0.9      24.3       0.2       1.5       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   216                     :
:      103        97        14        20        32        25        12        36        13        20        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   322,515                :
: Positions                                                                                                    :
:  168,390   222,391    35,727    15,284    65,393    20,014     3,311     9,778     1,891         0       828 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:    3,468     4,389      -833    -1,596     2,519        81    -2,286      -324    -1,902         0      -121 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.2      69.0      11.1       4.7      20.3       6.2       1.0       3.0       0.6       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       27        24         5         7        10         4         .         6         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   186,394                :
: Positions                                                                                                    :
:  149,905   104,931     7,340    54,072    13,033     9,963     6,351     3,532         0         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:    2,265    -4,403      -298     4,918      -954       424       947       -42      -779         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      56.3       3.9      29.0       7.0       5.3       3.4       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       21        24         .        10        11         4         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   354,051                :
: Positions                                                                                                    :
:  216,302   112,258    38,736   138,549    61,304     2,343     5,583    30,111         0     1,858       275 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:    2,897     4,226       -31    -1,227     2,172      -642       377       409         0    -1,784         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.1      31.7      10.9      39.1      17.3       0.7       1.6       8.5       0.0       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       21        17         .         9        11         .         5         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   699,595                :
: Positions                                                                                                    :
:  472,243   240,715    96,826   326,553    76,373     1,499     5,067    39,667         0         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:   -2,132       620    19,875    12,606    -5,331    -4,681      -459     4,932         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.5      34.4      13.8      46.7      10.9       0.2       0.7       5.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       37        27         8        13        19         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   191,052                :
: Positions                                                                                                    :
:  148,046   125,769    10,372    47,700     4,553    16,854         0     4,216         0         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:     -257     1,612     1,761     1,772        44     1,117    -1,552      -375         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.5      65.8       5.4      25.0       2.4       8.8       0.0       2.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        23         .         4         4         5         0         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   345,896                :
: Positions                                                                                                    :
:  249,203   157,097    27,473    91,418    26,648    18,119    48,512    17,725         0         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:    6,393    -2,495      -402     2,342       375    -1,215     4,657    -4,770         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      45.4       7.9      26.4       7.7       5.2      14.0       5.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       28        28         4        14        13         4         .         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   121,576                :
: Positions                                                                                                    :
:   66,778    21,268    15,067    44,444    18,298     7,780    19,434     7,375         0         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:      223     1,003      -209        31       410     1,411       760    -1,118         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      17.5      12.4      36.6      15.1       6.4      16.0       6.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        13         5         6         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is   864,235                :
: Positions                                                                                                    :
:   72,575    85,858   199,481    63,314    76,319   140,154   239,832   172,659    32,080    99,405    83,732 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:   -8,787    -9,811    12,129   -12,054    -7,030    -6,162    31,111     4,162    11,075    -6,655      -740 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.4       9.9      23.1       7.3       8.8      16.2      27.8      20.0       3.7      11.5       9.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   305                     :
:       48        44        25        13        33        59        64        82        37        42        62 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365C                                                    Open Interest is    56,845                :
: Positions                                                                                                    :
:   40,355    31,203     7,424    16,918     2,694        55         0       280         0         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:   -1,123     4,256     3,040         0    -2,614       -31         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      54.9      13.1      29.8       4.7       0.1       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        10         .         5         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    56,608                :
: Positions                                                                                                    :
:   29,667    27,548    11,484    20,735     4,821         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      48.7      20.3      36.6       8.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         9         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    54,116                :
: Positions                                                                                                    :
:   27,336    32,950    11,536     2,520       158     2,332     3,559     4,679         0         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:       32       -62         0         0         0         0     1,192    -1,160         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.5      60.9      21.3       4.7       0.3       4.3       6.6       8.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         9         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #02365O                                                    Open Interest is    63,346                :
: Positions                                                                                                    :
:   31,970     5,635     9,892    41,457     3,947     2,399     1,280     3,688         0         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:        0         0         0         0         0        84         0       -62         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.5       8.9      15.6      65.4       6.2       3.8       2.0       5.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12         8         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,796,677                :
: Positions                                                                                                    :
:  226,908   215,006    82,713    60,131   763,881    15,499   125,330   222,677    79,273     4,315   399,315 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:    4,806     7,010     1,138       332    14,899       998    -1,565     9,138    -1,861    -1,173    18,652 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.6      12.0       4.6       3.3      42.5       0.9       7.0      12.4       4.4       0.2      22.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   147                     :
:       38        38        12        12        23        16        29        35        27        10        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    38,850                :
: Positions                                                                                                    :
:    6,450     5,188     8,661     2,717     4,648     3,144     9,637    10,790     1,265     3,226     2,125 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:      533        67      -342     1,003       786       515      -154      -311       246       216        71 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.6      13.4      22.3       7.0      12.0       8.1      24.8      27.8       3.3       8.3       5.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       11        10         .         5         5         7         7         8         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is   112,518                :
: Positions                                                                                                    :
:   59,918    55,206    31,875    29,218     9,008         0    12,485     1,222         0         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:     -505      -566         0         0         0         0       177       -53         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      49.1      28.3      26.0       8.0       0.0      11.1       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       13        17         6         4         7         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    92,667                :
: Positions                                                                                                    :
:   52,667    33,660    18,105    34,403     9,673         0       872     1,674         0         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:       61         0         0        61         0         0       -80        80         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      36.3      19.5      37.1      10.4       0.0       0.9       1.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8         8         6         4         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   153,789                :
: Positions                                                                                                    :
:   78,528    60,291    26,312    57,283    20,336     6,909     1,033     6,361         0         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:      249       224         0      -600       424        80       843      -525         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.1      39.2      17.1      37.2      13.2       4.5       0.7       4.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        17         5         7         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,594,365                :
: Positions                                                                                                    :
:  702,530   407,521   103,978   819,652   438,962   396,011    29,052   577,906   117,879    67,221   235,478 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:   -1,669   -10,997    10,872    16,067    -9,092   -21,522    11,842   -27,802    10,460   -17,092     6,321 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.1      15.7       4.0      31.6      16.9      15.3       1.1      22.3       4.5       2.6       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   179                     :
:       78        63        13        18        27        22        13        34        16        13        27 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,024,285                :
: Positions                                                                                                    :
:  178,158   162,364   158,816   256,087   302,244   152,216    50,400    90,840    47,761    68,060    90,729 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:    8,496    -3,472   -24,329    14,491    16,811    35,207     2,175     1,276    -5,226       869     2,903 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.4      15.9      15.5      25.0      29.5      14.9       4.9       8.9       4.7       6.6       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   100                     :
:       20        19        13        10        20        14        13        19        11        18        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    28,175                :
: Positions                                                                                                    :
:   24,573    16,965       235     8,404     1,984       367         0       491       115         0        50 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:    1,033     1,078         0      -103        35       262         0       116        80         0        50 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      60.2       0.8      29.8       7.0       1.3       0.0       1.7       0.4       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       33        29         .         6         7         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    16,962                :
: Positions                                                                                                    :
:   15,785     9,023       200     7,060       323        10         0        65       435         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:      355        55         0       325       -50         0         0        30        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      53.2       1.2      41.6       1.9       0.1       0.0       0.4       2.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        13         .         4         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     8,859                :
: Positions                                                                                                    :
:    6,943     5,485       212     1,718     1,107       150         0        45        60         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:       45       -45         0        30        -6       150         0        45         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.4      61.9       2.4      19.4      12.5       1.7       0.0       0.5       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        15         .         6         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    10,944                :
: Positions                                                                                                    :
:    9,727     6,745       433     3,363       289         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:      241       121         0        45        15         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.9      61.6       4.0      30.7       2.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        15         .         6         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 21, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is     4,113                :
: Positions                                                                                                    :
:    3,254     3,062       487       587       313         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 14, 2010                                                                          :
:       90       180        60       -30       -15         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      74.4      11.8      14.3       7.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14         7         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated December 27, 2010