```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 3,919,482                :
: Positions                                                                                                    :
:1,659,838   956,250   164,289 1,060,105   551,307   210,599    33,806   960,779    61,353    49,849   285,287 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:   35,339   -10,708     4,665   101,442   -38,050    -4,168   -22,049    46,470    28,915    -7,208     2,105 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     42.3      24.4       4.2      27.0      14.1       5.4       0.9      24.5       1.6       1.3       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   219                     :
:      102        95        12        22        32        21        16        32        15        19        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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   322,034                :
: Positions                                                                                                    :
:  157,158   213,964    39,422    15,516    69,646    22,675     7,779     7,974     4,273         0       765 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:  -12,716   -19,283   -16,403    -3,511     6,963    -2,171      -552    -2,838     1,236         0       -66 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.8      66.4      12.2       4.8      21.6       7.0       2.4       2.5       1.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       26        22         6         6        10         .         5         6         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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   184,276                :
: Positions                                                                                                    :
:  145,615   107,932    13,423    52,057    12,040     9,001     6,426     2,370        21         0       227 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:   -6,311   -10,631       396     4,839    -4,289       856     1,394    -1,846        21         0       227 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      58.6       7.3      28.2       6.5       4.9       3.5       1.3       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       20        23         .         9        12         4         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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   347,989                :
: Positions                                                                                                    :
:  210,778   107,218    38,308   134,470    61,744     2,857     5,853    29,822         0     4,376       151 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:   -8,959   -59,463    -3,708    42,039      -968    -1,409     1,057    -2,153         0     1,257      -155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.6      30.8      11.0      38.6      17.7       0.8       1.7       8.6       0.0       1.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       21        18         .         9        12         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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   667,118                :
: Positions                                                                                                    :
:  459,486   234,593    81,083   309,016    80,450     8,504     7,894    32,918         0         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:  -33,419    10,884    -2,060   -33,215     4,488     8,216    -2,422   -14,508         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      35.2      12.2      46.3      12.1       1.3       1.2       4.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       37        26         8        13        19         4         .         7         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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   188,660                :
: Positions                                                                                                    :
:  148,054   122,394     6,166    45,990     3,441    15,317     1,801     4,737         0         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:   -5,994    -7,340    -1,267    -4,759      -302    -5,934      -475      -919         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      64.9       3.3      24.4       1.8       8.1       1.0       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       22        21         .         4         .         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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   341,401                :
: Positions                                                                                                    :
:  229,386   162,730    25,586    89,282    28,804    20,971    27,563    29,270         0         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:  -19,548   -22,113      -312    -5,422    -3,750    -3,879     3,519     1,424         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      47.7       7.5      26.2       8.4       6.1       8.1       8.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       26        23         .        15        13         5         .         7         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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   116,077                :
: Positions                                                                                                    :
:   64,903    18,309    14,867    44,717    17,193     6,369    18,881     6,276         0         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:  -14,170    -2,480     9,422    -6,304      -601      -925     2,481    -3,978         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      15.8      12.8      38.5      14.8       5.5      16.3       5.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       20        14         4         6         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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   843,345                :
: Positions                                                                                                    :
:   88,059   103,863   184,633    76,321    78,936   144,668   195,730   165,830    15,669    98,891    79,866 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:   -5,211   -11,492     2,288     6,000    -4,061     8,928    -8,802     7,954   -13,125    10,089     4,086 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.4      12.3      21.9       9.0       9.4      17.2      23.2      19.7       1.9      11.7       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   290                     :
:       51        46        22        14        32        58        55        75        30        45        63 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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    54,723                :
: Positions                                                                                                    :
:   41,958    25,953     3,144    16,986     5,184         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:    3,715    -1,465      -867     6,185    -1,178         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      47.4       5.7      31.0       9.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       15        10         .         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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:     November 30, 2010                                                                          :
:   -5,403    -3,038      -124    -2,276        29         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 7, 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    54,850                :
: Positions                                                                                                    :
:   27,304    33,074    11,536     2,520       158     2,332     2,367     5,839         0         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:   -5,761    -6,559     2,406    -1,437         0       155      -415      -812         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.8      60.3      21.0       4.6       0.3       4.3       4.3      10.6       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 7, 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    62,672                :
: Positions                                                                                                    :
:   30,556     5,517     9,892    41,457     3,947     3,599     1,280     3,233         0         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:   -3,710   -11,765      -466     6,428        43       120      -579      -972         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.8       8.8      15.8      66.1       6.3       5.7       2.0       5.2       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 7, 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 1,716,743                :
: Positions                                                                                                    :
:  219,483   203,930    79,088    56,520   741,924    14,848   121,981   206,696    75,010     6,271   372,207 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:  -85,601   -66,692    17,645       533    64,084       -37     5,738     4,126     7,186        19     2,899 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.8      11.9       4.6       3.3      43.2       0.9       7.1      12.0       4.4       0.4      21.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   143                     :
:       38        39        10        13        22        20        24        36        22        13        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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    36,018                :
: Positions                                                                                                    :
:    5,882     5,275     9,061     1,589     3,563     2,513     9,401    10,422     1,296     2,891     2,287 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:     -225       252       524      -116      -155       299        92       587      -229        -7        -8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.3      14.6      25.2       4.4       9.9       7.0      26.1      28.9       3.6       8.0       6.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       11        10         .         4         4         6         8         8         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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   113,519                :
: Positions                                                                                                    :
:   60,790    56,138    31,875    29,218     9,008         0    13,592     1,093         0         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:  -10,919    -6,716    -1,051    -2,363    -1,393         0     1,705    -1,523         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.6      49.5      28.1      25.7       7.9       0.0      12.0       1.0       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 7, 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    92,611                :
: Positions                                                                                                    :
:   52,757    33,984    18,277    34,401     9,469         0       892     1,594         0         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:   -3,509   -25,438    -5,937    12,149    -1,828         0       317      -317         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      36.7      19.7      37.1      10.2       0.0       1.0       1.7       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 7, 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   153,156                :
: Positions                                                                                                    :
:   78,231    61,082    26,614    57,883    19,859     7,859         0     5,807         0         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:   -7,220    -5,979    -2,164    -3,854    -1,860       162         0    -1,505         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.1      39.9      17.4      37.8      13.0       5.1       0.0       3.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        16         5         7         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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 2,594,413                :
: Positions                                                                                                    :
:  722,462   408,912   105,334   813,535   434,843   382,674    16,185   597,511   111,317    84,992   219,143 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:  -43,860   -44,916    -2,108    14,066    47,239     6,142       947     6,565     5,702    -3,666     2,620 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.8      15.8       4.1      31.4      16.8      14.7       0.6      23.0       4.3       3.3       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   176                     :
:       76        63        11        19        27        22        13        33        15        14        27 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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   979,221                :
: Positions                                                                                                    :
:  164,049   160,104   177,707   235,939   284,444   113,161    49,924    92,216    53,885    63,117    90,027 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:  -21,550  -107,695     2,025    96,209    24,404    16,769    -4,914     2,073     2,853    16,433    -2,242 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.8      16.4      18.1      24.1      29.0      11.6       5.1       9.4       5.5       6.4       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       18        17        14         9        18        12        13        17        13        14        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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    26,676                :
: Positions                                                                                                    :
:   23,261    15,588       235     8,347     1,874       105         0       375        35         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:      350       288       -30      -127       -53        15         0        75       -10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.2      58.4       0.9      31.3       7.0       0.4       0.0       1.4       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       32        27         .         6         7         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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    16,234                :
: Positions                                                                                                    :
:   15,107     8,420       200     6,965       283         0         0         0       380         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:     -609      -102        -5      -572        45         0         0         0      -130         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      51.9       1.2      42.9       1.7       0.0       0.0       0.0       2.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       15        11         .         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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     8,792                :
: Positions                                                                                                    :
:    6,845     5,477       212     1,648       918         0         0         0        80         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:     -698      -520        65        50      -278         0         0         0        80         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      62.3       2.4      18.7      10.4       0.0       0.0       0.0       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       20        15         .         6         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 7, 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    10,363                :
: Positions                                                                                                    :
:    9,131     6,459       433     3,113       274         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:     -257      -798       -23       592       -38         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.1      62.3       4.2      30.0       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 7, 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     3,937                :
: Positions                                                                                                    :
:    3,128     2,841       422       617       328         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 30, 2010                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.5      72.2      10.7      15.7       8.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       14         8         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated December 10, 2010