```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 3,819,617                :
: Positions                                                                                                    :
:1,586,705   827,357   126,936 1,116,858   494,174   301,516    49,786   947,982    30,348    54,490   307,776 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
: -168,855   -93,230   -18,815   -29,743   -22,491    52,579    11,962   -25,421    22,279    -5,798   -29,932 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.5      21.7       3.3      29.2      12.9       7.9       1.3      24.8       0.8       1.4       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   215                     :
:      101        96        14        20        31        26        10        34        13        19        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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   330,210                :
: Positions                                                                                                    :
:  175,653   228,625    36,513    16,318    65,894    18,831     2,987    11,181     1,185         0       553 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:    7,263     6,234       786     1,034       501    -1,183      -324     1,403      -706         0      -275 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      69.2      11.1       4.9      20.0       5.7       0.9       3.4       0.4       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       28        25         4         8        10         4         .         7         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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   189,077                :
: Positions                                                                                                    :
:  152,427   106,883     7,470    54,973    13,281     9,733     5,947     3,456         0         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:    2,522     1,952       130       901       248      -230      -404       -76         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      56.5       4.0      29.1       7.0       5.1       3.1       1.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       22        24         .        10        11         4         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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   355,708                :
: Positions                                                                                                    :
:  217,891   118,661    39,193   138,026    60,779     2,973     3,251    29,334         0     1,298       275 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:    1,589     6,403       457      -523      -525       630    -2,332      -777         0      -560         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      33.4      11.0      38.8      17.1       0.8       0.9       8.2       0.0       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       20        16         .         9        11         .         5         6         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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   682,469                :
: Positions                                                                                                    :
:  476,964   240,607    80,139   312,095    81,885     1,548     7,827    37,671         0         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:    4,721      -108   -16,687   -14,458     5,512        49     2,760    -1,996         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.9      35.3      11.7      45.7      12.0       0.2       1.1       5.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       37        27         7        14        19         .         4         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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   193,593                :
: Positions                                                                                                    :
:  148,792   124,258    10,586    48,525     4,637    15,022         0     6,137         0         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      746    -1,511       214       825        84    -1,832         0     1,921         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.9      64.2       5.5      25.1       2.4       7.8       0.0       3.2       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 28, 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   351,586                :
: Positions                                                                                                    :
:  255,026   158,810    28,566    91,265    26,495    16,559    51,914    17,902       248         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:    5,823     1,713     1,093      -153      -153    -1,560     3,402       177       248         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      45.2       8.1      26.0       7.5       4.7      14.8       5.1       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       29        28         4        14        14         .         4         6         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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   122,116                :
: Positions                                                                                                    :
:   66,333    19,780    15,433    44,107    18,676     7,532    20,742     7,158         0         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:     -445    -1,488       366      -337       378      -248     1,308      -217         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      16.2      12.6      36.1      15.3       6.2      17.0       5.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        12         5         6         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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   826,937                :
: Positions                                                                                                    :
:   58,302    78,850   202,882    60,491    76,408   141,099   237,218   167,721    24,928    90,972    74,187 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:  -14,273    -7,008     3,401    -2,823        88       946    -2,614    -4,937    -7,152    -8,433    -9,545 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.1       9.5      24.5       7.3       9.2      17.1      28.7      20.3       3.0      11.0       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   286                     :
:       45        43        25        12        34        60        54        74        28        46        56 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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    56,876                :
: Positions                                                                                                    :
:   40,386    31,234     7,424    16,918     2,694        55         0       280         0         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:       31        31         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      54.9      13.1      29.7       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 28, 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 21, 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 28, 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    53,820                :
: Positions                                                                                                    :
:   27,711    33,119    11,412     2,520       251     2,332     3,001     4,679         0         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      375       169      -124         0        93         0      -558         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      61.5      21.2       4.7       0.5       4.3       5.6       8.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 21, 2010                                                                          :
:        0         0         0         0         0         0         0         0         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 28, 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 1,610,418                :
: Positions                                                                                                    :
:  196,653   187,548    74,967    64,485   713,593    12,053    95,261   190,921    65,118     2,535   350,683 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:  -30,255   -27,459    -7,745     4,355   -50,288    -3,447   -30,069   -31,755   -14,155    -1,781   -48,632 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.2      11.6       4.7       4.0      44.3       0.7       5.9      11.9       4.0       0.2      21.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   141                     :
:       36        36        10        14        23        16        25        32        25        11        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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    37,234                :
: Positions                                                                                                    :
:    6,144     4,408     9,195     2,653     4,201     3,355    10,891     9,465       974     3,027     2,100 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:     -306      -779       533       -64      -447       211     1,254    -1,325      -291      -199       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.5      11.8      24.7       7.1      11.3       9.0      29.3      25.4       2.6       8.1       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       11        10         .         5         5         7         7         8         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035652                                                    Open Interest is    63,926                :
: Positions                                                                                                    :
:   45,925    42,818    17,060    20,016       428         0         0         0       279         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      67.0      26.7      31.3       0.7       0.0       0.0       0.0       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13         9         .         .         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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   112,418                :
: Positions                                                                                                    :
:   59,818    55,109    31,875    29,218     9,008         0    12,485     1,222         0         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      -99       -97         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      49.0      28.4      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 28, 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    92,695                :
: Positions                                                                                                    :
:   52,695    33,660    18,105    34,431     9,673         0       872     1,674         0         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:       28         0         0        28         0         0         0         0         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 28, 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   154,251                :
: Positions                                                                                                    :
:   78,692    59,720    26,188    57,035    20,584     6,642     1,757     6,724         0         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      164      -571      -124      -248       248      -267       724       363         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      38.7      17.0      37.0      13.3       4.3       1.1       4.4       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 28, 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 2,599,199                :
: Positions                                                                                                    :
:  714,718   415,890    97,930   814,577   439,857   392,405    40,482   581,083   127,221    65,014   222,665 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:   12,188     8,369    -6,048    -5,075       895    -3,606    11,430     3,177     9,342    -2,207   -12,813 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.5      16.0       3.8      31.3      16.9      15.1       1.6      22.4       4.9       2.5       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   187                     :
:       83        67        12        19        28        24        14        36        20         9        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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   911,908                :
: Positions                                                                                                    :
:  159,048   148,246   188,214   251,629   255,534   107,861    44,346    79,796    40,334    51,377    76,941 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:  -19,110   -14,118    29,398    -4,458   -46,710   -44,355    -6,054   -11,044    -7,427   -16,683   -13,788 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.4      16.3      20.6      27.6      28.0      11.8       4.9       8.8       4.4       5.6       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    91                     :
:       19        18        12        10        18        15         8        15        13        13        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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    28,116                :
: Positions                                                                                                    :
:   24,499    16,936       235     8,359     2,024       367         0       441       115         0        50 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      -74       -29         0       -45        40         0         0       -50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      60.2       0.8      29.7       7.2       1.3       0.0       1.6       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 28, 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    17,018                :
: Positions                                                                                                    :
:   15,845     9,098       200     7,045       319        10         0        65       435         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:       60        75         0       -15        -4         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      53.5       1.2      41.4       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 28, 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     9,186                :
: Positions                                                                                                    :
:    7,223     5,665       212     1,813     1,159       150         0        45        60         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:      280       180         0        95        52         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      61.7       2.3      19.7      12.6       1.6       0.0       0.5       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       19        14         .         6         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 28, 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    10,979                :
: Positions                                                                                                    :
:    9,762     6,790       433     3,353       289         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:       35        45         0       -10         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.9      61.8       3.9      30.5       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 28, 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     4,188                :
: Positions                                                                                                    :
:    3,344     3,137       472       587       313         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 21, 2010                                                                          :
:       90        75       -15         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.8      74.9      11.3      14.0       7.5       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 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 3, 2011