```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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   (10,000 MMBTU'S)                                                  :
CFTC Code #023651                                                    Open Interest is   905,434                :
: Positions                                                                                                    :
:   86,760   107,650   134,890    74,819   129,542   135,655   167,608   244,003     8,785    53,275    86,442 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -2,499    -3,697       393    -1,592     4,759     2,902     7,631     9,792       267      -521     3,272 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.6      11.9      14.9       8.3      14.3      15.0      18.5      26.9       1.0       5.9       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   260                     :
:       55        46        20        12        24        47        45        66        25        40        52 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 2010            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                            :
CFTC Code #02365A                                                    Open Interest is    65,418                :
: Positions                                                                                                    :
:   46,681    30,349       587    18,832     6,381     2,647         0     1,285         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -5,449    -2,529       425      -739      -425      -356         0        47         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.4      46.4       0.9      28.8       9.8       4.0       0.0       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       15        15         .         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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   (2,500 MMBTU'S)                                                :
CFTC Code #02365C                                                    Open Interest is    71,250                :
: Positions                                                                                                    :
:   40,640    38,250    11,391    11,394     6,492       826     2,469       400         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -3,143    -5,706    -1,794        62      -465    -1,077      -400         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      53.7      16.0      16.0       9.1       1.2       3.5       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        17         4         4         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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   (2,500 MMBTU'S)                                                :
CFTC Code #02365D                                                    Open Interest is    79,468                :
: Positions                                                                                                    :
:   44,383    37,173    16,597    30,208     6,970         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -2,013    -1,935      -254      -341      -217         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      46.8      20.9      38.0       8.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        14         .         5         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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   (2,500 MMBTU'S)                                         :
CFTC Code #02365G                                                    Open Interest is    92,043                :
: Positions                                                                                                    :
:   51,616    62,338    16,897    17,838     3,792     7,070         0     2,536         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -3,054    -3,053      -372    -1,129         0      -952         0        57         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.1      67.7      18.4      19.4       4.1       7.7       0.0       2.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       18        18         .         6         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                        :
CFTC Code #02365K                                                    Open Interest is    93,870                :
: Positions                                                                                                    :
:   74,197    39,637     6,899    33,777       897       957     3,422     4,457         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -4,318    -4,624      -462      -996       -58       292      -746      -437         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.0      42.2       7.3      36.0       1.0       1.0       3.6       4.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       12        14         .         6         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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   (2,500 MMBTU'S)                                               :
CFTC Code #02365O                                                    Open Interest is    92,601                :
: Positions                                                                                                    :
:   46,927    25,902    13,738    46,907     6,023    10,401     2,543     3,804         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -5,674    -3,110       755    -1,543      -682      -554       -55    -1,345         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.7      28.0      14.8      50.7       6.5      11.2       2.7       4.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       16        15         4         6         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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   (10,000 MMBTU'S)                                :
CFTC Code #02365U                                                    Open Interest is 1,578,696                :
: Positions                                                                                                    :
:  295,244   286,171   117,937    77,787   596,343    23,642    84,427   206,071    29,907    17,875   305,697 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:    5,748     4,649     1,781    -1,752     4,028    -2,067     6,069     4,699     2,997      -583     6,604 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.7      18.1       7.5       4.9      37.8       1.5       5.3      13.1       1.9       1.1      19.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   125                     :
:       34        36         4        17        21        21        18        27        18        11        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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   (2,500 MMBTU'S)                                          :
CFTC Code #035652                                                    Open Interest is    92,678                :
: Positions                                                                                                    :
:   59,580    63,179    28,914    22,984       480         0     1,180         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -7,637    -3,751      -831    -2,914         0         0      -620         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      68.2      31.2      24.8       0.5       0.0       1.3       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        12         .         5         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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   (2,500 MMBTU'S)                                    :
CFTC Code #035653                                                    Open Interest is   198,628                :
: Positions                                                                                                    :
:  112,769   123,905    46,536    35,502    19,049     5,507     8,455     4,754         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -8,471   -11,624    -4,427    -3,319      -272      -886      -781      -592         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      62.4      23.4      17.9       9.6       2.8       4.3       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       28        25         9         .        10         5         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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   (2,500 MMBTU'S)                                    :
CFTC Code #035654                                                    Open Interest is   143,787                :
: Positions                                                                                                    :
:   66,967    84,211    47,729    38,562    11,769     1,989     1,086     3,297         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -3,972    -4,077    -2,567    -1,369      -929       215      -945      -308         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.6      58.6      33.2      26.8       8.2       1.4       0.8       2.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        14         7         5         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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   (2,500 MMBTU'S)                                          :
CFTC Code #035655                                                    Open Interest is   234,938                :
: Positions                                                                                                    :
:  143,202    93,317    25,147    86,421    35,343     6,791       662    11,547         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:    2,489    -5,748     4,124     6,779    -2,319    -2,221       662       666         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      39.7      10.7      36.8      15.0       2.9       0.3       4.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        23         .        12        11         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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   (2,500 MMBTU'S)                                                :
CFTC Code #03565B                                                    Open Interest is 2,862,272                :
: Positions                                                                                                    :
:  778,454   536,513    61,253   949,111   422,844   591,442    50,173   649,042   116,274    25,649   211,923 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:  -64,202   -89,300   -26,366    43,116   -52,997    61,971   -10,682   -84,850   -18,442     6,423    -3,541 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.2      18.7       2.1      33.2      14.8      20.7       1.8      22.7       4.1       0.9       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   180                     :
:       77        68         7        21        25        25        14        36        20         6        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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   (2,500 MMBTU'S)                                :
CFTC Code #03565C                                                    Open Interest is   891,391                :
: Positions                                                                                                    :
:  182,083   250,478   326,052   192,972   104,581    87,014   134,741    45,165    41,960    61,768    99,213 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:   -3,833       497    -6,862    -3,712     1,950    11,709    -6,005       296    -5,165     5,984     3,766 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.4      28.1      36.6      21.6      11.7       9.8      15.1       5.1       4.7       6.9      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       20        20        15         5        17        13        11        17        14        14        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is    22,986                :
: Positions                                                                                                    :
:   18,305    15,755     1,205     4,869     2,046       357         0        21       100         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:      473     1,011       225      -127      -114        65         0         0       100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      68.5       5.2      21.2       8.9       1.6       0.0       0.1       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        24         .         7         5         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665Q                                                    Open Interest is    12,876                :
: Positions                                                                                                    :
:    8,362     7,232     2,049     2,966     2,046         0       317       180         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:     -877    -1,641      -234       203      -264         0       135       -65         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      56.2      15.9      23.0      15.9       0.0       2.5       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        16         .         5         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 5, 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 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     7,875                :
: Positions                                                                                                    :
:    4,883     4,328       625     1,603       682         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 29, 2009                                                                          :
:     -691    -1,239       -34       483      -291         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.0      55.0       7.9      20.4       8.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       17        11         .         .         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 8, 2010