```
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,563,030                :
: Positions                                                                                                    :
:1,829,178 1,019,376   276,805 1,098,548   606,723   308,905   204,102 1,047,820    21,363   121,039   398,927 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:   21,363    19,600    17,325    -3,345    22,986    14,171    -8,613    29,535   -10,580    33,614   -15,690 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.1      22.3       6.1      24.1      13.3       6.8       4.5      23.0       0.5       2.7       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   212                     :
:       99        92        13        25        34        25        12        35        12        16        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             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   325,399                :
: Positions                                                                                                    :
:  181,992   243,023    61,178    14,449    46,134    10,636     3,301    12,822       684       461       766 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:     -709   -15,093     5,557     4,514    -5,551    -6,994     3,260    -2,834      -601       461         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      74.7      18.8       4.4      14.2       3.3       1.0       3.9       0.2       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       28        28         6         5         9         6         .         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             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   178,124                :
: Positions                                                                                                    :
:  131,299   126,386     9,342    22,377    24,837     6,163         0     2,462       435         0       248 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:  -24,485   -22,767     3,142      -406      -621    -2,726      -265      -114       291         0      -370 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.7      71.0       5.2      12.6      13.9       3.5       0.0       1.4       0.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       24        31         5         6        10         4         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             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   351,872                :
: Positions                                                                                                    :
:  262,457   136,752    63,496   158,424    14,442     1,970    29,676     6,408         0     1,598       587 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:  -26,368    -2,016     5,223    -8,380    -1,862     1,903    -7,246      -799         0    -1,796       217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      38.9      18.0      45.0       4.1       0.6       8.4       1.8       0.0       0.5       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       21        22         7         7        12         .         6         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             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   416,205                :
: Positions                                                                                                    :
:  277,319   317,751    79,362    41,154    20,387     6,764     8,748    24,462         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:   -6,154   -18,787     4,567     1,969    -5,243    -7,097     8,392    -8,148         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      76.3      19.1       9.9       4.9       1.6       2.1       5.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       33        26         8         8        10         .         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             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   162,530                :
: Positions                                                                                                    :
:   82,846   120,690    37,156     7,645    22,745    11,124       503     4,236         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:   -3,981     1,171       -14    -9,014     3,986    -3,399    -1,652      -390         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      74.3      22.9       4.7      14.0       6.8       0.3       2.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       15        20         6         6         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             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   971,799                :
: Positions                                                                                                    :
:  105,028   139,618   226,428    39,126    89,051   115,788   254,987   263,657    30,065    51,879    72,102 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:    2,993       185     4,677       -52     4,040       107    16,137    -6,661     5,081   -12,495    -3,984 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.8      14.4      23.3       4.0       9.2      11.9      26.2      27.1       3.1       5.3       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   306                     :
:       58        46        24        12        28        46        94        75        28        27        41 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             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    59,223                :
: Positions                                                                                                    :
:   35,143    17,881    13,346    20,191     5,604       618     8,656     2,138         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:        0         0       400         0         0         0       400      -400         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      30.2      22.5      34.1       9.5       1.0      14.6       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        8         9         5         5         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             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    57,854                :
: Positions                                                                                                    :
:   31,500    19,161     7,156    19,658     7,130     4,151     3,564       581         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:     -248       304       124         0         0       428         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      33.1      12.4      34.0      12.3       7.2       6.2       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6         7         4         5         7         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             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    92,917                :
: Positions                                                                                                    :
:   52,028    39,272    13,904    35,654    11,097     3,296         0     2,675         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:      472       -91         0         0         0      -563         0        40         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      42.3      15.0      38.4      11.9       3.5       0.0       2.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       11        11         4         8         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             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 2,410,430                :
: Positions                                                                                                    :
:  678,067   426,190   130,562   699,941   453,432   269,333    80,173   503,326   149,290    69,947   133,917 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:    4,412    13,901     4,010       128    11,319    -5,554    -2,983     9,373   -36,506    -8,302   -24,245 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.1      17.7       5.4      29.0      18.8      11.2       3.3      20.9       6.2       2.9       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   163                     :
:       72        63        12        16        27        21        11        28        12        10        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,088,551                :
: Positions                                                                                                    :
:  137,819   175,411   214,846   239,396   346,575   132,471    39,332   129,591    30,908    61,490    92,463 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:   11,282     8,279    -3,040    -6,109    15,157     7,388     3,802     5,324     1,949    10,883       693 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.7      16.1      19.7      22.0      31.8      12.2       3.6      11.9       2.8       5.6       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    84                     :
:       17        20        14         9        20        13         8        19         7         9        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             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    21,719                :
: Positions                                                                                                    :
:   19,771    12,360       704     8,273       781        25         0        20       185        56        67 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:   -2,906    -1,863       -61    -1,077       234        20         0       -20         5       -10      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.0      56.9       3.2      38.1       3.6       0.1       0.0       0.1       0.9       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       31        28         .        10         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             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     9,865                :
: Positions                                                                                                    :
:    8,645     3,589       409     5,539       342        87         0        25       150         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:      364       154         0       300         0        87         0        25        30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      36.4       4.1      56.1       3.5       0.9       0.0       0.3       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        12         .         5         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             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     6,714                :
: Positions                                                                                                    :
:    4,385     4,520     1,753     1,551       483         0         0         0         0        70         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:      312       245         4        25        -1       -40         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.3      67.3      26.1      23.1       7.2       0.0       0.0       0.0       0.0       1.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        13         4         5         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of November 8, 2011           
:                                             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    10,607                :
: Positions                                                                                                    :
:    7,114     4,820     1,995     4,570       165         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     November 1, 2011                                                                           :
:       89       179         0       -50         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      45.4      18.8      43.1       1.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        13         .         6         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated November 14, 2011