```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 4,776,178: 1,916,385  1,075,570    287,629  1,172,140    570,349    422,620    264,426  1,008,255     24,016    137,831    444,354:  102,570   103,253
Old  : 4,776,178: 1,916,385  1,075,570    287,629  1,172,140    570,349    422,620    264,426  1,008,255     24,016    137,831    444,354:  102,570   103,253
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :    38,338:    62,741     37,071     -9,283        713     -9,128     33,300     28,044    -75,295    -11,456      9,897    -31,494:   78,953    78,530
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.1       22.5        6.0       24.5       11.9        8.8        5.5       21.1        0.5        2.9        9.3:      2.1       2.2
Old  :     100.0:      40.1       22.5        6.0       24.5       11.9        8.8        5.5       21.1        0.5        2.9        9.3:      2.1       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       223:       107         98         14         21         32         24         13         35         12         18         27:
Old  :       223:       107         98         14         21         32         24         13         35         12         18         27:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       20.3       37.0       34.7       16.7       16.0       22.2       24.1
Old  :                 22.1       20.3       37.0       34.7       16.7       16.0       22.2       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   324,030:   164,206    234,196     79,762      4,803     46,852     12,413     24,070      6,467        465          0      1,386:   12,479     6,256
Old  :   324,030:   164,206    234,196     79,762      4,803     46,852     12,413     24,070      6,467        465          0      1,386:   12,479     6,256
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :    14,734:     6,618      7,492      5,022     -2,439      3,372     -2,844      4,569      1,216        465       -103        411:      474       216
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.7       72.3       24.6        1.5       14.5        3.8        7.4        2.0        0.1        0.0        0.4:      3.9       1.9
Old  :     100.0:      50.7       72.3       24.6        1.5       14.5        3.8        7.4        2.0        0.1        0.0        0.4:      3.9       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        28         28          8          .          9          5          .          4          .          0          .:
Old  :        53:        28         28          8          .          9          5          .          4          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       48.5       54.3       73.0       27.8       46.4       43.4       58.7
Old  :                 34.9       48.5       54.3       73.0       27.8       46.4       43.4       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   164,610:   114,963    103,692     19,972     36,072     17,865        271          0      4,836         80          0        644:    5,979     1,501
Old  :   164,610:   114,963    103,692     19,972     36,072     17,865        271          0      4,836         80          0        644:    5,979     1,501
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :     1,922:     2,454       -769        495      3,391        -85       -126          0          5         80          0        644:   -1,545    -1,264
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.8       63.0       12.1       21.9       10.9        0.2        0.0        2.9        0.0        0.0        0.4:      3.6       0.9
Old  :     100.0:      69.8       63.0       12.1       21.9       10.9        0.2        0.0        2.9        0.0        0.0        0.4:      3.6       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        26         30          4          7          9          .          0          .          .          0          .:
Old  :        45:        26         30          4          7          9          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       43.2       72.6       60.8       49.7       41.1       59.6       54.5
Old  :                 57.2       43.2       72.6       60.8       49.7       41.1       59.6       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   319,599:   230,667    119,955     63,929    151,361     12,288      5,336     28,445      1,997          0        232        124:    5,258     5,197
Old  :   319,599:   230,667    119,955     63,929    151,361     12,288      5,336     28,445      1,997          0        232        124:    5,258     5,197
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :    -3,033:      -472      2,362     -2,078     -6,320       -539       -853      2,120       -584          0        232        124:    1,369      -428
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.2       37.5       20.0       47.4        3.8        1.7        8.9        0.6        0.0        0.1        0.0:      1.6       1.6
Old  :     100.0:      72.2       37.5       20.0       47.4        3.8        1.7        8.9        0.6        0.0        0.1        0.0:      1.6       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        22         22          4         10         11          .          .          .          0          .          .:
Old  :        46:        22         22          4         10         11          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.5       42.4       75.5       67.4       54.9       40.2       73.4       61.9
Old  :                 55.5       42.4       75.5       67.4       54.9       40.2       73.4       61.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   796,297:   618,207    354,901     30,147    266,889    122,586        651     25,946     21,389          0        838        789:    2,528     2,959
Old  :   796,297:   618,207    354,901     30,147    266,889    122,586        651     25,946     21,389          0        838        789:    2,528     2,959
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :    -1,350:    -1,349      5,664     -1,122    -12,796      1,174         68      2,588       -273          0        427        -62:      214     1,928
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.6       44.6        3.8       33.5       15.4        0.1        3.3        2.7        0.0        0.1        0.1:      0.3       0.4
Old  :     100.0:      77.6       44.6        3.8       33.5       15.4        0.1        3.3        2.7        0.0        0.1        0.1:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        67:        34         27          8         14         20          .          4          4          0          .          .:
Old  :        67:        34         27          8         14         20          .          4          4          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       42.7       56.8       59.1       27.6       28.5       40.9       38.0
Old  :                 36.8       42.7       56.8       59.1       27.6       28.5       40.9       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   231,825:   152,997    190,648     50,851      7,006      4,433      9,458     19,683      4,677          0          0          0:    9,409     5,378
Old  :   231,825:   152,997    190,648     50,851      7,006      4,433      9,458     19,683      4,677          0          0          0:    9,409     5,378
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :     5,838:     3,705      5,021        110        -31       -154        428          0        103          0          0          0:    1,646       899
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.0       82.2       21.9        3.0        1.9        4.1        8.5        2.0        0.0        0.0        0.0:      4.1       2.3
Old  :     100.0:      66.0       82.2       21.9        3.0        1.9        4.1        8.5        2.0        0.0        0.0        0.0:      4.1       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        30         29          5          .          5          .          .          .          0          0          0:
Old  :        46:        30         29          5          .          5          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.7       58.3       60.9       74.7       38.7       58.1       53.5       71.3
Old  :                 42.7       58.3       60.9       74.7       38.7       58.1       53.5       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   396,521:   282,355    301,574     57,284     51,648     18,492      9,898         21     18,283          0          0          0:   10,209     6,503
Old  :   396,521:   282,355    301,574     57,284     51,648     18,492      9,898         21     18,283          0          0          0:   10,209     6,503
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :     3,467:    10,516      1,610     -6,404      1,853      2,468         62         21     -2,428          0          0          0:     -747       -57
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.2       76.1       14.4       13.0        4.7        2.5        0.0        4.6        0.0        0.0        0.0:      2.6       1.6
Old  :     100.0:      71.2       76.1       14.4       13.0        4.7        2.5        0.0        4.6        0.0        0.0        0.0:      2.6       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        31         28          7          7          8          5          .          6          0          0          0:
Old  :        58:        31         28          7          7          8          5          .          6          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       62.2       50.5       73.6       30.5       61.3       46.8       69.3
Old  :                 32.7       62.2       50.5       73.6       30.5       61.3       46.8       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   170,274:   126,375     81,995      7,975     44,529     18,429      6,556      8,004      8,083          0          0          0:    2,856     9,234
Old  :   170,274:   126,375     81,995      7,975     44,529     18,429      6,556      8,004      8,083          0          0          0:    2,856     9,234
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :   -12,120:    17,165    -39,368    -16,590     32,674    -10,969     -5,743        278      4,106          0          0          0:      -89     1,159
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.2       48.2        4.7       26.2       10.8        3.9        4.7        4.7        0.0        0.0        0.0:      1.7       5.4
Old  :     100.0:      74.2       48.2        4.7       26.2       10.8        3.9        4.7        4.7        0.0        0.0        0.0:      1.7       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        17         19          4          7          7          .          .          .          0          0          0:
Old  :        39:        17         19          4          7          7          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.3       39.2       64.9       56.2       32.8       32.3       49.1       46.6
Old  :                 43.3       39.2       64.9       56.2       32.8       32.3       49.1       46.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   994,703:   108,168    150,017    217,142     39,286     90,894    145,703    262,616    224,748     31,369     71,837    110,662:   66,017    44,643
Old  :   994,703:   108,168    150,017    217,142     39,286     90,894    145,703    262,616    224,748     31,369     71,837    110,662:   66,017    44,643
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :     6,488:    -7,947     -4,801     -2,917     -1,017      7,516      2,894        105      4,267        747        545      2,297:     -369    -2,424
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.9       15.1       21.8        3.9        9.1       14.6       26.4       22.6        3.2        7.2       11.1:      6.6       4.5
Old  :     100.0:      10.9       15.1       21.8        3.9        9.1       14.6       26.4       22.6        3.2        7.2       11.1:      6.6       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       304:        49         41         27         11         32         53         79         72         41         33         49:
Old  :       304:        49         41         27         11         32         53         79         72         41         33         49:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.3       20.4       29.9       31.9       12.6       15.7       18.9       20.6
Old  :                 16.3       20.4       29.9       31.9       12.6       15.7       18.9       20.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    24,710:       565        610      1,827      1,312      3,582      6,567        906      2,575      4,522     10,997      4,030:    1,042       698
Old  :    24,710:       565        610      1,827      1,312      3,582      6,567        906      2,575      4,522     10,997      4,030:    1,042       698
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :     1,096:         0          0      1,000          0          0          0          0          0          0        814         96:        0       186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       2.3        2.5        7.4        5.3       14.5       26.6        3.7       10.4       18.3       44.5       16.3:      4.2       2.8
Old  :     100.0:       2.3        2.5        7.4        5.3       14.5       26.6        3.7       10.4       18.3       44.5       16.3:      4.2       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         .          .          .          .          .          .          .          .          5          5          7:
Old  :        22:         .          .          .          .          .          .          .          .          5          5          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       61.0       78.1       81.8       42.6       48.1       50.8       54.2
Old  :                 61.1       61.0       78.1       81.8       42.6       48.1       50.8       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    55,176:    33,268     15,309     12,295     15,785      4,427          0      9,614      1,852          0          0          0:    3,334     8,189
Old  :    55,176:    33,268     15,309     12,295     15,785      4,427          0      9,614      1,852          0          0          0:    3,334     8,189
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.3       27.7       22.3       28.6        8.0        0.0       17.4        3.4        0.0        0.0        0.0:      6.0      14.8
Old  :     100.0:      60.3       27.7       22.3       28.6        8.0        0.0       17.4        3.4        0.0        0.0        0.0:      6.0      14.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         8          8          4          .          4          0          .          .          0          0          0:
Old  :        21:         8          8          4          .          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       55.5       79.2       71.5       50.6       48.7       69.0       59.9
Old  :                 52.3       55.5       79.2       71.5       50.6       48.7       69.0       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    87,837:    50,841     36,813     13,540     28,696      9,118      1,987         86      3,120          0          0          0:    9,231    10,004
Old  :    87,837:    50,841     36,813     13,540     28,696      9,118      1,987         86      3,120          0          0          0:    9,231    10,004
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :       484:       275        372          0          0          0        -65         86         57          0          0          0:      217       -31
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.9       41.9       15.4       32.7       10.4        2.3        0.1        3.6        0.0        0.0        0.0:     10.5      11.4
Old  :     100.0:      57.9       41.9       15.4       32.7       10.4        2.3        0.1        3.6        0.0        0.0        0.0:     10.5      11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         11          .          5          .          .          .          .          0          0          0:
Old  :        25:        12         11          .          5          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.7       41.3       66.0       65.3       32.4       37.2       51.8       57.6
Old  :                 43.7       41.3       66.0       65.3       32.4       37.2       51.8       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,626,020:   681,501    423,975    165,560    679,270    548,423    262,547    150,763    536,043    200,286     67,103    198,780:   32,880    21,663
Old  : 2,626,020:   681,501    423,975    165,560    679,270    548,423    262,547    150,763    536,043    200,286     67,103    198,780:   32,880    21,663
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :    58,107:    17,291     11,318     11,615      7,222     10,693        -76     13,422      3,494      7,324      3,246      9,753:   -1,987    -1,041
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.0       16.1        6.3       25.9       20.9       10.0        5.7       20.4        7.6        2.6        7.6:      1.3       0.8
Old  :     100.0:      26.0       16.1        6.3       25.9       20.9       10.0        5.7       20.4        7.6        2.6        7.6:      1.3       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       160:        72         62         10         17         26         14         19         30         14         10         19:
Old  :       160:        72         62         10         17         26         14         19         30         14         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       26.4       37.8       43.5       12.0       16.7       19.4       25.8
Old  :                 22.9       26.4       37.8       43.5       12.0       16.7       19.4       25.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,183,047:   130,171    204,262    215,856    317,372    320,648    201,475     41,785    126,319     65,903     51,566    117,625:    5,050     3,470
Old  : 1,183,047:   130,171    204,262    215,856    317,372    320,648    201,475     41,785    126,319     65,903     51,566    117,625:    5,050     3,470
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :    32,659:     5,983      8,826     -7,472      7,058      3,397     19,854     -5,286      6,960     -3,064      5,008      6,304:      697       392
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.0       17.3       18.2       26.8       27.1       17.0        3.5       10.7        5.6        4.4        9.9:      0.4       0.3
Old  :     100.0:      11.0       17.3       18.2       26.8       27.1       17.0        3.5       10.7        5.6        4.4        9.9:      0.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        89:        19         21         14         10         18         13         10         19          9          8         16:
Old  :        89:        19         21         14         10         18         13         10         19          9          8         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       38.1       55.5       59.1       19.7       25.8       28.7       37.9
Old  :                 35.9       38.1       55.5       59.1       19.7       25.8       28.7       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    19,713:    17,686     10,769        529      7,661        983         45          0          0        235         36         42:      193       222
Old  :    19,713:    17,686     10,769        529      7,661        983         45          0          0        235         36         42:      193       222
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :       324:       284        313        -25          9         35          0          0          0         40          0        -10:        0       -23
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.7       54.6        2.7       38.9        5.0        0.2        0.0        0.0        1.2        0.2        0.2:      1.0       1.1
Old  :     100.0:      89.7       54.6        2.7       38.9        5.0        0.2        0.0        0.0        1.2        0.2        0.2:      1.0       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        31         27          4          8          6          .          0          0          .          .          .:
Old  :        52:        31         27          4          8          6          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       41.2       57.7       63.2       25.6       37.9       39.2       52.5
Old  :                 35.5       41.2       57.7       63.2       25.6       37.9       39.2       52.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,343:     8,167      3,533        463      4,983        283          0          0          0        145         90          0:      285       454
Old  :     9,343:     8,167      3,533        463      4,983        283          0          0          0        145         90          0:      285       454
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :       -19:        10        -20          0         30          0          0          0          0          0          0          0:      -29       -29
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.4       37.8        5.0       53.3        3.0        0.0        0.0        0.0        1.6        1.0        0.0:      3.1       4.9
Old  :     100.0:      87.4       37.8        5.0       53.3        3.0        0.0        0.0        0.0        1.6        1.0        0.0:      3.1       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        16         14          .          4          .          0          0          0          .          .          0:
Old  :        25:        16         14          .          4          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       64.0       77.9       80.5       50.4       63.3       64.6       69.4
Old  :                 61.0       64.0       77.9       80.5       50.4       63.3       64.6       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     6,907:     4,181      4,640      1,915      1,356        636          0          0          0          0         65         25:      150       185
Old  :     6,907:     4,181      4,640      1,915      1,356        636          0          0          0          0         65         25:      150       185
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :        75:       110        113         15         20        -20          0          0          0          0         20          0:      -30       -58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.5       67.2       27.7       19.6        9.2        0.0        0.0        0.0        0.0        0.9        0.4:      2.2       2.7
Old  :     100.0:      60.5       67.2       27.7       19.6        9.2        0.0        0.0        0.0        0.0        0.9        0.4:      2.2       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        13         14          6          5          8          0          0          0          0          .          .:
Old  :        31:        13         14          6          5          8          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.1       53.3       76.2       77.8       52.4       45.5       65.0       60.8
Old  :                 56.1       53.3       76.2       77.8       52.4       45.5       65.0       60.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, December 20, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,969:     5,456      4,335      2,837      4,229        333          0          0          0         40          0          0:    1,303     1,072
Old  :     9,969:     5,456      4,335      2,837      4,229        333          0          0          0         40          0          0:    1,303     1,072
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 13, 2011                                                                :
     :       -25:       -80        110          0        -75          0          0          0          0         40          0          0:       15       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.7       43.5       28.5       42.4        3.3        0.0        0.0        0.0        0.4        0.0        0.0:     13.1      10.8
Old  :     100.0:      54.7       43.5       28.5       42.4        3.3        0.0        0.0        0.0        0.4        0.0        0.0:     13.1      10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        19         15          5          4          4          0          0          0          .          0          0:
Old  :        31:        19         15          5          4          4          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.4       49.9       70.6       73.4       51.6       49.1       64.9       68.6
Old  :                 53.4       49.9       70.6       73.4       51.6       49.1       64.9       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 23, 2011