```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 4,566,168                :
: Positions                                                                                                    :
:1,662,002   824,696   131,204 1,366,758   540,556   444,331    24,195 1,398,638    35,746    66,915   328,677 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
: -128,748   -95,635    -1,573   -70,297    -5,990   -45,293     1,578   -22,478     9,055    -2,359   -15,875 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.4      18.1       2.9      29.9      11.8       9.7       0.5      30.6       0.8       1.5       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   217                     :
:       99        92        11        24        31        26        12        36        20        16        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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   379,374                :
: Positions                                                                                                    :
:  211,945   272,050    51,231    22,184    58,516    24,998    11,681     9,513     3,132         0       276 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      317   -12,733    11,483       552      -116   -23,353    -1,272     1,528    -1,415         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      71.7      13.5       5.8      15.4       6.6       3.1       2.5       0.8       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       30        25         6         6         9         5         4         7         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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   191,482                :
: Positions                                                                                                    :
:  161,531   100,326     6,901    68,993    11,759     4,099     2,199     3,692         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:    5,429    -1,978    -4,024     6,139    -1,103     1,112    -1,668    -1,041         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      52.4       3.6      36.0       6.1       2.1       1.1       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       22        23         .        10        10         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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   342,573                :
: Positions                                                                                                    :
:  205,683   118,027    38,136   141,664    62,806    20,483     5,798     9,174         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:     -769    -2,683       535     2,990       233     2,247     2,029      -305         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.0      34.5      11.1      41.4      18.3       6.0       1.7       2.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       22        19         .        11        13         5         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   744,771                :
: Positions                                                                                                    :
:  520,679   280,680    82,499   307,268    78,643    12,026    27,270    42,108       127        99       852 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:    6,205       911    -2,664    -1,448    -1,950     2,101     6,311     4,342       127      -760       427 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.9      37.7      11.1      41.3      10.6       1.6       3.7       5.7       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       37        29         7        14        19         .         5         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   198,282                :
: Positions                                                                                                    :
:  136,137   127,287    19,501    47,779     5,258    21,291     1,176     7,820         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   -2,484       811       611      -493       152     1,647      -988       576         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      64.2       9.8      24.1       2.7      10.7       0.6       3.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       27        24         4         .         4         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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   353,690                :
: Positions                                                                                                    :
:  235,975   185,407    26,296    77,561    26,755    18,255    18,501    38,459       348         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:    5,607    10,788       898     2,554    -1,806     5,054    -1,376      -787         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      52.4       7.4      21.9       7.6       5.2       5.2      10.9       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       31        27         4        13        11         .         .         4         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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   194,045                :
: Positions                                                                                                    :
:  139,603    62,646    11,580    61,301    20,990     5,627    33,430     7,408         0     2,400         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   10,789    12,030       335     3,934      -339    -3,396    -7,163     1,538         0      -856         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      32.3       6.0      31.6      10.8       2.9      17.2       3.8       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       25        16         .        11         8         .         4         5         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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   896,126                :
: Positions                                                                                                    :
:   56,038    95,077   223,715    49,278    91,407   151,349   239,576   189,792    19,342   113,731    78,927 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   -4,018    -2,181     6,107    -6,233    -3,819      -478    17,665    -3,236     3,647    -4,792    -8,385 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.3      10.6      25.0       5.5      10.2      16.9      26.7      21.2       2.2      12.7       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   295                     :
:       45        43        21        12        31        57        58        77        29        55        64 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365C                                                    Open Interest is    46,435                :
: Positions                                                                                                    :
:   34,127    22,610     4,578    17,202     2,097         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   -1,344    -2,308    -1,916      -504        -8         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      48.7       9.9      37.0       4.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14         9         .         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    56,199                :
: Positions                                                                                                    :
:   29,520    27,692    11,290    19,371     4,759         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      304         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.5      49.3      20.1      34.5       8.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    49,850                :
: Positions                                                                                                    :
:   25,500    32,734    11,195     2,023       158     2,270     2,316     3,838         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:        0       428         0         0         0         0      -428         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.2      65.7      22.5       4.1       0.3       4.6       4.6       7.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         9         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #02365O                                                    Open Interest is    60,489                :
: Positions                                                                                                    :
:   31,383     4,604     8,340    39,628     3,737       152     1,030     4,224         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:        0         0         0         0         0        62         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.9       7.6      13.8      65.5       6.2       0.3       1.7       7.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       12         7         .         4         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 2011           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,665,411                :
: Positions                                                                                                    :
:  203,270   192,223    85,648    67,571   740,569    16,757    94,537   193,185    56,508     7,554   363,071 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:  -10,215   -13,032    -2,779    -3,700     1,751     1,392    -6,187   -13,350    -5,630     4,772   -26,990 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.2      11.5       5.1       4.1      44.5       1.0       5.7      11.6       3.4       0.5      21.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   143                     :
:       38        36        11        14        23        11        28        29        27        12        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    48,131                :
: Positions                                                                                                    :
:    7,871     7,241     9,112     2,976     7,219     4,790    14,367    11,606     2,540     1,122     2,966 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      472       485      -808        54       789       272        42       291      -212      -723       568 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.4      15.0      18.9       6.2      15.0      10.0      29.9      24.1       5.3       2.3       6.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       12        12         .         5         6         9         8        12         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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   100,544                :
: Positions                                                                                                    :
:   53,537    49,665    28,142    27,603     8,703         0     9,021     1,999         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   -2,550    -2,918    -1,368      -755      -140         0      -986      -248         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      49.4      28.0      27.5       8.7       0.0       9.0       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       11        17         6         4         7         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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   149,828                :
: Positions                                                                                                    :
:   74,308    60,986    25,623    56,446    20,142    10,567         0     3,629         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   -3,639    -3,949    -2,110    -1,792       212      -755         0      -852         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.6      40.7      17.1      37.7      13.4       7.1       0.0       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       17        13         6         6         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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 2,531,989                :
: Positions                                                                                                    :
:  681,650   374,604   124,419   853,378   397,741   333,501    36,179   545,075   171,848    42,592   262,509 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:  -31,527   -34,563    14,750    -5,819   -11,056   -18,145   -11,061    13,181   -13,216     2,796    -8,952 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.9      14.8       4.9      33.7      15.7      13.2       1.4      21.5       6.8       1.7      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   170                     :
:       70        55        11        20        28        20        14        33        21        10        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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   982,964                :
: Positions                                                                                                    :
:  161,878   159,096   182,955   301,726   263,656   107,698    44,252    82,860    68,037    16,075   111,021 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:   -8,432    -7,610     4,101     1,913   -23,415   -17,691      -610    -8,825    -3,204   -17,973    -7,753 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.5      16.2      18.6      30.7      26.8      11.0       4.5       8.4       6.9       1.6      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       19        19        12        10        18        14        11        18        15        13        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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    27,977                :
: Positions                                                                                                    :
:   25,029    17,893       300     8,272     1,448       329         0        73       410         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:      666       728        70        38        25       -40         0        -8        55         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      64.0       1.1      29.6       5.2       1.2       0.0       0.3       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       29        27         .         6         6         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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    16,061                :
: Positions                                                                                                    :
:   14,792     7,585        70     7,586       450         0         0         0       515         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:     -955      -685       -15      -304        25         0       -10       -75      -100         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.1      47.2       0.4      47.2       2.8       0.0       0.0       0.0       3.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        11         .         5         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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     7,040                :
: Positions                                                                                                    :
:    5,180     3,976       332     1,053     1,152         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:     -731      -995       167       157      -441         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      56.5       4.7      15.0      16.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14         9         .         5         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 1, 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    10,476                :
: Positions                                                                                                    :
:    9,258     6,397       534     2,918       135         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 25, 2011                                                                           :
:     -335      -355       264       -95       -52         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.4      61.1       5.1      27.9       1.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       13        13         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated February 4, 2011