```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 4,119,278                :
: Positions                                                                                                    :
:1,685,961   872,584   100,451 1,256,957   496,276   381,343    35,381 1,053,876    41,292    48,857   335,458 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:   99,256    45,227   -26,485   140,099     2,102    79,827   -14,405   105,894    10,944    -5,633    27,682 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.9      21.2       2.4      30.5      12.0       9.3       0.9      25.6       1.0       1.2       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   216                     :
:       96        89        11        23        31        26        13        37        20        16        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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   335,341                :
: Positions                                                                                                    :
:  178,249   231,573    36,282    19,462    63,343    20,593     3,186    12,732     1,528         0       430 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:    2,596     2,948      -231     3,144    -2,551     1,762       199     1,551       343         0      -123 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      69.1      10.8       5.8      18.9       6.1       1.0       3.8       0.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        25         4         8        10         5         .         8         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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   188,631                :
: Positions                                                                                                    :
:  149,789   104,860     7,470    55,133    13,124     9,851     3,974     4,349         0         0         0 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:   -2,638    -2,023         0       160      -157       118    -1,973       893         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      55.6       4.0      29.2       7.0       5.2       2.1       2.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       22        24         .        10         9         4         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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   353,048                :
: Positions                                                                                                    :
:  216,982   117,968    38,904   137,300    63,092     4,904     2,717    22,475         0     1,181       397 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:     -909      -693      -289      -726     2,313     1,931      -534    -6,859         0      -117       122 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.5      33.4      11.0      38.9      17.9       1.4       0.8       6.4       0.0       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       20        15         .         9        11         .         4         6         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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   705,482                :
: Positions                                                                                                    :
:  486,888   250,436    82,379   321,303    81,214    10,089     8,716    35,303         0         0         0 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:    9,924     9,829     2,240     9,208      -671     8,541       889    -2,368         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      35.5      11.7      45.5      11.5       1.4       1.2       5.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       38        27         6        15        19         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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   193,629                :
: Positions                                                                                                    :
:  144,820   127,010    12,824    48,525     3,957    17,193         0     5,527         0         0         0 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:   -3,972     2,752     2,238         0      -680     2,171         0      -610         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      65.6       6.6      25.1       2.0       8.9       0.0       2.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        23         .         4         4         5         0         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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   348,081                :
: Positions                                                                                                    :
:  250,005   159,164    27,614    91,369    25,294    17,623    53,512    15,222       248         0         0 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:   -5,021       354      -952       104    -1,201     1,064     1,598    -2,680         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      45.7       7.9      26.2       7.3       5.1      15.4       4.4       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       29        28         4        14        14         .         4         6         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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   121,121                :
: Positions                                                                                                    :
:   66,144    18,593    15,169    44,528    19,237     7,532    20,247     7,099         0         0         0 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:     -189    -1,187      -264       421       561         0      -495       -59         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      15.4      12.5      36.8      15.9       6.2      16.7       5.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        11         5         6         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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   839,126                :
: Positions                                                                                                    :
:   54,573    83,875   202,196    77,287    80,163   146,588   199,671   173,132    17,124   105,825    80,091 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:   -3,729     5,025      -685    16,796     3,756     5,489   -37,547     5,411    -7,804    14,852     5,904 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.5      10.0      24.1       9.2       9.6      17.5      23.8      20.6       2.0      12.6       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   297                     :
:       44        44        23        15        35        67        50        74        27        53        63 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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    52,017                :
: Positions                                                                                                    :
:   37,449    26,468     6,494    17,706     2,105         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:   -2,937    -4,766      -930       788      -589       -55         0      -280         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      50.9      12.5      34.0       4.0       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 January 4, 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    53,779                :
: Positions                                                                                                    :
:   27,404    26,556    11,290    19,371     4,759         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:   -2,263      -992      -194    -1,364       -62         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      49.4      21.0      36.0       8.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         9         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 1,649,254                :
: Positions                                                                                                    :
:  200,481   196,322    79,073    63,983   717,843    18,153    99,748   195,999    64,240     2,400   366,487 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:    3,828     8,775     4,106      -502     4,250     6,100     4,486     5,077      -878      -134    15,803 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.2      11.9       4.8       3.9      43.5       1.1       6.0      11.9       3.9       0.1      22.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   140                     :
:       36        36        10        14        23        16        25        33        27         9        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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    37,217                :
: Positions                                                                                                    :
:    5,642     4,937     9,864     2,916     4,173     3,728    11,113     8,684       883     2,900     2,085 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:     -502       529       670       263       -28       372       221      -781       -91      -127       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.2      13.3      26.5       7.8      11.2      10.0      29.9      23.3       2.4       7.8       5.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       11        10         .         6         6         7         7         8         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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   106,342                :
: Positions                                                                                                    :
:   56,942    50,708    30,366    28,482     8,843         0    12,241     1,015         0         0         0 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:   -2,876    -4,401    -1,509      -736      -165         0      -244      -207         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      47.7      28.6      26.8       8.3       0.0      11.5       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       13        16         6         4         7         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    88,432                :
: Positions                                                                                                    :
:   50,991    35,039    14,360    32,139     9,392         0     1,885       795         0         0         0 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:   -1,704     1,379    -3,745    -2,292      -281         0     1,013      -879         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      39.6      16.2      36.3      10.6       0.0       2.1       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         8         4         4         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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   147,115                :
: Positions                                                                                                    :
:   74,659    58,082    24,411    55,744    19,641     8,314         0     6,014         0         0         0 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:   -4,033    -1,638    -1,777    -1,291      -943     1,672    -1,757      -710         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.7      39.5      16.6      37.9      13.4       5.7       0.0       4.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       18        16         5         7         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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 2,495,881                :
: Positions                                                                                                    :
:  674,431   371,986   110,267   835,166   391,636   393,764    38,642   541,328   138,385    70,912   222,917 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:  -40,287   -43,904    12,337    20,589   -48,221     1,359    -1,840   -39,755    11,164     5,898       252 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.0      14.9       4.4      33.5      15.7      15.8       1.5      21.7       5.5       2.8       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   171                     :
:       72        58        11        19        27        19        16        35        17        12        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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   934,812                :
: Positions                                                                                                    :
:  163,854   149,086   166,510   260,620   264,351   105,067    46,052    87,549    59,896    39,841    83,258 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:    4,806       840   -21,704     8,991     8,817    -2,794     1,706     7,753    19,562   -11,536     6,317 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.5      15.9      17.8      27.9      28.3      11.2       4.9       9.4       6.4       4.3       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    93                     :
:       19        18        13         9        18        15         9        16        17        10        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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    28,238                :
: Positions                                                                                                    :
:   24,754    17,174       235     8,286     2,024       497       300        98       175         0        50 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:      255       238         0       -73         0       130       300      -343        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.7      60.8       0.8      29.3       7.2       1.8       1.1       0.3       0.6       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       33        30         .         6         7         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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    16,351                :
: Positions                                                                                                    :
:   15,311     7,836       135     7,668       291         5         0       100       365         0         0 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:     -534    -1,262       -65       623       -28        -5         0        35       -70         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.6      47.9       0.8      46.9       1.8       0.0       0.0       0.6       2.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       16         9         .         4         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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     7,542                :
: Positions                                                                                                    :
:    5,890     4,688       222     1,268     1,104         0         0         0        60         0         0 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:   -1,333      -977        10      -545       -55      -150         0       -45         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.1      62.2       2.9      16.8      14.6       0.0       0.0       0.0       0.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        15         .         5         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of January 4, 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    10,297                :
: Positions                                                                                                    :
:    9,226     6,370       225     2,872       237         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     December 28, 2010                                                                          :
:     -536      -420      -208      -481       -52         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.6      61.9       2.2      27.9       2.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        11         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated January 7, 2011