```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 4,599,408: 1,837,080    993,386    275,666  1,116,745    612,760    291,390    174,455  1,117,423     17,156    134,358    433,398:   14,535    16,883
Old  : 4,599,408: 1,837,080    993,386    275,666  1,116,745    612,760    291,390    174,455  1,117,423     17,156    134,358    433,398:   14,535    16,883
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :   -89,073:   -92,169    -32,609     -1,320     23,640    -16,902    -20,255    -48,561     53,563      3,956    -54,784    -14,693:   -1,253     1,273
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.9       21.6        6.0       24.3       13.3        6.3        3.8       24.3        0.4        2.9        9.4:      0.3       0.4
Old  :     100.0:      39.9       21.6        6.0       24.3       13.3        6.3        3.8       24.3        0.4        2.9        9.4:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       215:        98         92         13         20         30         28         10         36         13         19         24:
Old  :       215:        98         92         13         20         30         28         10         36         13         19         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       22.3       38.6       37.9       15.7       17.3       21.2       23.6
Old  :                 23.2       22.3       38.6       37.9       15.7       17.3       21.2       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   338,939:   174,649    264,247     82,153     11,878     43,620     16,061        605     11,595          0        115        713:   10,148     6,166
Old  :   338,939:   174,649    264,247     82,153     11,878     43,620     16,061        605     11,595          0        115        713:   10,148     6,166
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :     4,676:     2,413      3,996     -1,251       -312      1,678        589     -1,693      1,156       -309         91        -88:      488      -152
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.5       78.0       24.2        3.5       12.9        4.7        0.2        3.4        0.0        0.0        0.2:      3.0       1.8
Old  :     100.0:      51.5       78.0       24.2        3.5       12.9        4.7        0.2        3.4        0.0        0.0        0.2:      3.0       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        27         28          8          4          9          5          .          6          0          .          .:
Old  :        56:        27         28          8          4          9          5          .          6          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.5       47.4       57.6       67.5       27.5       42.9       43.7       53.8
Old  :                 35.5       47.4       57.6       67.5       27.5       42.9       43.7       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   191,038:   135,008    132,494     19,980     29,859     22,527      4,428          0      2,830          8          0        589:    5,668     2,739
Old  :   191,038:   135,008    132,494     19,980     29,859     22,527      4,428          0      2,830          8          0        589:    5,668     2,739
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :     2,411:       525      3,874      1,860        278       -430     -1,084          0       -502       -240       -518        -76:    2,358      -215
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.7       69.4       10.5       15.6       11.8        2.3        0.0        1.5        0.0        0.0        0.3:      3.0       1.4
Old  :     100.0:      70.7       69.4       10.5       15.6       11.8        2.3        0.0        1.5        0.0        0.0        0.3:      3.0       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        23         29          4          7         10          .          0          .          .          0          .:
Old  :        46:        23         29          4          7         10          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.7       44.1       75.9       59.4       49.1       41.7       62.7       55.0
Old  :                 58.7       44.1       75.9       59.4       49.1       41.7       62.7       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   337,248:   247,693    134,739     64,136    149,532     14,208      2,897     28,732      4,270          0      1,077        155:    3,889     4,535
Old  :   337,248:   247,693    134,739     64,136    149,532     14,208      2,897     28,732      4,270          0      1,077        155:    3,889     4,535
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :     3,088:       694      6,967        661       -742        773       -182     -4,499        624          0       -122          0:      518        87
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.4       40.0       19.0       44.3        4.2        0.9        8.5        1.3        0.0        0.3        0.0:      1.2       1.3
Old  :     100.0:      73.4       40.0       19.0       44.3        4.2        0.9        8.5        1.3        0.0        0.3        0.0:      1.2       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        22         22          5          9         12          .          5          .          0          .          .:
Old  :        50:        22         22          5          9         12          .          5          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       39.7       68.5       63.6       48.9       37.8       67.5       59.3
Old  :                 49.4       39.7       68.5       63.6       48.9       37.8       67.5       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   798,012:   641,785    328,425     22,429    320,202    105,271      1,005     16,067     24,669          0          0          0:    2,853     3,378
Old  :   798,012:   641,785    328,425     22,429    320,202    105,271      1,005     16,067     24,669          0          0          0:    2,853     3,378
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :     4,305:    -9,969     -1,279       -319     -6,775     11,445        -62     -3,672      7,367          0          0          0:   -4,157    -2,781
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.4       41.2        2.8       40.1       13.2        0.1        2.0        3.1        0.0        0.0        0.0:      0.4       0.4
Old  :     100.0:      80.4       41.2        2.8       40.1       13.2        0.1        2.0        3.1        0.0        0.0        0.0:      0.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        67:        36         27          7         15         19          .          4          4          0          0          0:
Old  :        67:        36         27          7         15         19          .          4          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       37.7       58.4       54.2       30.0       28.7       44.1       41.4
Old  :                 39.8       37.7       58.4       54.2       30.0       28.7       44.1       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   228,259:   150,658    187,817     45,774     10,732      8,303      9,820      9,721      6,801        457          0          0:    6,446     4,885
Old  :   228,259:   150,658    187,817     45,774     10,732      8,303      9,820      9,721      6,801        457          0          0:    6,446     4,885
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :       917:     2,555       -123       -200        232       -201        961      3,312     -1,386       -697       -282       -821:      706       186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.0       82.3       20.1        4.7        3.6        4.3        4.3        3.0        0.2        0.0        0.0:      2.8       2.1
Old  :     100.0:      66.0       82.3       20.1        4.7        3.6        4.3        4.3        3.0        0.2        0.0        0.0:      2.8       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        28         32          5          4          7          .          .          .          .          0          0:
Old  :        49:        28         32          5          4          7          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.8       50.0       63.1       66.8       41.2       49.6       53.3       61.5
Old  :                 45.8       50.0       63.1       66.8       41.2       49.6       53.3       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   406,892:   279,976    311,029     68,756     44,196     22,748      7,232      2,290     21,161          0          0          0:    7,019     5,468
Old  :   406,892:   279,976    311,029     68,756     44,196     22,748      7,232      2,290     21,161          0          0          0:    7,019     5,468
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :   -12,704:    -1,513    -11,043     -1,860        213         98     -1,714      2,290     -4,386          0          0          0:   -3,329       124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.8       76.4       16.9       10.9        5.6        1.8        0.6        5.2        0.0        0.0        0.0:      1.7       1.3
Old  :     100.0:      68.8       76.4       16.9       10.9        5.6        1.8        0.6        5.2        0.0        0.0        0.0:      1.7       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        33         27          8          9         10          .          .          5          0          0          0:
Old  :        60:        33         27          8          9         10          .          .          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       65.3       48.5       76.7       30.1       61.9       44.2       69.0
Old  :                 32.0       65.3       48.5       76.7       30.1       61.9       44.2       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   179,330:   113,132    112,783     25,562     22,710     24,340      6,008      7,158      7,235          0          0          0:    3,053     5,104
Old  :   179,330:   113,132    112,783     25,562     22,710     24,340      6,008      7,158      7,235          0          0          0:    3,053     5,104
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :      -793:     5,791     -6,371     -5,198      4,140        313     -2,505      1,926        682          0          0          0:      124    -1,483
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.1       62.9       14.3       12.7       13.6        3.4        4.0        4.0        0.0        0.0        0.0:      1.7       2.8
Old  :     100.0:      63.1       62.9       14.3       12.7       13.6        3.4        4.0        4.0        0.0        0.0        0.0:      1.7       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        18         24          4         10          9          .          .          .          0          0          0:
Old  :        45:        18         24          4         10          9          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       42.8       67.8       58.8       29.5       26.5       43.5       38.9
Old  :                 45.7       42.8       67.8       58.8       29.5       26.5       43.5       38.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   955,095:   103,289    137,133    225,759     37,580     79,240    134,631    270,917    232,543     33,288     67,514     85,172:   61,173    44,996
Old  :   955,095:   103,289    137,133    225,759     37,580     79,240    134,631    270,917    232,543     33,288     67,514     85,172:   61,173    44,996
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :   -35,943:    -1,648     -1,022     -2,314     -2,651     -6,918       -973     -8,115     -6,149     -8,754     -2,121     -5,298:   -3,889    -3,669
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.8       14.4       23.6        3.9        8.3       14.1       28.4       24.3        3.5        7.1        8.9:      6.4       4.7
Old  :     100.0:      10.8       14.4       23.6        3.9        8.3       14.1       28.4       24.3        3.5        7.1        8.9:      6.4       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       313:        51         40         25         14         32         56         86         71         32         32         46:
Old  :       313:        51         40         25         14         32         56         86         71         32         32         46:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       21.2       30.7       32.6       13.4       16.2       20.1       21.6
Old  :                 17.9       21.2       30.7       32.6       13.4       16.2       20.1       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    18,482:       565        610        419        524      2,700      7,067        906        350      3,450      9,991      2,789:    1,142       612
Old  :    18,482:       565        610        419        524      2,700      7,067        906        350      3,450      9,991      2,789:    1,142       612
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       3.1        3.3        2.3        2.8       14.6       38.2        4.9        1.9       18.7       54.1       15.1:      6.2       3.3
Old  :     100.0:       3.1        3.3        2.3        2.8       14.6       38.2        4.9        1.9       18.7       54.1       15.1:      6.2       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         .          .          .          .          .          .          .          .          .          6          7:
Old  :        20:         .          .          .          .          .          .          .          .          .          6          7:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       69.0       79.5       83.6       56.6       55.4       60.5       61.2
Old  :                 67.1       69.0       79.5       83.6       56.6       55.4       60.5       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    60,784:    36,199     18,165     13,346     20,191      5,604          0      9,391      2,928          0          0          0:    2,707     4,505
Old  :    60,784:    36,199     18,165     13,346     20,191      5,604          0      9,391      2,928          0          0          0:    2,707     4,505
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :       558:       548      1,116          0          0          0          0       -992        558          0          0          0:     -548      -124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.6       29.9       22.0       33.2        9.2        0.0       15.4        4.8        0.0        0.0        0.0:      4.5       7.4
Old  :     100.0:      59.6       29.9       22.0       33.2        9.2        0.0       15.4        4.8        0.0        0.0        0.0:      4.5       7.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        10         11          5          5          5          0          .          .          0          0          0:
Old  :        26:        10         11          5          5          5          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.7       51.9       77.4       71.7       48.4       43.9       64.6       58.9
Old  :                 49.7       51.9       77.4       71.7       48.4       43.9       64.6       58.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    57,794:    31,500     19,053      7,156     19,658      7,130      3,995      3,564        629          0          0          0:    7,384     7,760
Old  :    57,794:    31,500     19,053      7,156     19,658      7,130      3,995      3,564        629          0          0          0:    7,384     7,760
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.5       33.0       12.4       34.0       12.3        6.9        6.2        1.1        0.0        0.0        0.0:     12.8      13.4
Old  :     100.0:      54.5       33.0       12.4       34.0       12.3        6.9        6.2        1.1        0.0        0.0        0.0:     12.8      13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         6          7          4          5          7          .          .          .          0          0          0:
Old  :        20:         6          7          4          5          7          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       49.7       77.0       70.5       53.3       47.0       61.6       59.8
Old  :                 59.0       49.7       77.0       70.5       53.3       47.0       61.6       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    93,330:    52,728     38,923     13,904     35,174     11,097      2,786        499      2,898          0          0          0:    9,917     4,739
Old  :    93,330:    52,728     38,923     13,904     35,174     11,097      2,786        499      2,898          0          0          0:    9,917     4,739
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :       -45:        52          0          0          0          0        -52          0         36          0          0          0:      -81       -81
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.5       41.7       14.9       37.7       11.9        3.0        0.5        3.1        0.0        0.0        0.0:     10.6       5.1
Old  :     100.0:      56.5       41.7       14.9       37.7       11.9        3.0        0.5        3.1        0.0        0.0        0.0:     10.6       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        11         11          4          8          6          .          .          .          0          0          0:
Old  :        29:        11         11          4          8          6          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       40.6       63.7       64.1       31.1       36.9       48.4       56.1
Old  :                 41.8       40.6       63.7       64.1       31.1       36.9       48.4       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,503,774:   636,821    411,948    143,040    664,321    505,959    269,715     92,655    570,059    175,609     70,685    168,056:   34,515    20,091
Old  : 2,503,774:   636,821    411,948    143,040    664,321    505,959    269,715     92,655    570,059    175,609     70,685    168,056:   34,515    20,091
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :   -94,565:   -57,327    -38,248    -11,734    -36,381     -5,035     -4,007     -8,426     16,125    -17,366     -5,555    -15,170:      -51    -1,875
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.4       16.5        5.7       26.5       20.2       10.8        3.7       22.8        7.0        2.8        6.7:      1.4       0.8
Old  :     100.0:      25.4       16.5        5.7       26.5       20.2       10.8        3.7       22.8        7.0        2.8        6.7:      1.4       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       157:        69         60         10         17         26         20         14         28         12         11         19:
Old  :       157:        69         60         10         17         26         20         14         28         12         11         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       27.5       36.6       45.6       12.2       16.4       19.7       26.0
Old  :                 22.7       27.5       36.6       45.6       12.2       16.4       19.7       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,048,969:   119,564    183,011    218,628    228,033    327,750    171,351     50,286    106,050     14,930     64,914     85,308:    5,388     3,617
Old  : 1,048,969:   119,564    183,011    218,628    228,033    327,750    171,351     50,286    106,050     14,930     64,914     85,308:    5,388     3,617
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :   -97,725:    -6,887    -18,189     23,010     -4,488    -44,752     -3,089      8,270    -29,087    -12,877     16,720    -24,951:      908    -1,248
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.4       17.4       20.8       21.7       31.2       16.3        4.8       10.1        1.4        6.2        8.1:      0.5       0.3
Old  :     100.0:      11.4       17.4       20.8       21.7       31.2       16.3        4.8       10.1        1.4        6.2        8.1:      0.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        83:        17         20         15          8         19         11         10         16          8          8         16:
Old  :        83:        17         20         15          8         19         11         10         16          8          8         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       34.8       56.1       57.8       21.1       22.6       29.8       33.8
Old  :                 37.8       34.8       56.1       57.8       21.1       22.6       29.8       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    22,227:    20,201     12,668        704      8,429        812         45          0         45        250         56         67:      103       150
Old  :    22,227:    20,201     12,668        704      8,429        812         45          0         45        250         56         67:      103       150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :      -210:      -130       -220          0         80        -50          0          0          0         15          0          0:      -45       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.9       57.0        3.2       37.9        3.7        0.2        0.0        0.2        1.1        0.3        0.3:      0.5       0.7
Old  :     100.0:      90.9       57.0        3.2       37.9        3.7        0.2        0.0        0.2        1.1        0.3        0.3:      0.5       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        31         29          .         10          7          .          0          .          .          .          .:
Old  :        55:        31         29          .         10          7          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       44.5       58.5       67.3       29.5       39.1       43.7       56.3
Old  :                 39.4       44.5       58.5       67.3       29.5       39.1       43.7       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,598:     9,396      4,215        484      5,482        312          0          0          0        150         90          0:      256       499
Old  :    10,598:     9,396      4,215        484      5,482        312          0          0          0        150         90          0:      256       499
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :       152:       152        152         30        -36        -30          0          0          0          0         90          0:        0       -24
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.7       39.8        4.6       51.7        2.9        0.0        0.0        0.0        1.4        0.8        0.0:      2.4       4.7
Old  :     100.0:      88.7       39.8        4.6       51.7        2.9        0.0        0.0        0.0        1.4        0.8        0.0:      2.4       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        16         14          .          5          .          0          0          0          .          .          0:
Old  :        26:        16         14          .          5          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       61.7       78.1       81.1       49.5       60.3       62.2       65.9
Old  :                 59.3       61.7       78.1       81.1       49.5       60.3       62.2       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     7,446:     4,552      5,222      1,992      1,320        594          0          0          0          5         60         30:      273       220
Old  :     7,446:     4,552      5,222      1,992      1,320        594          0          0          0          5         60         30:      273       220
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :       203:        78        184         70         -6         10          0          0          0          5         60         30:       10       -75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.1       70.1       26.8       17.7        8.0        0.0        0.0        0.0        0.1        0.8        0.4:      3.7       3.0
Old  :     100.0:      61.1       70.1       26.8       17.7        8.0        0.0        0.0        0.0        0.1        0.8        0.4:      3.7       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         14          6          4          7          0          0          0          .          .          .:
Old  :        30:        15         14          6          4          7          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       55.9       77.0       80.2       56.2       48.9       68.4       66.9
Old  :                 58.5       55.9       77.0       80.2       56.2       48.9       68.4       66.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, November 29, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,628:     6,053      4,534      2,801      4,510        392          0          0          0          0          0          0:    1,382     1,192
Old  :    10,628:     6,053      4,534      2,801      4,510        392          0          0          0          0          0          0:    1,382     1,192
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 22, 2011                                                                :
     :        16:      -185       -175        477        196          7          0          0          0          0          0          0:     -283       -12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.0       42.7       26.4       42.4        3.7        0.0        0.0        0.0        0.0        0.0        0.0:     13.0      11.2
Old  :     100.0:      57.0       42.7       26.4       42.4        3.7        0.0        0.0        0.0        0.0        0.0        0.0:     13.0      11.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         14          4          5          4          0          0          0          0          0          0:
Old  :        30:        19         14          4          5          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       49.6       70.5       71.9       46.4       49.4       57.3       64.2
Old  :                 51.2       49.6       70.5       71.9       46.4       49.4       57.3       64.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated December 2, 2011