```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 4,708,432: 1,881,257  1,073,619    253,083  1,134,535    588,533    389,964    239,283  1,082,678     49,052    125,297    445,911:   17,954    18,576
Old  : 4,708,432: 1,881,257  1,073,619    253,083  1,134,535    588,533    389,964    239,283  1,082,678     49,052    125,297    445,911:   17,954    18,576
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :   140,018:    70,973     52,208     18,198    -17,185      3,111    -38,705     18,211     92,455      9,656      6,141      2,608:  -18,278   -17,531
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.0       22.8        5.4       24.1       12.5        8.3        5.1       23.0        1.0        2.7        9.5:      0.4       0.4
Old  :     100.0:      40.0       22.8        5.4       24.1       12.5        8.3        5.1       23.0        1.0        2.7        9.5:      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  :       226:       107        101         13         22         32         21         18         34         14         16         26:
Old  :       226:       107        101         13         22         32         21         18         34         14         16         26:
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  :                 23.1       21.7       38.5       36.9       15.9       15.1       21.2       24.5
Old  :                 23.1       21.7       38.5       36.9       15.9       15.1       21.2       24.5
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, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   327,063:   166,493    206,862     82,138     12,547     48,500      7,916     45,287      6,535          0         69      1,014:   14,467     6,249
Old  :   327,063:   166,493    206,862     82,138     12,547     48,500      7,916     45,287      6,535          0         69      1,014:   14,467     6,249
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :   -13,016:     1,703    -20,662       -488      3,805     -3,364     -7,714     10,707     -3,086       -374         69       -170:      477      -315
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.9       63.2       25.1        3.8       14.8        2.4       13.8        2.0        0.0        0.0        0.3:      4.4       1.9
Old  :     100.0:      50.9       63.2       25.1        3.8       14.8        2.4       13.8        2.0        0.0        0.0        0.3:      4.4       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        26         22          9          .         10          5          .          7          0          .          .:
Old  :        50:        26         22          9          .         10          5          .          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  :                 37.1       49.3       57.0       76.4       28.5       48.0       46.5       59.8
Old  :                 37.1       49.3       57.0       76.4       28.5       48.0       46.5       59.8
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, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   152,987:   100,565     98,285     23,756     32,015     16,051      2,405          0      3,719          0          0          0:    6,491     2,917
Old  :   152,987:   100,565     98,285     23,756     32,015     16,051      2,405          0      3,719          0          0          0:    6,491     2,917
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :   -14,067:   -12,574     -6,523      2,204     -4,869     -1,670        422          0     -1,428       -177          0       -702:     -142     1,125
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.7       64.2       15.5       20.9       10.5        1.6        0.0        2.4        0.0        0.0        0.0:      4.2       1.9
Old  :     100.0:      65.7       64.2       15.5       20.9       10.5        1.6        0.0        2.4        0.0        0.0        0.0:      4.2       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        24         25          4          8         10          .          0          .          0          0          0:
Old  :        42:        24         25          4          8         10          .          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  :                 58.7       46.9       74.0       63.5       52.5       44.6       62.7       57.5
Old  :                 58.7       46.9       74.0       63.5       52.5       44.6       62.7       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Futures Only, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   307,542:   219,073    122,850     60,394    143,301     12,800      8,341     21,067      1,649          0          0          0:    5,285     5,875
Old  :   307,542:   219,073    122,850     60,394    143,301     12,800      8,341     21,067      1,649          0          0          0:    5,285     5,875
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :   -18,012:   -13,846      1,926     -3,732     -9,761       -237      1,079     -7,310       -751          0       -352        -62:     -463    -1,465
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.2       39.9       19.6       46.6        4.2        2.7        6.9        0.5        0.0        0.0        0.0:      1.7       1.9
Old  :     100.0:      71.2       39.9       19.6       46.6        4.2        2.7        6.9        0.5        0.0        0.0        0.0:      1.7       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        20         21          4          9         10          .          4          .          0          0          0:
Old  :        46:        20         21          4          9         10          .          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  :                 57.4       46.0       76.6       70.6       57.0       43.6       74.8       66.1
Old  :                 57.4       46.0       76.6       70.6       57.0       43.6       74.8       66.1
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, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   785,036:   610,558    336,565     24,036    259,052    130,297      1,940     39,519     15,434          0        358        610:    2,161     3,201
Old  :   785,036:   610,558    336,565     24,036    259,052    130,297      1,940     39,519     15,434          0        358        610:    2,161     3,201
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :   -51,579:   -34,479    -36,886     -5,605     -4,388     -7,571      1,196      1,472     -3,938          0        -85        -26:   -1,156      -157
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.8       42.9        3.1       33.0       16.6        0.2        5.0        2.0        0.0        0.0        0.1:      0.3       0.4
Old  :     100.0:      77.8       42.9        3.1       33.0       16.6        0.2        5.0        2.0        0.0        0.0        0.1:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        67:        35         25          7         15         20          .          .          .          0          .          .:
Old  :        67:        35         25          7         15         20          .          .          .          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  :                 38.6       42.9       59.0       60.1       28.0       27.1       41.6       37.5
Old  :                 38.6       42.9       59.0       60.1       28.0       27.1       41.6       37.5
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, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   226,554:   143,299    192,300     56,901      6,386      4,968      9,942     14,418      3,163          0          0          0:    8,281     5,319
Old  :   226,554:   143,299    192,300     56,901      6,386      4,968      9,942     14,418      3,163          0          0          0:    8,281     5,319
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :   -12,693:    -8,688     -6,256     -5,299       -744        177        536     -3,669     -1,769          0          0          0:    2,350      -432
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.3       84.9       25.1        2.8        2.2        4.4        6.4        1.4        0.0        0.0        0.0:      3.7       2.3
Old  :     100.0:      63.3       84.9       25.1        2.8        2.2        4.4        6.4        1.4        0.0        0.0        0.0:      3.7       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        28         27          5          .          5          .          .          .          0          0          0:
Old  :        44:        28         27          5          .          5          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       58.8       62.4       74.6       39.3       58.6       55.5       71.5
Old  :                 43.4       58.8       62.4       74.6       39.3       58.6       55.5       71.5
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, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   347,182:   254,649    260,929     47,329     49,704     11,603     10,713      7,505     12,120          0          0          0:   10,768     5,321
Old  :   347,182:   254,649    260,929     47,329     49,704     11,603     10,713      7,505     12,120          0          0          0:   10,768     5,321
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :   -45,075:   -39,550    -36,269       -620     -2,436     -6,392      3,623      7,445     -5,592          0          0          0:    3,456    -1,831
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.3       75.2       13.6       14.3        3.3        3.1        2.2        3.5        0.0        0.0        0.0:      3.1       1.5
Old  :     100.0:      73.3       75.2       13.6       14.3        3.3        3.1        2.2        3.5        0.0        0.0        0.0:      3.1       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        31         27          7          7          8          4          .          5          0          0          0:
Old  :        56:        31         27          7          7          8          4          .          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  :                 33.5       54.7       50.7       68.5       31.9       54.2       46.9       62.9
Old  :                 33.5       54.7       50.7       68.5       31.9       54.2       46.9       62.9
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, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   217,059:   178,581     92,458      6,146     75,246     17,889      2,919     13,880      8,488          0          0          0:    3,036     9,098
Old  :   217,059:   178,581     92,458      6,146     75,246     17,889      2,919     13,880      8,488          0          0          0:    3,036     9,098
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    42,282:    47,811     19,285       -465     19,068        -99     -5,542      3,886        368          0          0          0:      209      -226
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.3       42.6        2.8       34.7        8.2        1.3        6.4        3.9        0.0        0.0        0.0:      1.4       4.2
Old  :     100.0:      82.3       42.6        2.8       34.7        8.2        1.3        6.4        3.9        0.0        0.0        0.0:      1.4       4.2
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  :        40:        18         19          4          7          9          .          .          .          0          0          0:
Old  :        40:        18         19          4          7          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  :                 69.5       45.1       79.7       63.2       65.6       41.8       69.9       57.4
Old  :                 69.5       45.1       79.7       63.2       65.6       41.8       69.9       57.4
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, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,096,284:    92,035    127,952    222,090     52,469     99,413    186,379    290,559    279,739     28,462     79,317    120,007:   68,159    46,828
Old  : 1,096,284:    92,035    127,952    222,090     52,469     99,413    186,379    290,559    279,739     28,462     79,317    120,007:   68,159    46,828
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    80,047:    -1,301     -3,507      8,403     14,275        244     35,524     30,586     32,303        376      2,329      3,759:      739        58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.4       11.7       20.3        4.8        9.1       17.0       26.5       25.5        2.6        7.2       10.9:      6.2       4.3
Old  :     100.0:       8.4       11.7       20.3        4.8        9.1       17.0       26.5       25.5        2.6        7.2       10.9:      6.2       4.3
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  :       318:        46         39         26         12         31         51         91         75         36         40         53:
Old  :       318:        46         39         26         12         31         51         91         75         36         40         53:
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  :                 18.4       22.1       31.9       34.0       12.3       14.8       19.5       20.0
Old  :                 18.4       22.1       31.9       34.0       12.3       14.8       19.5       20.0
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, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    51,513:    30,416     14,875     12,658     14,805      3,568          0      8,768      1,540          0          0          0:    3,331     7,957
Old  :    51,513:    30,416     14,875     12,658     14,805      3,568          0      8,768      1,540          0          0          0:    3,331     7,957
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :       182:      -240       -248       -124          0        124          0       -242         60          0          0          0:      362       488
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.0       28.9       24.6       28.7        6.9        0.0       17.0        3.0        0.0        0.0        0.0:      6.5      15.4
Old  :     100.0:      59.0       28.9       24.6       28.7        6.9        0.0       17.0        3.0        0.0        0.0        0.0:      6.5      15.4
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:         8          7          4          .          4          0          .          .          0          0          0:
Old  :        20:         8          7          4          .          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       56.0       79.8       70.9       50.5       50.0       71.7       62.1
Old  :                 53.1       56.0       79.8       70.9       50.5       50.0       71.7       62.1
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, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    83,161:    48,568     35,114     13,077     26,305      9,118      1,297        315      2,800          0          0          0:    8,301     9,509
Old  :    83,161:    48,568     35,114     13,077     26,305      9,118      1,297        315      2,800          0          0          0:    8,301     9,509
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :       308:     1,000        522          0       -116          0        232         28        -68          0          0          0:     -856       -58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.4       42.2       15.7       31.6       11.0        1.6        0.4        3.4        0.0        0.0        0.0:     10.0      11.4
Old  :     100.0:      58.4       42.2       15.7       31.6       11.0        1.6        0.4        3.4        0.0        0.0        0.0:     10.0      11.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         11          .          5          .          .          .          .          0          0          0:
Old  :        25:        12         11          .          5          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       41.2       68.0       66.0       32.7       37.0       53.0       58.0
Old  :                 44.7       41.2       68.0       66.0       32.7       37.0       53.0       58.0
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, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 2,531,427:   595,316    414,818    233,740    643,973    489,086    299,756    192,512    506,645    186,135     75,266    186,258:   34,491    22,869
Old  : 2,531,427:   595,316    414,818    233,740    643,973    489,086    299,756    192,512    506,645    186,135     75,266    186,258:   34,491    22,869
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    66,933:    -6,755     16,748     80,959        102    -19,275      6,367     63,810      6,624      3,895      2,334     -1,508:   -3,374    -1,902
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.5       16.4        9.2       25.4       19.3       11.8        7.6       20.0        7.4        3.0        7.4:      1.4       0.9
Old  :     100.0:      23.5       16.4        9.2       25.4       19.3       11.8        7.6       20.0        7.4        3.0        7.4:      1.4       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       155:        65         56          7         19         25         20         15         29         14         10         19:
Old  :       155:        65         56          7         19         25         20         15         29         14         10         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       28.4       42.3       43.9       17.5       18.5       24.7       26.3
Old  :                 27.4       28.4       42.3       43.9       17.5       18.5       24.7       26.3
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, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,130,018:   111,933    189,919    240,087    327,151    297,998    155,518     39,975    124,556     82,414     35,102    112,737:    4,775     2,580
Old  : 1,130,018:   111,933    189,919    240,087    327,151    297,998    155,518     39,975    124,556     82,414     35,102    112,737:    4,775     2,580
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    32,142:    -2,306      6,458     10,419      3,801     10,082     -6,033       -632      7,092        697     -6,641     12,519:     -328      -537
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.9       16.8       21.2       29.0       26.4       13.8        3.5       11.0        7.3        3.1       10.0:      0.4       0.2
Old  :     100.0:       9.9       16.8       21.2       29.0       26.4       13.8        3.5       11.0        7.3        3.1       10.0:      0.4       0.2
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  :        85:        18         20         14         11         17         10         11         16          9          8         13:
Old  :        85:        18         20         14         11         17         10         11         16          9          8         13:
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  :                 37.9       40.3       57.6       61.4       19.0       27.6       30.6       39.3
Old  :                 37.9       40.3       57.6       61.4       19.0       27.6       30.6       39.3
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, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    17,539:    16,064      9,506        354      6,968        541          0          0          0        210          0          0:      370       524
Old  :    17,539:    16,064      9,506        354      6,968        541          0          0          0        210          0          0:      370       524
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :    -2,903:    -2,474     -1,987       -175       -808       -364        -45          0          0        -40        -36        -42:      237       334
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.6       54.2        2.0       39.7        3.1        0.0        0.0        0.0        1.2        0.0        0.0:      2.1       3.0
Old  :     100.0:      91.6       54.2        2.0       39.7        3.1        0.0        0.0        0.0        1.2        0.0        0.0:      2.1       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  :        42:        28         24          .          7          5          0          0          0          .          0          0:
Old  :        42:        28         24          .          7          5          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  :                 37.7       41.2       59.5       61.3       28.3       39.5       41.6       51.4
Old  :                 37.7       41.2       59.5       61.3       28.3       39.5       41.6       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     6,170:     3,708      3,974      1,590        939        738          0          0          0          0         95          0:      134       424
Old  :     6,170:     3,708      3,974      1,590        939        738          0          0          0          0         95          0:      134       424
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :       475:       225        455        250        -20          0          0          0          0          0         10          0:        0        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.1       64.4       25.8       15.2       12.0        0.0        0.0        0.0        0.0        1.5        0.0:      2.2       6.9
Old  :     100.0:      60.1       64.4       25.8       15.2       12.0        0.0        0.0        0.0        0.0        1.5        0.0:      2.2       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        11         11          5          4          4          0          0          0          0          .          0:
Old  :        24:        11         11          5          4          4          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       50.2       81.6       76.0       52.4       42.4       61.7       54.2
Old  :                 55.9       50.2       81.6       76.0       52.4       42.4       61.7       54.2
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, January 10, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,156:     5,027      3,415      2,580      4,241        300          0          0          0         45          0          0:    1,204     1,200
Old  :     9,156:     5,027      3,415      2,580      4,241        300          0          0          0         45          0          0:    1,204     1,200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 3, 2012                                                                  :
     :       255:       270        210          0         90        -30          0          0          0          0          0          0:       15       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.9       37.3       28.2       46.3        3.3        0.0        0.0        0.0        0.5        0.0        0.0:     13.1      13.1
Old  :     100.0:      54.9       37.3       28.2       46.3        3.3        0.0        0.0        0.0        0.5        0.0        0.0:     13.1      13.1
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  :        24:        12         10          4          4          .          0          0          0          .          0          0:
Old  :        24:        12         10          4          4          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.2       55.1       76.3       77.8       59.2       54.4       75.0       74.0
Old  :                 59.2       55.1       76.3       77.8       59.2       54.4       75.0       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 13, 2012