```
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 5,391,783                :
: Positions                                                                                                    :
:1,976,152 1,289,210   319,664 1,116,337   768,236   543,014   304,927 1,145,517    28,659   153,153   592,414 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:   60,560    45,445    29,108    27,666    41,751    21,411    29,250    36,245     4,028    11,965    20,982 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.7      23.9       5.9      20.7      14.2      10.1       5.7      21.2       0.5       2.8      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   224                     :
:      113       102        14        23        34        17        17        32        13        20        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   364,345                :
: Positions                                                                                                    :
:  211,403   224,769    67,986    37,891    47,631     6,114    35,445     9,731     2,092         0     2,161 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:    4,710     8,470    -7,828     8,771     1,827    -5,393   -22,978       754       -22      -204       -69 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      61.7      18.7      10.4      13.1       1.7       9.7       2.7       0.6       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        24         6         6        10         .         5         8         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   165,153                :
: Positions                                                                                                    :
:  105,384   107,969    28,486    28,904    20,423       752         0     5,243       125         0       640 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:        8     3,239     4,170       382     2,867      -103         0       933       125       -28       118 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      65.4      17.2      17.5      12.4       0.5       0.0       3.2       0.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        24         .        10        12         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   317,792                :
: Positions                                                                                                    :
:  226,025   119,655    51,282   149,767    19,079    10,393    15,820     3,931     3,852         0       180 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:    5,398    12,119    -2,174    -7,900     5,028       642      -283       312     2,354         0       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      37.7      16.1      47.1       6.0       3.3       5.0       1.2       1.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       22        23         4        10        12         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   722,560                :
: Positions                                                                                                    :
:  565,986   273,212    14,228   272,466   122,374         0    23,605    16,566         0    10,235     1,559 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:  -38,620   -65,355   -30,830     3,866    16,746         0   -10,235     4,512         0     2,398       433 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      37.8       2.0      37.7      16.9       0.0       3.3       2.3       0.0       1.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       35        28         5        17        21         0         7         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   233,618                :
: Positions                                                                                                    :
:  162,734   196,954    49,455     8,152     6,124     8,524    17,491     2,208         0         0         0 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:    5,900     3,510    -3,671    -1,185       275      -177      -124      -759         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      84.3      21.2       3.5       2.6       3.6       7.5       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       30        29         5         .         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   396,240                :
: Positions                                                                                                    :
:  293,017   284,035    46,861    55,286    13,466     9,004    13,366    23,792         0         0         0 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:   -1,163    -4,170      -514       -34       190    -2,445      -279     2,895         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      71.7      11.8      14.0       3.4       2.3       3.4       6.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       29        26         7         9        10         .         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   248,782                :
: Positions                                                                                                    :
:  208,001   112,074     4,408    76,064    19,757     5,700    25,345     5,907         0     1,864        62 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:    8,488     9,274        98    -3,551     4,668      -521     1,759      -302         0       -62        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      45.0       1.8      30.6       7.9       2.3      10.2       2.4       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       16        21         4         6         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,262,254                :
: Positions                                                                                                    :
:  133,101   160,377   236,359   106,252   111,833   221,831   284,145   309,851    38,789   102,632   139,064 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:   17,173    10,938      -999     4,001   -11,125     3,272    -6,539     1,568    -7,859     1,263     5,760 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.5      12.7      18.7       8.4       8.9      17.6      22.5      24.5       3.1       8.1      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   328                     :
:       45        40        25         9        31        63        77        80        48        43        61 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is    99,882                :
: Positions                                                                                                    :
:    1,595     2,100       300     4,970    53,321     7,742       656     3,750     7,424    10,395    23,990 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:        0         0         0     2,000       148    -1,600         0     3,100     3,043      -787        77 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      1.6       2.1       0.3       5.0      53.4       7.8       0.7       3.8       7.4      10.4      24.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:        4         4         .         .         6         .         .         4         6         4         9 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is    80,940                :
: Positions                                                                                                    :
:   46,735    33,047    13,057    24,457     9,762        31     1,317     2,555         0         0         0 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:      900       248         0         0         0        31        32     1,419         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      40.8      16.1      30.2      12.1       0.0       1.6       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        10         4         4         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,878,930                :
: Positions                                                                                                    :
:  610,209   474,845   421,935   759,950   508,588   348,909   293,285   525,858   227,651    95,556   198,254 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:   19,078     7,132    14,313    30,210    13,196     4,693    56,211   -44,600    29,978   -24,692    -6,418 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.2      16.5      14.7      26.4      17.7      12.1      10.2      18.3       7.9       3.3       6.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   162                     :
:       70        64         8        18        25        22        14        28        14        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,433,677                :
: Positions                                                                                                    :
:  117,468   229,732   285,403   413,022   337,160   300,970    28,817   197,769    27,929    63,016   162,417 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:   -3,149     4,868    -1,594     7,418     5,928    48,435   -12,884    37,003   -37,737     7,119    39,114 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.2      16.0      19.9      28.8      23.5      21.0       2.0      13.8       1.9       4.4      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    92                     :
:       20        20        14        11        18        16         7        17         8        12        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    18,412                :
: Positions                                                                                                    :
:   17,456    10,662       113     6,957       316         0         0         0        85         0         0 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:      952       857         0        75        -7         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      57.9       0.6      37.8       1.7       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        24         .         9         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     8,710                :
: Positions                                                                                                    :
:    7,424     3,150       222     4,701       273         0         0         0       255         3        27 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:      601       146      -120       255       105         0         0         0         7         3        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      36.2       2.5      54.0       3.1       0.0       0.0       0.0       2.9       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        11         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     8,401                :
: Positions                                                                                                    :
:    4,639     2,869     3,053     4,864       130         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:     -280       -50       225        15         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      34.2      36.3      57.9       1.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         8         .         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated February 17, 2012