```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, January 3, 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  : 4,568,414: 1,810,284  1,021,411    234,885  1,151,720    585,422    428,669    221,072    990,223     39,396    119,156    443,303:   36,232    36,107
Old  : 4,568,414: 1,810,284  1,021,411    234,885  1,151,720    585,422    428,669    221,072    990,223     39,396    119,156    443,303:   36,232    36,107
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :  -199,512:  -116,016    -49,628    -61,957    -58,651     42,798    -28,887    -47,472    -21,930     24,704    -22,931     12,200:  -50,424   -53,898
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.6       22.4        5.1       25.2       12.8        9.4        4.8       21.7        0.9        2.6        9.7:      0.8       0.8
Old  :     100.0:      39.6       22.4        5.1       25.2       12.8        9.4        4.8       21.7        0.9        2.6        9.7:      0.8       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       218:       105         97         13         21         31         20         17         32         12         16         26:
Old  :       218:       105         97         13         21         31         20         17         32         12         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  :                 22.5       21.0       37.7       36.0       16.2       15.9       21.9       25.4
Old  :                 22.5       21.0       37.7       36.0       16.2       15.9       21.9       25.4
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 3, 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  :   340,079:   164,790    227,524     82,626      8,742     51,864     15,630     34,580      9,621        374          0      1,184:   13,990     6,564
Old  :   340,079:   164,790    227,524     82,626      8,742     51,864     15,630     34,580      9,621        374          0      1,184:   13,990     6,564
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :    15,871:     1,433     -3,032      3,052      2,317      5,546      3,688     10,656      1,098         88          0       -182:    1,148      -532
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.5       66.9       24.3        2.6       15.3        4.6       10.2        2.8        0.1        0.0        0.3:      4.1       1.9
Old  :     100.0:      48.5       66.9       24.3        2.6       15.3        4.6       10.2        2.8        0.1        0.0        0.3:      4.1       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:        27         24          9          .         10          6          .          6          .          0          .:
Old  :        50:        27         24          9          .         10          6          .          6          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       48.3       55.7       75.1       27.0       45.7       44.7       59.1
Old  :                 35.6       48.3       55.7       75.1       27.0       45.7       44.7       59.1
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 3, 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  :   167,054:   113,139    104,808     21,552     36,884     17,721      1,983          0      5,147        177          0        702:    6,633     1,792
Old  :   167,054:   113,139    104,808     21,552     36,884     17,721      1,983          0      5,147        177          0        702:    6,633     1,792
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :    -1,126:    -1,400     -1,422        947      1,365       -889        -60          0        -56        124          0       -124:      332         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.7       62.7       12.9       22.1       10.6        1.2        0.0        3.1        0.1        0.0        0.4:      4.0       1.1
Old  :     100.0:      67.7       62.7       12.9       22.1       10.6        1.2        0.0        3.1        0.1        0.0        0.4:      4.0       1.1
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  :        44:        25         29          4          7          9          .          0          .          .          0          .:
Old  :        44:        25         29          4          7          9          .          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  :                 54.5       42.1       71.7       59.8       48.6       40.0       58.3       53.3
Old  :                 54.5       42.1       71.7       59.8       48.6       40.0       58.3       53.3
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 3, 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  :   325,554:   232,919    120,924     64,126    153,062     13,037      7,262     28,377      2,400          0        352         62:    5,748     7,340
Old  :   325,554:   232,919    120,924     64,126    153,062     13,037      7,262     28,377      2,400          0        352         62:    5,748     7,340
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :     3,710:       655        146        373      2,473      1,080      1,498        756        186          0          0          0:      -82      -931
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.5       37.1       19.7       47.0        4.0        2.2        8.7        0.7        0.0        0.1        0.0:      1.8       2.3
Old  :     100.0:      71.5       37.1       19.7       47.0        4.0        2.2        8.7        0.7        0.0        0.1        0.0:      1.8       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  :        46:        22         22          4          9         10          .          .          4          0          .          .:
Old  :        46:        22         22          4          9         10          .          .          4          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  :                 56.0       42.8       75.3       67.8       55.5       40.3       73.7       63.1
Old  :                 56.0       42.8       75.3       67.8       55.5       40.3       73.7       63.1
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 3, 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  :   836,615:   645,037    373,451     29,641    263,440    137,868        744     38,047     19,372          0        443        636:    3,317     3,358
Old  :   836,615:   645,037    373,451     29,641    263,440    137,868        744     38,047     19,372          0        443        636:    3,317     3,358
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :    30,526:    20,392     15,336     -3,472     -1,604     13,437         93      3,332       -595          0       -118        -29:      700       767
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.1       44.6        3.5       31.5       16.5        0.1        4.5        2.3        0.0        0.1        0.1:      0.4       0.4
Old  :     100.0:      77.1       44.6        3.5       31.5       16.5        0.1        4.5        2.3        0.0        0.1        0.1:      0.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        67:        35         27          8         14         20          .          4          4          0          .          .:
Old  :        67:        35         27          8         14         20          .          4          4          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       43.4       58.7       59.9       25.0       25.9       38.1       35.7
Old  :                 39.1       43.4       58.7       59.9       25.0       25.9       38.1       35.7
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 3, 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  :   239,247:   151,987    198,556     62,200      7,130      4,791      9,406     18,087      4,932          0          0          0:    5,931     5,751
Old  :   239,247:   151,987    198,556     62,200      7,130      4,791      9,406     18,087      4,932          0          0          0:    5,931     5,751
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :     3,106:    -5,291      3,744      8,120         62        203        816       -232       -188          0          0          0:     -554      -483
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.5       83.0       26.0        3.0        2.0        3.9        7.6        2.1        0.0        0.0        0.0:      2.5       2.4
Old  :     100.0:      63.5       83.0       26.0        3.0        2.0        3.9        7.6        2.1        0.0        0.0        0.0:      2.5       2.4
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  :        48:        32         30          5          .          5          .          .          .          0          0          0:
Old  :        48:        32         30          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  :                 41.1       58.8       60.1       74.4       35.9       58.6       52.0       71.2
Old  :                 41.1       58.8       60.1       74.4       35.9       58.6       52.0       71.2
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 3, 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  :   392,257:   294,199    297,198     47,949     52,140     17,995      7,090         60     17,712          0          0          0:    7,312     7,152
Old  :   392,257:   294,199    297,198     47,949     52,140     17,995      7,090         60     17,712          0          0          0:    7,312     7,152
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :     2,013:     8,921      1,998     -4,857        -31       -248     -1,937        -31        -14          0          0          0:      148       339
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.0       75.8       12.2       13.3        4.6        1.8        0.0        4.5        0.0        0.0        0.0:      1.9       1.8
Old  :     100.0:      75.0       75.8       12.2       13.3        4.6        1.8        0.0        4.5        0.0        0.0        0.0:      1.9       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        33         29          7          7          8          6          .          6          0          0          0:
Old  :        59:        33         29          7          7          8          6          .          6          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       61.5       49.0       72.1       29.3       60.3       45.5       67.4
Old  :                 31.8       61.5       49.0       72.1       29.3       60.3       45.5       67.4
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 3, 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  :   174,777:   130,770     73,173      6,611     56,178     17,988      8,461      9,994      8,120          0          0          0:    2,827     9,324
Old  :   174,777:   130,770     73,173      6,611     56,178     17,988      8,461      9,994      8,120          0          0          0:    2,827     9,324
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :     1,411:    -1,820     -3,889         96      3,369        638      3,096      1,748       -638          0          0          0:       39       183
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       41.9        3.8       32.1       10.3        4.8        5.7        4.6        0.0        0.0        0.0:      1.6       5.3
Old  :     100.0:      74.8       41.9        3.8       32.1       10.3        4.8        5.7        4.6        0.0        0.0        0.0:      1.6       5.3
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  :        40:        18         20          4          7          9          .          .          .          0          0          0:
Old  :        40:        18         20          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  :                 48.4       41.1       65.9       56.4       43.2       38.6       54.6       53.0
Old  :                 48.4       41.1       65.9       56.4       43.2       38.6       54.6       53.0
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 3, 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  : 1,016,237:    93,336    131,459    213,687     38,194     99,169    150,855    259,973    247,436     28,086     76,988    116,248:   67,420    46,770
Old  : 1,016,237:    93,336    131,459    213,687     38,194     99,169    150,855    259,973    247,436     28,086     76,988    116,248:   67,420    46,770
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :    16,000:   -12,193    -10,744         70        636      3,702      7,314     -8,706     12,133     -7,421      6,028     13,364:     -969      -413
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.2       12.9       21.0        3.8        9.8       14.8       25.6       24.3        2.8        7.6       11.4:      6.6       4.6
Old  :     100.0:       9.2       12.9       21.0        3.8        9.8       14.8       25.6       24.3        2.8        7.6       11.4:      6.6       4.6
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  :       303:        44         36         27         10         30         50         84         79         37         35         48:
Old  :       303:        44         36         27         10         30         50         84         79         37         35         48:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       19.9       30.8       32.0       12.4       14.2       18.6       19.4
Old  :                 17.0       19.9       30.8       32.0       12.4       14.2       18.6       19.4
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 3, 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  :    51,331:    30,656     15,123     12,782     14,805      3,444          0      9,010      1,480          0          0          0:    2,969     7,469
Old  :    51,331:    30,656     15,123     12,782     14,805      3,444          0      9,010      1,480          0          0          0:    2,969     7,469
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :    -3,845:    -3,160       -434        487       -980       -983          0       -542       -310          0          0          0:      121      -596
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.7       29.5       24.9       28.8        6.7        0.0       17.6        2.9        0.0        0.0        0.0:      5.8      14.6
Old  :     100.0:      59.7       29.5       24.9       28.8        6.7        0.0       17.6        2.9        0.0        0.0        0.0:      5.8      14.6
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  :        21:         8          8          4          .          4          0          .          .          0          0          0:
Old  :        21:         8          8          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  :                 53.3       56.5       80.1       71.2       50.7       50.4       72.2       62.3
Old  :                 53.3       56.5       80.1       71.2       50.7       50.4       72.2       62.3
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 3, 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  :    82,853:    47,568     34,592     13,077     26,421      9,118      1,065        287      2,868          0          0          0:    9,157     9,567
Old  :    82,853:    47,568     34,592     13,077     26,421      9,118      1,065        287      2,868          0          0          0:    9,157     9,567
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :    -5,111:    -3,244     -2,345       -463     -2,327          0     -1,041        287       -289          0          0          0:      -74      -437
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.4       41.8       15.8       31.9       11.0        1.3        0.3        3.5        0.0        0.0        0.0:     11.1      11.5
Old  :     100.0:      57.4       41.8       15.8       31.9       11.0        1.3        0.3        3.5        0.0        0.0        0.0:     11.1      11.5
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  :        24:        11         10          .          5          .          .          .          .          0          0          0:
Old  :        24:        11         10          .          5          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       41.5       68.1       66.4       32.7       37.3       53.0       58.4
Old  :                 44.7       41.5       68.1       66.4       32.7       37.3       53.0       58.4
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 3, 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  : 2,464,494:   602,071    398,070    152,781    643,871    508,361    293,389    128,702    500,021    182,240     72,932    187,766:   37,865    24,771
Old  : 2,464,494:   602,071    398,070    152,781    643,871    508,361    293,389    128,702    500,021    182,240     72,932    187,766:   37,865    24,771
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :  -166,180:   -91,410    -31,326     11,042    -41,319    -40,267      3,845    -21,366    -31,289     -8,575     12,873    -14,084:    4,558       598
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.4       16.2        6.2       26.1       20.6       11.9        5.2       20.3        7.4        3.0        7.6:      1.5       1.0
Old  :     100.0:      24.4       16.2        6.2       26.1       20.6       11.9        5.2       20.3        7.4        3.0        7.6:      1.5       1.0
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  :       152:        64         55          7         19         25         20         13         27         14         10         19:
Old  :       152:        64         55          7         19         25         20         13         27         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  :                 25.4       26.8       40.6       42.7       14.7       17.0       22.1       25.0
Old  :                 25.4       26.8       40.6       42.7       14.7       17.0       22.1       25.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, January 3, 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  : 1,097,876:   114,239    183,461    229,668    323,350    287,916    161,551     40,607    117,464     81,717     41,743    100,218:    5,103     3,117
Old  : 1,097,876:   114,239    183,461    229,668    323,350    287,916    161,551     40,607    117,464     81,717     41,743    100,218:    5,103     3,117
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :   -99,922:   -20,703    -24,519     12,306      3,151    -28,505    -57,001    -13,166     -2,348     14,336    -16,631    -17,719:     -288      -185
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.4       16.7       20.9       29.5       26.2       14.7        3.7       10.7        7.4        3.8        9.1:      0.5       0.3
Old  :     100.0:      10.4       16.7       20.9       29.5       26.2       14.7        3.7       10.7        7.4        3.8        9.1:      0.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        82:        18         18         14         10         17         10         11         16          8          8         13:
Old  :        82:        18         18         14         10         17         10         11         16          8          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  :                 37.8       40.7       57.8       62.4       19.9       27.7       31.9       40.7
Old  :                 37.8       40.7       57.8       62.4       19.9       27.7       31.9       40.7
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 3, 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  :    20,442:    18,538     11,493        529      7,776        905         45          0          0        250         36         42:      133       190
Old  :    20,442:    18,538     11,493        529      7,776        905         45          0          0        250         36         42:      133       190
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :       621:       703        588          0        115        -82          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.7       56.2        2.6       38.0        4.4        0.2        0.0        0.0        1.2        0.2        0.2:      0.7       0.9
Old  :     100.0:      90.7       56.2        2.6       38.0        4.4        0.2        0.0        0.0        1.2        0.2        0.2:      0.7       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  :        53:        32         28          4          8          6          .          0          0          .          .          .:
Old  :        53:        32         28          4          8          6          .          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  :                 37.0       40.3       58.6       61.7       25.7       37.1       39.0       51.6
Old  :                 37.0       40.3       58.6       61.7       25.7       37.1       39.0       51.6
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 3, 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  :     5,695:     3,483      3,519      1,340        959        738          0          0          0          0         85          0:      134       394
Old  :     5,695:     3,483      3,519      1,340        959        738          0          0          0          0         85          0:      134       394
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :    -1,336:      -678     -1,131       -545       -337        -72          0          0          0          0         20        -25:      -16       209
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.2       61.8       23.5       16.8       13.0        0.0        0.0        0.0        0.0        1.5        0.0:      2.4       6.9
Old  :     100.0:      61.2       61.8       23.5       16.8       13.0        0.0        0.0        0.0        0.0        1.5        0.0:      2.4       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:        10         11          5          4          6          0          0          0          0          .          0:
Old  :        24:        10         11          5          4          6          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  :                 58.1       49.4       82.1       76.6       52.8       41.3       62.4       54.6
Old  :                 58.1       49.4       82.1       76.6       52.8       41.3       62.4       54.6
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 3, 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  :     8,901:     4,757      3,205      2,580      4,151        330          0          0          0         45          0          0:    1,189     1,215
Old  :     8,901:     4,757      3,205      2,580      4,151        330          0          0          0         45          0          0:    1,189     1,215
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       December 27, 2011                                                                :
     :      -993:      -624     -1,025       -257       -108         -3          0          0          0          5          0          0:     -114       143
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.4       36.0       29.0       46.6        3.7        0.0        0.0        0.0        0.5        0.0        0.0:     13.4      13.7
Old  :     100.0:      53.4       36.0       29.0       46.6        3.7        0.0        0.0        0.0        0.5        0.0        0.0:     13.4      13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11          9          4          4          .          0          0          0          .          0          0:
Old  :        23:        11          9          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  :                 59.3       55.2       77.3       77.8       59.3       54.4       75.7       74.6
Old  :                 59.3       55.2       77.3       77.8       59.3       54.4       75.7       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 6, 2012