```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, February 7, 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  : 5,173,321: 1,915,592  1,243,765    290,556  1,088,671    726,485    521,603    275,677  1,109,272     24,631    141,188    571,432:   13,750    16,831
Old  : 5,173,321: 1,915,592  1,243,765    290,556  1,088,671    726,485    521,603    275,677  1,109,272     24,631    141,188    571,432:   13,750    16,831
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :   126,401:    95,100     50,674      4,535     14,919      4,900    -11,532     36,149    -10,550     16,889      1,575     29,676:   -2,617      -942
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.0       24.0        5.6       21.0       14.0       10.1        5.3       21.4        0.5        2.7       11.0:      0.3       0.3
Old  :     100.0:      37.0       24.0        5.6       21.0       14.0       10.1        5.3       21.4        0.5        2.7       11.0:      0.3       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  :       224:       112        102         14         23         33         18         16         30          9         24         26:
Old  :       224:       112        102         14         23         33         18         16         30          9         24         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  :                 24.0       21.5       40.4       36.1       17.3       14.6       22.6       21.3
Old  :                 24.0       21.5       40.4       36.1       17.3       14.6       22.6       21.3
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, February 7, 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  :   367,296:   206,693    216,299     75,814     29,120     45,804     11,507     58,423      8,977      2,114        204      2,230:   14,157     6,239
Old  :   367,296:   206,693    216,299     75,814     29,120     45,804     11,507     58,423      8,977      2,114        204      2,230:   14,157     6,239
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :   -19,029:    -5,012    -13,021     -2,988      3,265    -11,640      5,659      6,213     -3,262        326        204        -77:   -2,035      -711
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.3       58.9       20.6        7.9       12.5        3.1       15.9        2.4        0.6        0.1        0.6:      3.9       1.7
Old  :     100.0:      56.3       58.9       20.6        7.9       12.5        3.1       15.9        2.4        0.6        0.1        0.6:      3.9       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        31         27          8          4         11          .          4          6          .          .          .:
Old  :        55:        31         27          8          4         11          .          4          6          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       47.0       49.1       73.7       23.4       38.6       41.2       56.7
Old  :                 27.6       47.0       49.1       73.7       23.4       38.6       41.2       56.7
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, February 7, 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  :   158,004:   105,376    104,730     24,316     28,522     17,556        855          0      4,310          0         28        522:    5,069     2,336
Old  :   158,004:   105,376    104,730     24,316     28,522     17,556        855          0      4,310          0         28        522:    5,069     2,336
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :   -11,423:    -7,366     -5,116       -792     -3,119     -1,066     -1,109          0       -589        -55         28       -225:     -221    -1,336
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.7       66.3       15.4       18.1       11.1        0.5        0.0        2.7        0.0        0.0        0.3:      3.2       1.5
Old  :     100.0:      66.7       66.3       15.4       18.1       11.1        0.5        0.0        2.7        0.0        0.0        0.3:      3.2       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        25         24          .         10         12          .          0          .          0          .          .:
Old  :        42:        25         24          .         10         12          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.3       45.2       72.2       59.7       55.0       39.1       62.9       49.8
Old  :                 57.3       45.2       72.2       59.7       55.0       39.1       62.9       49.8
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, February 7, 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  :   306,906:   220,627    107,536     53,456    157,667     14,051      9,751     16,103      3,619      1,498          0          0:    3,904     7,930
Old  :   306,906:   220,627    107,536     53,456    157,667     14,051      9,751     16,103      3,619      1,498          0          0:    3,904     7,930
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :   -13,028:   -10,969    -15,227     -6,478      5,654      1,767      2,841     -3,614       -311      1,498          0          0:   -1,376    -1,297
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.9       35.0       17.4       51.4        4.6        3.2        5.2        1.2        0.5        0.0        0.0:      1.3       2.6
Old  :     100.0:      71.9       35.0       17.4       51.4        4.6        3.2        5.2        1.2        0.5        0.0        0.0:      1.3       2.6
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  :        48:        22         23          4         10         12          .          .          .          .          0          0:
Old  :        48:        22         23          4         10         12          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       48.3       71.8       68.6       48.5       45.1       70.2       64.1
Old  :                 49.2       48.3       71.8       68.6       48.5       45.1       70.2       64.1
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, February 7, 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  :   770,503:   604,606    338,567     45,058    268,600    105,628          0     33,840     12,054          0      7,837      1,126:    2,031     2,851
Old  :   770,503:   604,606    338,567     45,058    268,600    105,628          0     33,840     12,054          0      7,837      1,126:    2,031     2,851
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :   -11,476:   -18,799      1,672     25,447     -1,001    -14,720       -533      2,947     -2,728          0      2,383        641:     -784      -670
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.5       43.9        5.8       34.9       13.7        0.0        4.4        1.6        0.0        1.0        0.1:      0.3       0.4
Old  :     100.0:      78.5       43.9        5.8       34.9       13.7        0.0        4.4        1.6        0.0        1.0        0.1:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        71:        35         26          6         16         21          0          7          5          0          .          .:
Old  :        71:        35         26          6         16         21          0          7          5          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.2       36.6       60.1       55.5       32.8       31.6       46.9       42.7
Old  :                 43.2       36.6       60.1       55.5       32.8       31.6       46.9       42.7
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, February 7, 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  :   233,646:   156,834    193,444     53,126      9,337      5,849      8,701     17,615      2,967          0          0          0:    6,169     4,434
Old  :   233,646:   156,834    193,444     53,126      9,337      5,849      8,701     17,615      2,967          0          0          0:    6,169     4,434
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :    -8,376:    -2,831     -7,939     -2,134        412     -1,131     -3,717     -1,220       -223          0          0          0:    1,660     1,725
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.1       82.8       22.7        4.0        2.5        3.7        7.5        1.3        0.0        0.0        0.0:      2.6       1.9
Old  :     100.0:      67.1       82.8       22.7        4.0        2.5        3.7        7.5        1.3        0.0        0.0        0.0:      2.6       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  :        47:        31         27          5          .          5          .          .          .          0          0          0:
Old  :        47:        31         27          5          .          5          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       58.5       66.3       73.6       41.4       58.3       57.8       71.6
Old  :                 46.3       58.5       66.3       73.6       41.4       58.3       57.8       71.6
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, February 7, 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  :   396,486:   294,180    288,205     47,375     55,320     13,276     11,449     13,645     20,897          0          0          0:    9,309     5,143
Old  :   396,486:   294,180    288,205     47,375     55,320     13,276     11,449     13,645     20,897          0          0          0:    9,309     5,143
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :    -1,770:    -2,335    -10,661     -2,023      3,224        809      3,622      8,252       -661          0          0          0:   -1,182    -2,733
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.2       72.7       11.9       14.0        3.3        2.9        3.4        5.3        0.0        0.0        0.0:      2.3       1.3
Old  :     100.0:      74.2       72.7       11.9       14.0        3.3        2.9        3.4        5.3        0.0        0.0        0.0:      2.3       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        30         26          7          9          9          .          .          5          0          0          0:
Old  :        56:        30         26          7          9          9          .          .          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  :                 35.0       60.7       52.0       72.2       33.2       57.4       47.9       66.0
Old  :                 35.0       60.7       52.0       72.2       33.2       57.4       47.9       66.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Futures Only, February 7, 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  :   236,169:   199,513    102,800      4,310     79,615     15,089      6,221     23,586      6,209          0      1,926          0:    4,827     6,944
Old  :   236,169:   199,513    102,800      4,310     79,615     15,089      6,221     23,586      6,209          0      1,926          0:    4,827     6,944
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :    -4,258:     1,062     -1,414     -1,691      1,947     -1,695      1,135         26     -3,006          0        232       -232:      169      -116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.5       43.5        1.8       33.7        6.4        2.6       10.0        2.6        0.0        0.8        0.0:      2.0       2.9
Old  :     100.0:      84.5       43.5        1.8       33.7        6.4        2.6       10.0        2.6        0.0        0.8        0.0:      2.0       2.9
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  :        41:        15         21          .          7          7          .          .          .          0          .          0:
Old  :        41:        15         21          .          7          7          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.8       42.5       85.1       59.4       72.3       39.8       76.2       55.0
Old  :                 76.8       42.5       85.1       59.4       72.3       39.8       76.2       55.0
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, February 7, 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  : 1,256,019:   115,928    149,439    237,358    102,251    122,958    218,559    290,684    308,283     46,648    101,369    133,304:   72,981    47,731
Old  : 1,256,019:   115,928    149,439    237,358    102,251    122,958    218,559    290,684    308,283     46,648    101,369    133,304:   72,981    47,731
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :    52,689:    11,744      8,620      4,342     10,286     12,824     -4,212     -8,829     12,079      2,005      6,565      9,394:    4,513     1,750
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.2       11.9       18.9        8.1        9.8       17.4       23.1       24.5        3.7        8.1       10.6:      5.8       3.8
Old  :     100.0:       9.2       11.9       18.9        8.1        9.8       17.4       23.1       24.5        3.7        8.1       10.6:      5.8       3.8
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  :       326:        44         40         26         10         31         56         86         80         46         39         58:
Old  :       326:        44         40         26         10         31         56         86         80         46         39         58:
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  :                 19.2       24.1       31.8       38.4       12.0       17.5       19.6       23.1
Old  :                 19.2       24.1       31.8       38.4       12.0       17.5       19.6       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, February 7, 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  :    95,205:     1,595      2,100        300      2,970     53,173      9,342        656        650      4,381     11,182     23,913:    1,851       561
Old  :    95,205:     1,595      2,100        300      2,970     53,173      9,342        656        650      4,381     11,182     23,913:    1,851       561
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :     7,342:       300        300       -400         50      3,250          0          0          0        481        159      3,417:      294       166
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       1.7        2.2        0.3        3.1       55.9        9.8        0.7        0.7        4.6       11.7       25.1:      1.9       0.6
Old  :     100.0:       1.7        2.2        0.3        3.1       55.9        9.8        0.7        0.7        4.6       11.7       25.1:      1.9       0.6
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  :        22:         4          4          .          .          5          .          .          .          .          5          8:
Old  :        22:         4          4          .          .          5          .          .          .          .          5          8:
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  :                 75.9       77.1       89.5       92.4       14.2       12.9       15.0       16.1
Old  :                 75.9       77.1       89.5       92.4       14.2       12.9       15.0       16.1
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, February 7, 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  :    49,009:    27,612     15,087     13,055     13,889      2,707          0      6,870      2,072          0          0          0:    3,563     8,384
Old  :    49,009:    27,612     15,087     13,055     13,889      2,707          0      6,870      2,072          0          0          0:    3,563     8,384
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :    -3,780:    -2,742     -1,074        397       -916       -861          0       -936       -366          0          0          0:     -208       373
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.3       30.8       26.6       28.3        5.5        0.0       14.0        4.2        0.0        0.0        0.0:      7.3      17.1
Old  :     100.0:      56.3       30.8       26.6       28.3        5.5        0.0       14.0        4.2        0.0        0.0        0.0:      7.3      17.1
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  :        20:         7          7          4          .          4          0          .          .          0          0          0:
Old  :        20:         7          7          4          .          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       55.3       80.0       71.9       50.8       50.2       73.3       63.7
Old  :                 52.9       55.3       80.0       71.9       50.8       50.2       73.3       63.7
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, February 7, 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  :    80,710:    45,835     32,799     13,057     24,457      9,762          0      1,285      1,136          0          0          0:   10,920    11,271
Old  :    80,710:    45,835     32,799     13,057     24,457      9,762          0      1,285      1,136          0          0          0:   10,920    11,271
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :    -3,587:    -3,667     -2,122        -20     -1,848        644       -173        639     -2,134          0          0          0:    1,763     1,234
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.8       40.6       16.2       30.3       12.1        0.0        1.6        1.4        0.0        0.0        0.0:     13.5      14.0
Old  :     100.0:      56.8       40.6       16.2       30.3       12.1        0.0        1.6        1.4        0.0        0.0        0.0:     13.5      14.0
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  :        23:        11          9          4          4          .          0          .          .          0          0          0:
Old  :        23:        11          9          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  :                 45.5       40.0       69.8       64.9       33.6       35.1       55.1       56.3
Old  :                 45.5       40.0       69.8       64.9       33.6       35.1       55.1       56.3
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, February 7, 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  : 2,848,241:   591,131    467,713    407,622    729,740    495,392    344,216    237,074    570,458    197,673    120,248    204,672:   37,077    22,944
Old  : 2,848,241:   591,131    467,713    407,622    729,740    495,392    344,216    237,074    570,458    197,673    120,248    204,672:   37,077    22,944
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :    38,490:    14,332      6,874     35,289     12,351    -21,861    -12,116     10,389     20,336     10,468     18,809     -9,368:    1,410       960
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.8       16.4       14.3       25.6       17.4       12.1        8.3       20.0        6.9        4.2        7.2:      1.3       0.8
Old  :     100.0:      20.8       16.4       14.3       25.6       17.4       12.1        8.3       20.0        6.9        4.2        7.2:      1.3       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  :       158:        68         63          9         17         25         17         15         30         14         10         18:
Old  :       158:        68         63          9         17         25         17         15         30         14         10         18:
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  :                 29.8       28.8       43.0       44.6       21.5       19.4       27.4       28.8
Old  :                 29.8       28.8       43.0       44.6       21.5       19.4       27.4       28.8
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, February 7, 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  : 1,345,386:   120,617    224,864    286,997    405,604    331,232    252,535     41,701    160,766     65,666     55,897    123,303:    4,270     2,019
Old  : 1,345,386:   120,617    224,864    286,997    405,604    331,232    252,535     41,701    160,766     65,666     55,897    123,303:    4,270     2,019
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :    77,275:     3,655     29,478    -12,129     15,385     29,934     39,244    -27,616     26,868     -5,497      7,689     -4,451:     -349       -12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.0       16.7       21.3       30.1       24.6       18.8        3.1       11.9        4.9        4.2        9.2:      0.3       0.2
Old  :     100.0:       9.0       16.7       21.3       30.1       24.6       18.8        3.1       11.9        4.9        4.2        9.2:      0.3       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        90:        20         20         15         10         18         13          8         18          8         12         14:
Old  :        90:        20         20         15         10         18         13          8         18          8         12         14:
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  :                 34.8       43.2       56.8       60.3       21.4       32.0       32.3       41.3
Old  :                 34.8       43.2       56.8       60.3       21.4       32.0       32.3       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, February 7, 2012                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    17,487:    16,504      9,805        113      6,882        323          0          0          0         85          0          0:      462       477
Old  :    17,487:    16,504      9,805        113      6,882        323          0          0          0         85          0          0:      462       477
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :    -1,494:    -1,035     -1,245       -154         93       -344          0          0          0       -155          0          0:      194         2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.4       56.1        0.6       39.4        1.8        0.0        0.0        0.0        0.5        0.0        0.0:      2.6       2.7
Old  :     100.0:      94.4       56.1        0.6       39.4        1.8        0.0        0.0        0.0        0.5        0.0        0.0:      2.6       2.7
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  :        41:        24         24          .          9          5          0          0          0          .          0          0:
Old  :        41:        24         24          .          9          5          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       39.0       69.7       58.5       48.8       38.9       60.2       52.4
Old  :                 51.3       39.0       69.7       58.5       48.8       38.9       60.2       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, February 7, 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  :     8,138:     6,823      3,004        342      4,446        168          0          0          0        248          0         30:      527       490
Old  :     8,138:     6,823      3,004        342      4,446        168          0          0          0        248          0         30:      527       490
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :      -694:      -648       -174         33       -273       -102          0          0          0         98        -60         30:     -105      -115
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.8       36.9        4.2       54.6        2.1        0.0        0.0        0.0        3.0        0.0        0.4:      6.5       6.0
Old  :     100.0:      83.8       36.9        4.2       54.6        2.1        0.0        0.0        0.0        3.0        0.0        0.4:      6.5       6.0
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  :        22:        13         12          .          4          .          0          0          0          .          0          .:
Old  :        22:        13         12          .          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  :                 54.0       67.3       73.9       84.2       47.3       67.3       62.1       71.4
Old  :                 54.0       67.3       73.9       84.2       47.3       67.3       62.1       71.4
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, February 7, 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  :     8,426:     4,919      2,919      2,828      4,849        130          0          0          0          0          0          0:      549       528
Old  :     8,426:     4,919      2,919      2,828      4,849        130          0          0          0          0          0          0:      549       528
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       January 31, 2012                                                                 :
     :      -782:      -304       -630       -337        -48        -35          0          0          0        -30          0        -15:      -61       -54
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.4       34.6       33.6       57.5        1.5        0.0        0.0        0.0        0.0        0.0        0.0:      6.5       6.3
Old  :     100.0:      58.4       34.6       33.6       57.5        1.5        0.0        0.0        0.0        0.0        0.0        0.0:      6.5       6.3
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  :        21:        11          8          .          5          .          0          0          0          0          0          0:
Old  :        21:        11          8          .          5          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       58.7       86.0       84.9       65.7       58.0       82.7       81.5
Old  :                 67.9       58.7       86.0       84.9       65.7       58.0       82.7       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated February 10, 2012