```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, February 14, 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  : 5,391,783: 1,976,152  1,289,210    319,664  1,116,337    768,236    543,014    304,927  1,145,517     28,659    153,153    592,414:   18,127    21,989
Old  : 5,391,783: 1,976,152  1,289,210    319,664  1,116,337    768,236    543,014    304,927  1,145,517     28,659    153,153    592,414:   18,127    21,989
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :   218,462:    60,560     45,445     29,108     27,666     41,751     21,411     29,250     36,245      4,028     11,965     20,982:    4,377     5,158
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.7       23.9        5.9       20.7       14.2       10.1        5.7       21.2        0.5        2.8       11.0:      0.3       0.4
Old  :     100.0:      36.7       23.9        5.9       20.7       14.2       10.1        5.7       21.2        0.5        2.8       11.0:      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  :       224:       113        102         14         23         34         17         17         32         13         20         29:
Old  :       224:       113        102         14         23         34         17         17         32         13         20         29:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       21.2       41.2       35.5       17.1       14.5       22.7       21.6
Old  :                 23.8       21.2       41.2       35.5       17.1       14.5       22.7       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Futures Only, February 14, 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  :   364,345:   211,403    224,769     67,986     37,891     47,631      6,114     35,445      9,731      2,092          0      2,161:   17,227     6,717
Old  :   364,345:   211,403    224,769     67,986     37,891     47,631      6,114     35,445      9,731      2,092          0      2,161:   17,227     6,717
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :    -2,951:     4,710      8,470     -7,828      8,771      1,827     -5,393    -22,978        754        -22       -204        -69:    3,070       478
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.0       61.7       18.7       10.4       13.1        1.7        9.7        2.7        0.6        0.0        0.6:      4.7       1.8
Old  :     100.0:      58.0       61.7       18.7       10.4       13.1        1.7        9.7        2.7        0.6        0.0        0.6:      4.7       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  :        54:        29         24          6          6         10          .          5          8          .          0          .:
Old  :        54:        29         24          6          6         10          .          5          8          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       44.9       55.4       72.8       28.5       38.3       47.0       56.8
Old  :                 32.3       44.9       55.4       72.8       28.5       38.3       47.0       56.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, February 14, 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  :   165,153:   105,384    107,969     28,486     28,904     20,423        752          0      5,243        125          0        640:    4,100     1,974
Old  :   165,153:   105,384    107,969     28,486     28,904     20,423        752          0      5,243        125          0        640:    4,100     1,974
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :     7,149:         8      3,239      4,170        382      2,867       -103          0        933        125        -28        118:     -969      -362
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.8       65.4       17.2       17.5       12.4        0.5        0.0        3.2        0.1        0.0        0.4:      2.5       1.2
Old  :     100.0:      63.8       65.4       17.2       17.5       12.4        0.5        0.0        3.2        0.1        0.0        0.4:      2.5       1.2
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  :        41:        24         24          .         10         12          .          0          .          .          0          .:
Old  :        41:        24         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  :                 59.6       42.6       73.4       58.4       56.0       38.2       61.3       49.1
Old  :                 59.6       42.6       73.4       58.4       56.0       38.2       61.3       49.1
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 14, 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  :   317,792:   226,025    119,655     51,282    149,767     19,079     10,393     15,820      3,931      3,852          0        180:    3,050     9,360
Old  :   317,792:   226,025    119,655     51,282    149,767     19,079     10,393     15,820      3,931      3,852          0        180:    3,050     9,360
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :    10,886:     5,398     12,119     -2,174     -7,900      5,028        642       -283        312      2,354          0        180:     -854     1,430
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.1       37.7       16.1       47.1        6.0        3.3        5.0        1.2        1.2        0.0        0.1:      1.0       2.9
Old  :     100.0:      71.1       37.7       16.1       47.1        6.0        3.3        5.0        1.2        1.2        0.0        0.1:      1.0       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  :        48:        22         23          4         10         12          .          .          4          .          0          .:
Old  :        48:        22         23          4         10         12          .          .          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  :                 46.5       46.8       69.5       66.4       45.3       41.6       66.5       60.6
Old  :                 46.5       46.8       69.5       66.4       45.3       41.6       66.5       60.6
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 14, 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  :   722,560:   565,986    273,212     14,228    272,466    122,374          0     23,605     16,566          0     10,235      1,559:    1,847     2,543
Old  :   722,560:   565,986    273,212     14,228    272,466    122,374          0     23,605     16,566          0     10,235      1,559:    1,847     2,543
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :   -47,943:   -38,620    -65,355    -30,830      3,866     16,746          0    -10,235      4,512          0      2,398        433:     -184      -308
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.3       37.8        2.0       37.7       16.9        0.0        3.3        2.3        0.0        1.4        0.2:      0.3       0.4
Old  :     100.0:      78.3       37.8        2.0       37.7       16.9        0.0        3.3        2.3        0.0        1.4        0.2:      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         28          5         17         21          0          7          5          0          .          .:
Old  :        71:        35         28          5         17         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  :                 40.5       39.5       57.2       56.0       32.5       34.1       47.1       44.4
Old  :                 40.5       39.5       57.2       56.0       32.5       34.1       47.1       44.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Futures Only, February 14, 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  :   233,618:   162,734    196,954     49,455      8,152      6,124      8,524     17,491      2,208          0          0          0:    4,573     2,689
Old  :   233,618:   162,734    196,954     49,455      8,152      6,124      8,524     17,491      2,208          0          0          0:    4,573     2,689
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :       -28:     5,900      3,510     -3,671     -1,185        275       -177       -124       -759          0          0          0:   -1,596    -1,745
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.7       84.3       21.2        3.5        2.6        3.6        7.5        0.9        0.0        0.0        0.0:      2.0       1.2
Old  :     100.0:      69.7       84.3       21.2        3.5        2.6        3.6        7.5        0.9        0.0        0.0        0.0:      2.0       1.2
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  :        49:        30         29          5          .          6          .          .          .          0          0          0:
Old  :        49:        30         29          5          .          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  :                 47.7       59.8       65.7       75.6       42.2       59.6       56.4       73.0
Old  :                 47.7       59.8       65.7       75.6       42.2       59.6       56.4       73.0
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 14, 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  :   396,240:   293,017    284,035     46,861     55,286     13,466      9,004     13,366     23,792          0          0          0:   10,100     6,295
Old  :   396,240:   293,017    284,035     46,861     55,286     13,466      9,004     13,366     23,792          0          0          0:   10,100     6,295
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :      -246:    -1,163     -4,170       -514        -34        190     -2,445       -279      2,895          0          0          0:      791     1,152
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.9       71.7       11.8       14.0        3.4        2.3        3.4        6.0        0.0        0.0        0.0:      2.5       1.6
Old  :     100.0:      73.9       71.7       11.8       14.0        3.4        2.3        3.4        6.0        0.0        0.0        0.0:      2.5       1.6
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  :        58:        29         26          7          9         10          .          4          5          0          0          0:
Old  :        58:        29         26          7          9         10          .          4          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       57.7       52.5       70.2       33.1       55.6       48.0       64.8
Old  :                 35.3       57.7       52.5       70.2       33.1       55.6       48.0       64.8
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 14, 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  :   248,782:   208,001    112,074      4,408     76,064     19,757      5,700     25,345      5,907          0      1,864         62:    4,947     7,709
Old  :   248,782:   208,001    112,074      4,408     76,064     19,757      5,700     25,345      5,907          0      1,864         62:    4,947     7,709
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :    12,613:     8,488      9,274         98     -3,551      4,668       -521      1,759       -302          0        -62         62:      120       765
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.6       45.0        1.8       30.6        7.9        2.3       10.2        2.4        0.0        0.7        0.0:      2.0       3.1
Old  :     100.0:      83.6       45.0        1.8       30.6        7.9        2.3       10.2        2.4        0.0        0.7        0.0:      2.0       3.1
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  :        41:        16         21          4          6          7          .          .          .          0          .          .:
Old  :        41:        16         21          4          6          7          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.0       41.3       84.0       60.0       70.6       38.0       74.3       54.6
Old  :                 73.0       41.3       84.0       60.0       70.6       38.0       74.3       54.6
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 14, 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  : 1,262,254:   133,101    160,377    236,359    106,252    111,833    221,831    284,145    309,851     38,789    102,632    139,064:   71,426    48,100
Old  : 1,262,254:   133,101    160,377    236,359    106,252    111,833    221,831    284,145    309,851     38,789    102,632    139,064:   71,426    48,100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :     6,235:    17,173     10,938       -999      4,001    -11,125      3,272     -6,539      1,568     -7,859      1,263      5,760:   -1,555       369
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.5       12.7       18.7        8.4        8.9       17.6       22.5       24.5        3.1        8.1       11.0:      5.7       3.8
Old  :     100.0:      10.5       12.7       18.7        8.4        8.9       17.6       22.5       24.5        3.1        8.1       11.0:      5.7       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  :       328:        45         40         25          9         31         63         77         80         48         43         61:
Old  :       328:        45         40         25          9         31         63         77         80         48         43         61:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.9       22.2       32.1       36.1       11.8       17.5       19.0       22.8
Old  :                 18.9       22.2       32.1       36.1       11.8       17.5       19.0       22.8
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 14, 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  :    99,882:     1,595      2,100        300      4,970     53,321      7,742        656      3,750      7,424     10,395     23,990:    1,760       700
Old  :    99,882:     1,595      2,100        300      4,970     53,321      7,742        656      3,750      7,424     10,395     23,990:    1,760       700
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :     4,677:         0          0          0      2,000        148     -1,600          0      3,100      3,043       -787         77:      -91       139
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       1.6        2.1        0.3        5.0       53.4        7.8        0.7        3.8        7.4       10.4       24.0:      1.8       0.7
Old  :     100.0:       1.6        2.1        0.3        5.0       53.4        7.8        0.7        3.8        7.4       10.4       24.0:      1.8       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:         4          4          .          .          6          .          .          4          6          4          9:
Old  :        24:         4          4          .          .          6          .          .          4          6          4          9:
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  :                 72.7       73.7       86.5       89.1       13.5       13.1       15.0       16.6
Old  :                 72.7       73.7       86.5       89.1       13.5       13.1       15.0       16.6
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 14, 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  :    80,940:    46,735     33,047     13,057     24,457      9,762         31      1,317      2,555          0          0          0:    8,800     9,802
Old  :    80,940:    46,735     33,047     13,057     24,457      9,762         31      1,317      2,555          0          0          0:    8,800     9,802
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :       230:       900        248          0          0          0         31         32      1,419          0          0          0:   -2,120    -1,469
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.7       40.8       16.1       30.2       12.1        0.0        1.6        3.2        0.0        0.0        0.0:     10.9      12.1
Old  :     100.0:      57.7       40.8       16.1       30.2       12.1        0.0        1.6        3.2        0.0        0.0        0.0:     10.9      12.1
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  :        25:        12         10          4          4          .          .          .          .          0          0          0:
Old  :        25:        12         10          4          4          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       39.9       69.6       64.7       33.5       35.0       55.0       56.2
Old  :                 45.4       39.9       69.6       64.7       33.5       35.0       55.0       56.2
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 14, 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  : 2,878,930:   610,209    474,845    421,935    759,950    508,588    348,909    293,285    525,858    227,651     95,556    198,254:   37,526    22,594
Old  : 2,878,930:   610,209    474,845    421,935    759,950    508,588    348,909    293,285    525,858    227,651     95,556    198,254:   37,526    22,594
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :    30,689:    19,078      7,132     14,313     30,210     13,196      4,693     56,211    -44,600     29,978    -24,692     -6,418:      449      -350
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.2       16.5       14.7       26.4       17.7       12.1       10.2       18.3        7.9        3.3        6.9:      1.3       0.8
Old  :     100.0:      21.2       16.5       14.7       26.4       17.7       12.1       10.2       18.3        7.9        3.3        6.9:      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  :       162:        70         64          8         18         25         22         14         28         14         10         18:
Old  :       162:        70         64          8         18         25         22         14         28         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  :                 30.3       28.3       43.6       45.3       22.8       19.7       29.3       29.0
Old  :                 30.3       28.3       43.6       45.3       22.8       19.7       29.3       29.0
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, February 14, 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  : 1,433,677:   117,468    229,732    285,403    413,022    337,160    300,970     28,817    197,769     27,929     63,016    162,417:    4,561     1,744
Old  : 1,433,677:   117,468    229,732    285,403    413,022    337,160    300,970     28,817    197,769     27,929     63,016    162,417:    4,561     1,744
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :    88,291:    -3,149      4,868     -1,594      7,418      5,928     48,435    -12,884     37,003    -37,737      7,119     39,114:      291      -275
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.2       16.0       19.9       28.8       23.5       21.0        2.0       13.8        1.9        4.4       11.3:      0.3       0.1
Old  :     100.0:       8.2       16.0       19.9       28.8       23.5       21.0        2.0       13.8        1.9        4.4       11.3:      0.3       0.1
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  :        92:        20         20         14         11         18         16          7         17          8         12         15:
Old  :        92:        20         20         14         11         18         16          7         17          8         12         15:
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  :                 34.9       43.2       59.7       60.4       20.3       30.8       30.4       39.6
Old  :                 34.9       43.2       59.7       60.4       20.3       30.8       30.4       39.6
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 14, 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  :    18,412:    17,456     10,662        113      6,957        316          0          0          0         85          0          0:      442       477
Old  :    18,412:    17,456     10,662        113      6,957        316          0          0          0         85          0          0:      442       477
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :       925:       952        857          0         75         -7          0          0          0          0          0          0:      -20         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.8       57.9        0.6       37.8        1.7        0.0        0.0        0.0        0.5        0.0        0.0:      2.4       2.6
Old  :     100.0:      94.8       57.9        0.6       37.8        1.7        0.0        0.0        0.0        0.5        0.0        0.0:      2.4       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  :        42:        25         24          .          9          5          0          0          0          .          0          0:
Old  :        42:        25         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  :                 49.8       37.4       67.4       59.3       48.1       37.4       59.9       49.8
Old  :                 49.8       37.4       67.4       59.3       48.1       37.4       59.9       49.8
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 14, 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  :     8,710:     7,424      3,150        222      4,701        273          0          0          0        255          3         27:      509       556
Old  :     8,710:     7,424      3,150        222      4,701        273          0          0          0        255          3         27:      509       556
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :       572:       601        146       -120        255        105          0          0          0          7          3         -3:      -18        66
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.2       36.2        2.5       54.0        3.1        0.0        0.0        0.0        2.9        0.0        0.3:      5.8       6.4
Old  :     100.0:      85.2       36.2        2.5       54.0        3.1        0.0        0.0        0.0        2.9        0.0        0.3:      5.8       6.4
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  :        22:        13         11          .          4          .          0          0          0          .          .          .:
Old  :        22:        13         11          .          4          .          0          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       64.2       75.2       82.1       51.7       64.2       64.8       70.2
Old  :                 55.3       64.2       75.2       82.1       51.7       64.2       64.8       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, February 14, 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  :     8,401:     4,639      2,869      3,053      4,864        130          0          0          0          0          0          0:      579       538
Old  :     8,401:     4,639      2,869      3,053      4,864        130          0          0          0          0          0          0:      579       538
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 7, 2012                                                                 :
     :       -25:      -280        -50        225         15          0          0          0          0          0          0          0:       30        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.2       34.2       36.3       57.9        1.5        0.0        0.0        0.0        0.0        0.0        0.0:      6.9       6.4
Old  :     100.0:      55.2       34.2       36.3       57.9        1.5        0.0        0.0        0.0        0.0        0.0        0.0:      6.9       6.4
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  :        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  :                 67.4       58.6       85.6       84.9       65.2       58.3       82.0       81.5
Old  :                 67.4       58.6       85.6       84.9       65.2       58.3       82.0       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 17, 2012