```
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,708,432                :
: Positions                                                                                                    :
:1,881,257 1,073,619   253,083 1,134,535   588,533   389,964   239,283 1,082,678    49,052   125,297   445,911 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   70,973    52,208    18,198   -17,185     3,111   -38,705    18,211    92,455     9,656     6,141     2,608 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.0      22.8       5.4      24.1      12.5       8.3       5.1      23.0       1.0       2.7       9.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      107       101        13        22        32        21        18        34        14        16        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   327,063                :
: Positions                                                                                                    :
:  166,493   206,862    82,138    12,547    48,500     7,916    45,287     6,535         0        69     1,014 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:    1,703   -20,662      -488     3,805    -3,364    -7,714    10,707    -3,086      -374        69      -170 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      63.2      25.1       3.8      14.8       2.4      13.8       2.0       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       26        22         9         .        10         5         .         7         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   152,987                :
: Positions                                                                                                    :
:  100,565    98,285    23,756    32,015    16,051     2,405         0     3,719         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:  -12,574    -6,523     2,204    -4,869    -1,670       422         0    -1,428      -177         0      -702 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.7      64.2      15.5      20.9      10.5       1.6       0.0       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        25         4         8        10         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   307,542                :
: Positions                                                                                                    :
:  219,073   122,850    60,394   143,301    12,800     8,341    21,067     1,649         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:  -13,846     1,926    -3,732    -9,761      -237     1,079    -7,310      -751         0      -352       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      39.9      19.6      46.6       4.2       2.7       6.9       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       20        21         4         9        10         .         4         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   785,036                :
: Positions                                                                                                    :
:  610,558   336,565    24,036   259,052   130,297     1,940    39,519    15,434         0       358       610 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:  -34,479   -36,886    -5,605    -4,388    -7,571     1,196     1,472    -3,938         0       -85       -26 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.8      42.9       3.1      33.0      16.6       0.2       5.0       2.0       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       35        25         7        15        20         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   226,554                :
: Positions                                                                                                    :
:  143,299   192,300    56,901     6,386     4,968     9,942    14,418     3,163         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   -8,688    -6,256    -5,299      -744       177       536    -3,669    -1,769         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      84.9      25.1       2.8       2.2       4.4       6.4       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       28        27         5         .         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   347,182                :
: Positions                                                                                                    :
:  254,649   260,929    47,329    49,704    11,603    10,713     7,505    12,120         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:  -39,550   -36,269      -620    -2,436    -6,392     3,623     7,445    -5,592         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.3      75.2      13.6      14.3       3.3       3.1       2.2       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       31        27         7         7         8         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   217,059                :
: Positions                                                                                                    :
:  178,581    92,458     6,146    75,246    17,889     2,919    13,880     8,488         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   47,811    19,285      -465    19,068       -99    -5,542     3,886       368         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      42.6       2.8      34.7       8.2       1.3       6.4       3.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       18        19         4         7         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,096,284                :
: Positions                                                                                                    :
:   92,035   127,952   222,090    52,469    99,413   186,379   290,559   279,739    28,462    79,317   120,007 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   -1,301    -3,507     8,403    14,275       244    35,524    30,586    32,303       376     2,329     3,759 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.4      11.7      20.3       4.8       9.1      17.0      26.5      25.5       2.6       7.2      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   318                     :
:       46        39        26        12        31        51        91        75        36        40        53 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    51,513                :
: Positions                                                                                                    :
:   30,416    14,875    12,658    14,805     3,568         0     8,768     1,540         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:     -240      -248      -124         0       124         0      -242        60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      28.9      24.6      28.7       6.9       0.0      17.0       3.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         7         4         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is    83,161                :
: Positions                                                                                                    :
:   48,568    35,114    13,077    26,305     9,118     1,297       315     2,800         0         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:    1,000       522         0      -116         0       232        28       -68         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      42.2      15.7      31.6      11.0       1.6       0.4       3.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        11         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,531,427                :
: Positions                                                                                                    :
:  595,316   414,818   233,740   643,973   489,086   299,756   192,512   506,645   186,135    75,266   186,258 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   -6,755    16,748    80,959       102   -19,275     6,367    63,810     6,624     3,895     2,334    -1,508 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.5      16.4       9.2      25.4      19.3      11.8       7.6      20.0       7.4       3.0       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   155                     :
:       65        56         7        19        25        20        15        29        14        10        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,130,018                :
: Positions                                                                                                    :
:  111,933   189,919   240,087   327,151   297,998   155,518    39,975   124,556    82,414    35,102   112,737 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   -2,306     6,458    10,419     3,801    10,082    -6,033      -632     7,092       697    -6,641    12,519 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.9      16.8      21.2      29.0      26.4      13.8       3.5      11.0       7.3       3.1      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    85                     :
:       18        20        14        11        17        10        11        16         9         8        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    17,539                :
: Positions                                                                                                    :
:   16,064     9,506       354     6,968       541         0         0         0       210         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:   -2,474    -1,987      -175      -808      -364       -45         0         0       -40       -36       -42 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.6      54.2       2.0      39.7       3.1       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       28        24         .         7         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     6,170                :
: Positions                                                                                                    :
:    3,708     3,974     1,590       939       738         0         0         0         0        95         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:      225       455       250       -20         0         0         0         0         0        10         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      64.4      25.8      15.2      12.0       0.0       0.0       0.0       0.0       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        11         5         4         4         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 10, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,156                :
: Positions                                                                                                    :
:    5,027     3,415     2,580     4,241       300         0         0         0        45         0         0 :
:                                                                                                              :
: Changes from:     January 3, 2012                                                                            :
:      270       210         0        90       -30         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      37.3      28.2      46.3       3.3       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         4         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 13, 2012