```
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 5,173,321                :
: Positions                                                                                                    :
:1,915,592 1,243,765   290,556 1,088,671   726,485   521,603   275,677 1,109,272    24,631   141,188   571,432 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   95,100    50,674     4,535    14,919     4,900   -11,532    36,149   -10,550    16,889     1,575    29,676 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.0      24.0       5.6      21.0      14.0      10.1       5.3      21.4       0.5       2.7      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   224                     :
:      112       102        14        23        33        18        16        30         9        24        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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   367,296                :
: Positions                                                                                                    :
:  206,693   216,299    75,814    29,120    45,804    11,507    58,423     8,977     2,114       204     2,230 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -5,012   -13,021    -2,988     3,265   -11,640     5,659     6,213    -3,262       326       204       -77 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      58.9      20.6       7.9      12.5       3.1      15.9       2.4       0.6       0.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       31        27         8         4        11         .         4         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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   158,004                :
: Positions                                                                                                    :
:  105,376   104,730    24,316    28,522    17,556       855         0     4,310         0        28       522 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -7,366    -5,116      -792    -3,119    -1,066    -1,109         0      -589       -55        28      -225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      66.3      15.4      18.1      11.1       0.5       0.0       2.7       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        24         .        10        12         .         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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   306,906                :
: Positions                                                                                                    :
:  220,627   107,536    53,456   157,667    14,051     9,751    16,103     3,619     1,498         0         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:  -10,969   -15,227    -6,478     5,654     1,767     2,841    -3,614      -311     1,498         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      35.0      17.4      51.4       4.6       3.2       5.2       1.2       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       22        23         4        10        12         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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   770,503                :
: Positions                                                                                                    :
:  604,606   338,567    45,058   268,600   105,628         0    33,840    12,054         0     7,837     1,126 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:  -18,799     1,672    25,447    -1,001   -14,720      -533     2,947    -2,728         0     2,383       641 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      43.9       5.8      34.9      13.7       0.0       4.4       1.6       0.0       1.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       35        26         6        16        21         0         7         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   233,646                :
: Positions                                                                                                    :
:  156,834   193,444    53,126     9,337     5,849     8,701    17,615     2,967         0         0         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -2,831    -7,939    -2,134       412    -1,131    -3,717    -1,220      -223         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      82.8      22.7       4.0       2.5       3.7       7.5       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       31        27         5         .         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   396,486                :
: Positions                                                                                                    :
:  294,180   288,205    47,375    55,320    13,276    11,449    13,645    20,897         0         0         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -2,335   -10,661    -2,023     3,224       809     3,622     8,252      -661         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      72.7      11.9      14.0       3.3       2.9       3.4       5.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       30        26         7         9         9         .         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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   236,169                :
: Positions                                                                                                    :
:  199,513   102,800     4,310    79,615    15,089     6,221    23,586     6,209         0     1,926         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:    1,062    -1,414    -1,691     1,947    -1,695     1,135        26    -3,006         0       232      -232 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.5      43.5       1.8      33.7       6.4       2.6      10.0       2.6       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       15        21         .         7         7         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 1,256,019                :
: Positions                                                                                                    :
:  115,928   149,439   237,358   102,251   122,958   218,559   290,684   308,283    46,648   101,369   133,304 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   11,744     8,620     4,342    10,286    12,824    -4,212    -8,829    12,079     2,005     6,565     9,394 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.2      11.9      18.9       8.1       9.8      17.4      23.1      24.5       3.7       8.1      10.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   326                     :
:       44        40        26        10        31        56        86        80        46        39        58 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is    95,205                :
: Positions                                                                                                    :
:    1,595     2,100       300     2,970    53,173     9,342       656       650     4,381    11,182    23,913 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:      300       300      -400        50     3,250         0         0         0       481       159     3,417 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      1.7       2.2       0.3       3.1      55.9       9.8       0.7       0.7       4.6      11.7      25.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        4         4         .         .         5         .         .         .         .         5         8 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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    49,009                :
: Positions                                                                                                    :
:   27,612    15,087    13,055    13,889     2,707         0     6,870     2,072         0         0         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -2,742    -1,074       397      -916      -861         0      -936      -366         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      30.8      26.6      28.3       5.5       0.0      14.0       4.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         7         4         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is    80,710                :
: Positions                                                                                                    :
:   45,835    32,799    13,057    24,457     9,762         0     1,285     1,136         0         0         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -3,667    -2,122       -20    -1,848       644      -173       639    -2,134         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.8      40.6      16.2      30.3      12.1       0.0       1.6       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         9         4         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 2,848,241                :
: Positions                                                                                                    :
:  591,131   467,713   407,622   729,740   495,392   344,216   237,074   570,458   197,673   120,248   204,672 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   14,332     6,874    35,289    12,351   -21,861   -12,116    10,389    20,336    10,468    18,809    -9,368 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.8      16.4      14.3      25.6      17.4      12.1       8.3      20.0       6.9       4.2       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   158                     :
:       68        63         9        17        25        17        15        30        14        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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 1,345,386                :
: Positions                                                                                                    :
:  120,617   224,864   286,997   405,604   331,232   252,535    41,701   160,766    65,666    55,897   123,303 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:    3,655    29,478   -12,129    15,385    29,934    39,244   -27,616    26,868    -5,497     7,689    -4,451 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.0      16.7      21.3      30.1      24.6      18.8       3.1      11.9       4.9       4.2       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       20        20        15        10        18        13         8        18         8        12        14 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 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    17,487                :
: Positions                                                                                                    :
:   16,504     9,805       113     6,882       323         0         0         0        85         0         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:   -1,035    -1,245      -154        93      -344         0         0         0      -155         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.4      56.1       0.6      39.4       1.8       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        24         .         9         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     8,138                :
: Positions                                                                                                    :
:    6,823     3,004       342     4,446       168         0         0         0       248         0        30 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -648      -174        33      -273      -102         0         0         0        98       -60        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.8      36.9       4.2      54.6       2.1       0.0       0.0       0.0       3.0       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        12         .         4         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of February 7, 2012           
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     8,426                :
: Positions                                                                                                    :
:    4,919     2,919     2,828     4,849       130         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     January 31, 2012                                                                           :
:     -304      -630      -337       -48       -35         0         0         0       -30         0       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.4      34.6      33.6      57.5       1.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         8         .         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated February 10, 2012