```
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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 4,568,414                :
: Positions                                                                                                    :
:1,810,284 1,021,411   234,885 1,151,720   585,422   428,669   221,072   990,223    39,396   119,156   443,303 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
: -116,016   -49,628   -61,957   -58,651    42,798   -28,887   -47,472   -21,930    24,704   -22,931    12,200 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.6      22.4       5.1      25.2      12.8       9.4       4.8      21.7       0.9       2.6       9.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   218                     :
:      105        97        13        21        31        20        17        32        12        16        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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   340,079                :
: Positions                                                                                                    :
:  164,790   227,524    82,626     8,742    51,864    15,630    34,580     9,621       374         0     1,184 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:    1,433    -3,032     3,052     2,317     5,546     3,688    10,656     1,098        88         0      -182 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.5      66.9      24.3       2.6      15.3       4.6      10.2       2.8       0.1       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       27        24         9         .        10         6         .         6         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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   167,054                :
: Positions                                                                                                    :
:  113,139   104,808    21,552    36,884    17,721     1,983         0     5,147       177         0       702 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:   -1,400    -1,422       947     1,365      -889       -60         0       -56       124         0      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      62.7      12.9      22.1      10.6       1.2       0.0       3.1       0.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        29         4         7         9         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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   325,554                :
: Positions                                                                                                    :
:  232,919   120,924    64,126   153,062    13,037     7,262    28,377     2,400         0       352        62 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:      655       146       373     2,473     1,080     1,498       756       186         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      37.1      19.7      47.0       4.0       2.2       8.7       0.7       0.0       0.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       22        22         4         9        10         .         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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   836,615                :
: Positions                                                                                                    :
:  645,037   373,451    29,641   263,440   137,868       744    38,047    19,372         0       443       636 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:   20,392    15,336    -3,472    -1,604    13,437        93     3,332      -595         0      -118       -29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      44.6       3.5      31.5      16.5       0.1       4.5       2.3       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       35        27         8        14        20         .         4         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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   239,247                :
: Positions                                                                                                    :
:  151,987   198,556    62,200     7,130     4,791     9,406    18,087     4,932         0         0         0 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:   -5,291     3,744     8,120        62       203       816      -232      -188         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      83.0      26.0       3.0       2.0       3.9       7.6       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       32        30         5         .         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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   392,257                :
: Positions                                                                                                    :
:  294,199   297,198    47,949    52,140    17,995     7,090        60    17,712         0         0         0 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:    8,921     1,998    -4,857       -31      -248    -1,937       -31       -14         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.0      75.8      12.2      13.3       4.6       1.8       0.0       4.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       33        29         7         7         8         6         .         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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   174,777                :
: Positions                                                                                                    :
:  130,770    73,173     6,611    56,178    17,988     8,461     9,994     8,120         0         0         0 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:   -1,820    -3,889        96     3,369       638     3,096     1,748      -638         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      41.9       3.8      32.1      10.3       4.8       5.7       4.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       18        20         4         7         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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 1,016,237                :
: Positions                                                                                                    :
:   93,336   131,459   213,687    38,194    99,169   150,855   259,973   247,436    28,086    76,988   116,248 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:  -12,193   -10,744        70       636     3,702     7,314    -8,706    12,133    -7,421     6,028    13,364 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.2      12.9      21.0       3.8       9.8      14.8      25.6      24.3       2.8       7.6      11.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   303                     :
:       44        36        27        10        30        50        84        79        37        35        48 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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    51,331                :
: Positions                                                                                                    :
:   30,656    15,123    12,782    14,805     3,444         0     9,010     1,480         0         0         0 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:   -3,160      -434       487      -980      -983         0      -542      -310         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.7      29.5      24.9      28.8       6.7       0.0      17.6       2.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8         8         4         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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    82,853                :
: Positions                                                                                                    :
:   47,568    34,592    13,077    26,421     9,118     1,065       287     2,868         0         0         0 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:   -3,244    -2,345      -463    -2,327         0    -1,041       287      -289         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      41.8      15.8      31.9      11.0       1.3       0.3       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        10         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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 2,464,494                :
: Positions                                                                                                    :
:  602,071   398,070   152,781   643,871   508,361   293,389   128,702   500,021   182,240    72,932   187,766 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:  -91,410   -31,326    11,042   -41,319   -40,267     3,845   -21,366   -31,289    -8,575    12,873   -14,084 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.4      16.2       6.2      26.1      20.6      11.9       5.2      20.3       7.4       3.0       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   152                     :
:       64        55         7        19        25        20        13        27        14        10        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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 1,097,876                :
: Positions                                                                                                    :
:  114,239   183,461   229,668   323,350   287,916   161,551    40,607   117,464    81,717    41,743   100,218 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:  -20,703   -24,519    12,306     3,151   -28,505   -57,001   -13,166    -2,348    14,336   -16,631   -17,719 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.4      16.7      20.9      29.5      26.2      14.7       3.7      10.7       7.4       3.8       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    82                     :
:       18        18        14        10        17        10        11        16         8         8        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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    20,442                :
: Positions                                                                                                    :
:   18,538    11,493       529     7,776       905        45         0         0       250        36        42 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:      703       588         0       115       -82         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.7      56.2       2.6      38.0       4.4       0.2       0.0       0.0       1.2       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       32        28         4         8         6         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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     5,695                :
: Positions                                                                                                    :
:    3,483     3,519     1,340       959       738         0         0         0         0        85         0 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:     -678    -1,131      -545      -337       -72         0         0         0         0        20       -25 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      61.8      23.5      16.8      13.0       0.0       0.0       0.0       0.0       1.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       10        11         5         4         6         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of January 3, 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     8,901                :
: Positions                                                                                                    :
:    4,757     3,205     2,580     4,151       330         0         0         0        45         0         0 :
:                                                                                                              :
: Changes from:     December 27, 2011                                                                          :
:     -624    -1,025      -257      -108        -3         0         0         0         5         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      36.0      29.0      46.6       3.7       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         9         4         4         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated January 6, 2012