```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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 5,391,783                :
: Positions                                                                                                    :
:1,976,152 1,289,210   319,664 1,116,337   768,236   543,014   304,927 1,145,517    28,659   153,153   592,414 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:   60,560    45,445    29,108    27,666    41,751    21,411    29,250    36,245     4,028    11,965    20,982 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.7      23.9       5.9      20.7      14.2      10.1       5.7      21.2       0.5       2.8      11.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   224                     :
:      113       102        14        23        34        17        17        32        13        20        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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   364,345                :
: Positions                                                                                                    :
:  211,403   224,769    67,986    37,891    47,631     6,114    35,445     9,731     2,092         0     2,161 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:    4,710     8,470    -7,828     8,771     1,827    -5,393   -22,978       754       -22      -204       -69 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      61.7      18.7      10.4      13.1       1.7       9.7       2.7       0.6       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        24         6         6        10         .         5         8         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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   165,153                :
: Positions                                                                                                    :
:  105,384   107,969    28,486    28,904    20,423       752         0     5,243       125         0       640 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:        8     3,239     4,170       382     2,867      -103         0       933       125       -28       118 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.8      65.4      17.2      17.5      12.4       0.5       0.0       3.2       0.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        24         .        10        12         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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   317,792                :
: Positions                                                                                                    :
:  226,025   119,655    51,282   149,767    19,079    10,393    15,820     3,931     3,852         0       180 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:    5,398    12,119    -2,174    -7,900     5,028       642      -283       312     2,354         0       180 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      37.7      16.1      47.1       6.0       3.3       5.0       1.2       1.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       22        23         4        10        12         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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   722,560                :
: Positions                                                                                                    :
:  565,986   273,212    14,228   272,466   122,374         0    23,605    16,566         0    10,235     1,559 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:  -38,620   -65,355   -30,830     3,866    16,746         0   -10,235     4,512         0     2,398       433 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      37.8       2.0      37.7      16.9       0.0       3.3       2.3       0.0       1.4       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       35        28         5        17        21         0         7         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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   233,618                :
: Positions                                                                                                    :
:  162,734   196,954    49,455     8,152     6,124     8,524    17,491     2,208         0         0         0 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:    5,900     3,510    -3,671    -1,185       275      -177      -124      -759         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.7      84.3      21.2       3.5       2.6       3.6       7.5       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       30        29         5         .         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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   396,240                :
: Positions                                                                                                    :
:  293,017   284,035    46,861    55,286    13,466     9,004    13,366    23,792         0         0         0 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:   -1,163    -4,170      -514       -34       190    -2,445      -279     2,895         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.9      71.7      11.8      14.0       3.4       2.3       3.4       6.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       29        26         7         9        10         .         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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   248,782                :
: Positions                                                                                                    :
:  208,001   112,074     4,408    76,064    19,757     5,700    25,345     5,907         0     1,864        62 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:    8,488     9,274        98    -3,551     4,668      -521     1,759      -302         0       -62        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.6      45.0       1.8      30.6       7.9       2.3      10.2       2.4       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       16        21         4         6         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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 1,304,836                :
: Positions                                                                                                    :
:  137,070   163,378   234,388   107,132   115,989   222,548   284,254   316,701    39,563   104,255   161,535 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:   17,068    10,766    -1,273     4,013   -10,884     3,090    -6,007     1,411    -8,864    -1,081     6,660 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.5      12.5      18.0       8.2       8.9      17.1      21.8      24.3       3.0       8.0      12.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   349                     :
:       46        45        23        11        31        70        80        86        53        50        74 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 2,410,629                :
: Positions                                                                                                    :
:  268,674   207,362    91,953    86,462   948,115    53,776   155,035   505,285    46,111     9,943   488,866 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:    1,322    -1,842      -431     1,951       132       208    -1,517     7,245    -4,084    -1,506     6,463 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.1       8.6       3.8       3.6      39.3       2.2       6.4      21.0       1.9       0.4      20.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   146                     :
:       36        35        13        14        25        16        29        32        21        12        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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   104,477                :
: Positions                                                                                                    :
:    1,595     3,282       300     5,989    53,376     7,742       656     3,750    10,094    10,395    24,838 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:        0      -220         0     2,009       141    -1,600         0     3,100     2,918      -787        76 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      1.5       3.1       0.3       5.7      51.1       7.4       0.6       3.6       9.7       9.9      23.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:        4         5         .         5         7         .         .         4         7         4        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is   133,767                :
: Positions                                                                                                    :
:    3,424     6,984     2,416    14,883    10,035    55,777    44,534    54,487     4,187     1,007     1,041 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:        9       305      -818     1,727     1,699    -1,355    -5,633     3,759       -35      -428        21 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.6       5.2       1.8      11.1       7.5      41.7      33.3      40.7       3.1       0.8       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:        7        10         .         5         5         4        14        14         4         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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    82,719                :
: Positions                                                                                                    :
:   48,514    34,730    13,057    24,457     9,762        31     1,413     2,555         0         0         0 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:      942       279         0         0         0        31        43     1,419         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      42.0      15.8      29.6      11.8       0.0       1.7       3.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        10         4         4         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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 2,878,930                :
: Positions                                                                                                    :
:  610,209   474,845   421,935   759,950   508,588   348,909   293,285   525,858   227,651    95,556   198,254 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:   19,078     7,132    14,313    30,210    13,196     4,693    56,211   -44,600    29,978   -24,692    -6,418 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.2      16.5      14.7      26.4      17.7      12.1      10.2      18.3       7.9       3.3       6.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   162                     :
:       70        64         8        18        25        22        14        28        14        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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 1,433,677                :
: Positions                                                                                                    :
:  117,468   229,732   285,403   413,022   337,160   300,970    28,817   197,769    27,929    63,016   162,417 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:   -3,149     4,868    -1,594     7,418     5,928    48,435   -12,884    37,003   -37,737     7,119    39,114 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.2      16.0      19.9      28.8      23.5      21.0       2.0      13.8       1.9       4.4      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    92                     :
:       20        20        14        11        18        16         7        17         8        12        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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    18,412                :
: Positions                                                                                                    :
:   17,456    10,662       113     6,957       316         0         0         0        85         0         0 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:      952       857         0        75        -7         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      57.9       0.6      37.8       1.7       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       25        24         .         9         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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     8,710                :
: Positions                                                                                                    :
:    7,424     3,150       222     4,701       273         0         0         0       255         3        27 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:      601       146      -120       255       105         0         0         0         7         3        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      36.2       2.5      54.0       3.1       0.0       0.0       0.0       2.9       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        11         .         4         .         0         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 14, 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     8,401                :
: Positions                                                                                                    :
:    4,639     2,869     3,053     4,864       130         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 7, 2012                                                                           :
:     -280       -50       225        15         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      34.2      36.3      57.9       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 17, 2012