NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  : 3,899,020: 1,374,747    935,905     99,732  1,072,070    597,572    546,052     25,344    882,001     21,107     21,645    340,782:   37,027    23,701
Old  : 3,899,020: 1,374,747    935,905     99,732  1,072,070    597,572    546,052     25,344    882,001     21,107     21,645    340,782:   37,027    23,701
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :   175,259:    87,140     78,450      4,550     -3,942     11,089      2,618      5,413     53,750    -10,066      5,121     21,620:    4,558     3,758
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.3       24.0        2.6       27.5       15.3       14.0        0.7       22.6        0.5        0.6        8.7:      0.9       0.6
Old  :     100.0:      35.3       24.0        2.6       27.5       15.3       14.0        0.7       22.6        0.5        0.6        8.7:      0.9       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       203:        90         84         12         21         30         27         10         35         21         14         30:
Old  :       203:        90         84         12         21         30         27         10         35         21         14         30:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       26.6       40.7       41.5       14.1       13.4       19.0       21.5
Old  :                 29.9       26.6       40.7       41.5       14.1       13.4       19.0       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(10,000 MMBTU'S)                                                                                                        :
     :          :    Positions                                                                                                           :
All  :   940,245:    79,642    111,634    143,521     78,589    119,805    138,191    159,631    274,068      5,761     51,992     99,019:   80,240    45,508
Old  :   940,245:    79,642    111,634    143,521     78,589    119,805    138,191    159,631    274,068      5,761     51,992     99,019:   80,240    45,508
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :    -6,485:      -269     -1,329     -9,341      3,084     -6,015      3,786     -6,148     -1,644     -1,506     -4,910      8,612:     -108     1,865
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.5       11.9       15.3        8.4       12.7       14.7       17.0       29.1        0.6        5.5       10.5:      8.5       4.8
Old  :     100.0:       8.5       11.9       15.3        8.4       12.7       14.7       17.0       29.1        0.6        5.5       10.5:      8.5       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       262:        49         45         18         16         29         46         44         63         23         47         65:
Old  :       262:        49         45         18         16         29         46         44         63         23         47         65:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.6       37.2       40.1       49.1       15.5       18.6       19.9       23.2
Old  :                 27.6       37.2       40.1       49.1       15.5       18.6       19.9       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-02365A
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    65,181:    46,651     29,790      3,821     17,974      6,858      1,700          0      2,283          0          0          0:    3,868     8,276
Old  :    65,181:    46,651     29,790      3,821     17,974      6,858      1,700          0      2,283          0          0          0:    3,868     8,276
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :     1,440:     1,239      1,263      1,712          0          0     -1,207          0        981          0          0          0:   -1,285      -804
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.6       45.7        5.9       27.6       10.5        2.6        0.0        3.5        0.0        0.0        0.0:      5.9      12.7
Old  :     100.0:      71.6       45.7        5.9       27.6       10.5        2.6        0.0        3.5        0.0        0.0        0.0:      5.9      12.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         16          .          4          5          .          0          .          0          0          0:
Old  :        27:        17         16          .          4          5          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       46.4       68.2       66.4       43.8       37.8       54.3       46.8
Old  :                 49.3       46.4       68.2       66.4       43.8       37.8       54.3       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365C
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    71,007:    39,980     39,796     14,905     11,450      6,010        434      2,869          0          0          0          0:    9,678    10,882
Old  :    71,007:    39,980     39,796     14,905     11,450      6,010        434      2,869          0          0          0          0:    9,678    10,882
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :     4,800:         0      4,800      4,800          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.3       56.0       21.0       16.1        8.5        0.6        4.0        0.0        0.0        0.0        0.0:     13.6      15.3
Old  :     100.0:      56.3       56.0       21.0       16.1        8.5        0.6        4.0        0.0        0.0        0.0        0.0:     13.6      15.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        15         17          5          4          6          .          .          0          0          0          0:
Old  :        30:        15         17          5          4          6          .          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       38.2       57.5       54.8       29.2       33.6       43.1       45.8
Old  :                 37.1       38.2       57.5       54.8       29.2       33.6       43.1       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365D
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    79,301:    46,885     38,253     12,762     30,068      7,786          0          0          0          0          0          0:   11,868     3,194
Old  :    79,301:    46,885     38,253     12,762     30,068      7,786          0          0          0          0          0          0:   11,868     3,194
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :       424:       244        242       -455          0        182          0          0          0          0          0          0:      453         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.1       48.2       16.1       37.9        9.8        0.0        0.0        0.0        0.0        0.0        0.0:     15.0       4.0
Old  :     100.0:      59.1       48.2       16.1       37.9        9.8        0.0        0.0        0.0        0.0        0.0        0.0:     15.0       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        14         15          .          5          6          0          0          0          0          0          0:
Old  :        23:        14         15          .          5          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       52.5       63.8       73.3       40.6       47.5       54.8       62.9
Old  :                 44.1       52.5       63.8       73.3       40.6       47.5       54.8       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    94,708:    57,620     63,114     16,729     22,560      3,736      5,574          0      2,867          0          0          0:    8,182     2,431
Old  :    94,708:    57,620     63,114     16,729     22,560      3,736      5,574          0      2,867          0          0          0:    8,182     2,431
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :       165:       310       -122          0          0          0       -463          0        287          0          0          0:       31         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.8       66.6       17.7       23.8        3.9        5.9        0.0        3.0        0.0        0.0        0.0:      8.6       2.6
Old  :     100.0:      60.8       66.6       17.7       23.8        3.9        5.9        0.0        3.0        0.0        0.0        0.0:      8.6       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        20         22          .          7          4          .          0          .          0          0          0:
Old  :        38:        20         22          .          7          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       47.0       63.3       63.9       39.5       44.3       56.8       60.7
Old  :                 43.6       47.0       63.3       63.9       39.5       44.3       56.8       60.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02365K
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    94,795:    79,945     40,059      6,479     32,029        845          0     10,483      2,749          0          0          0:    4,777     8,630
Old  :    94,795:    79,945     40,059      6,479     32,029        845          0     10,483      2,749          0          0          0:    4,777     8,630
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :      -818:    -1,064        721          0       -608          0          0     -1,177        246          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.3       42.3        6.8       33.8        0.9        0.0       11.1        2.9        0.0        0.0        0.0:      5.0       9.1
Old  :     100.0:      84.3       42.3        6.8       33.8        0.9        0.0       11.1        2.9        0.0        0.0        0.0:      5.0       9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        14         15          .          6          .          0          .          .          0          0          0:
Old  :        30:        14         15          .          6          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.8       35.7       83.4       56.1       61.3       34.3       74.6       54.4
Old  :                 65.8       35.7       83.4       56.1       61.3       34.3       74.6       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    86,858:    44,642     22,280     12,604     45,469      6,211      7,396      2,759      3,401          0          0          0:   12,604     6,738
Old  :    86,858:    44,642     22,280     12,604     45,469      6,211      7,396      2,759      3,401          0          0          0:   12,604     6,738
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :      -764:       399     -1,040         92        144       -116     -1,415          0        248          0          0          0:       28         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.4       25.7       14.5       52.3        7.2        8.5        3.2        3.9        0.0        0.0        0.0:     14.5       7.8
Old  :     100.0:      51.4       25.7       14.5       52.3        7.2        8.5        3.2        3.9        0.0        0.0        0.0:     14.5       7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        16         14          4          6          4          .          .          .          0          0          0:
Old  :        31:        16         14          4          6          4          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       47.7       58.8       66.5       33.4       46.6       52.1       62.0
Old  :                 37.1       47.7       58.8       66.5       33.4       46.6       52.1       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(10,000 MMBTU'S)                                                                                                        :
     :          :    Positions                                                                                                           :
All  : 1,585,865:   297,491    280,012    114,014     84,758    592,375     30,432     80,867    209,222     32,323     26,732    304,807:    5,202     7,093
Old  : 1,585,865:   297,491    280,012    114,014     84,758    592,375     30,432     80,867    209,222     32,323     26,732    304,807:    5,202     7,093
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :    26,333:     7,051      1,404      3,326      3,878      4,052      1,814      2,909      2,765      1,432      3,685      6,145:     -252     1,495
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.8       17.7        7.2        5.3       37.4        1.9        5.1       13.2        2.0        1.7       19.2:      0.3       0.4
Old  :     100.0:      18.8       17.7        7.2        5.3       37.4        1.9        5.1       13.2        2.0        1.7       19.2:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       134:        38         39          8         14         22         22         19         32         19         13         28:
Old  :       134:        38         39          8         14         22         22         19         32         19         13         28:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       32.9       55.1       51.7        7.8        8.5       10.4       10.7
Old  :                 34.0       32.9       55.1       51.7        7.8        8.5       10.4       10.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035652
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    90,584:    59,016     61,977     28,130     23,128        368          0        620          0          0          0          0:    3,070     4,491
Old  :    90,584:    59,016     61,977     28,130     23,128        368          0        620          0          0          0          0:    3,070     4,491
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :     1,070:     1,070      1,070          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.2       68.4       31.1       25.5        0.4        0.0        0.7        0.0        0.0        0.0        0.0:      3.4       5.0
Old  :     100.0:      65.2       68.4       31.1       25.5        0.4        0.0        0.7        0.0        0.0        0.0        0.0:      3.4       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         12          .          5          .          0          .          0          0          0          0:
Old  :        24:        13         12          .          5          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.0       56.4       86.2       76.1       60.0       51.8       72.9       66.6
Old  :                 69.0       56.4       86.2       76.1       60.0       51.8       72.9       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :   188,466:   111,479    117,944     41,073     34,766     18,309      3,597      5,954      5,382          0          0          0:    8,626     6,111
Old  :   188,466:   111,479    117,944     41,073     34,766     18,309      3,597      5,954      5,382          0          0          0:    8,626     6,111
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :      -549:      -638       -572       -120          0        120          0         36         89          0          0          0:       -0      -222
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.2       62.6       21.8       18.4        9.7        1.9        3.2        2.9        0.0        0.0        0.0:      4.6       3.2
Old  :     100.0:      59.2       62.6       21.8       18.4        9.7        1.9        3.2        2.9        0.0        0.0        0.0:      4.6       3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        27         24          8          4         11          4          4          5          0          0          0:
Old  :        50:        27         24          8          4         11          4          4          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       46.8       55.2       62.7       30.4       45.3       42.1       53.8
Old  :                 34.8       46.8       55.2       62.7       30.4       45.3       42.1       53.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :   141,598:    68,756     83,253     45,123     37,440     11,854      3,441      2,546      1,589          0          0          0:   10,834     4,915
Old  :   141,598:    68,756     83,253     45,123     37,440     11,854      3,441      2,546      1,589          0          0          0:   10,834     4,915
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :       652:     1,721       -763     -1,493          0        798          0         26        -20          0          0          0:     -354       611
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.6       58.8       31.9       26.4        8.4        2.4        1.8        1.1        0.0        0.0        0.0:      7.7       3.5
Old  :     100.0:      48.6       58.8       31.9       26.4        8.4        2.4        1.8        1.1        0.0        0.0        0.0:      7.7       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        17         14          7          5          9          .          .          .          0          0          0:
Old  :        36:        17         14          7          5          9          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       50.4       66.7       75.2       43.1       50.1       57.6       71.5
Old  :                 50.1       50.4       66.7       75.2       43.1       50.1       57.6       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :   229,185:   132,513     92,091     28,152     84,159     35,275      6,963        225     10,885          0          0          0:   15,397     6,550
Old  :   229,185:   132,513     92,091     28,152     84,159     35,275      6,963        225     10,885          0          0          0:   15,397     6,550
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :    -1,977:    -6,501       -324        794     -3,114      1,547      1,658         92       -392          0          0          0:      917       214
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.8       40.2       12.3       36.7       15.4        3.0        0.1        4.7        0.0        0.0        0.0:      6.7       2.9
Old  :     100.0:      57.8       40.2       12.3       36.7       15.4        3.0        0.1        4.7        0.0        0.0        0.0:      6.7       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        24         24          5         10         10          .          .          .          0          0          0:
Old  :        44:        24         24          5         10         10          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       31.5       53.6       55.3       32.2       28.3       43.8       44.9
Old  :                 37.1       31.5       53.6       55.3       32.2       28.3       43.8       44.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-035657
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    63,555:    22,604     29,672     17,311     14,581     12,111      4,036      1,389        679          0          0          0:    6,814     5,123
Old  :    63,555:    22,604     29,672     17,311     14,581     12,111      4,036      1,389        679          0          0          0:    6,814     5,123
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.6       46.7       27.2       22.9       19.1        6.3        2.2        1.1        0.0        0.0        0.0:     10.7       8.1
Old  :     100.0:      35.6       46.7       27.2       22.9       19.1        6.3        2.2        1.1        0.0        0.0        0.0:     10.7       8.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         7          7          .          4          5          .          .          .          0          0          0:
Old  :        20:         7          7          .          4          5          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       53.4       79.9       80.7       56.8       47.6       62.9       62.1
Old  :                 63.1       53.4       79.9       80.7       56.8       47.6       62.9       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  : 2,943,901:   786,941    527,876     59,181  1,007,118    424,209    594,569     46,788    711,682    158,729     24,387    182,819:   25,771    19,022
Old  : 2,943,901:   786,941    527,876     59,181  1,007,118    424,209    594,569     46,788    711,682    158,729     24,387    182,819:   25,771    19,022
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :    33,841:     8,362      7,016      3,278     41,919        974     36,719      1,233      1,373     -2,566     -3,635    -14,597:      298      -442
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.7       17.9        2.0       34.2       14.4       20.2        1.6       24.2        5.4        0.8        6.2:      0.9       0.6
Old  :     100.0:      26.7       17.9        2.0       34.2       14.4       20.2        1.6       24.2        5.4        0.8        6.2:      0.9       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       181:        78         70          8         21         26         27         14         37         16          8         23:
Old  :       181:        78         70          8         21         26         27         14         37         16          8         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       33.7       45.5       46.2       19.6       21.6       26.2       30.5
Old  :                 33.2       33.7       45.5       46.2       19.6       21.6       26.2       30.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :   969,724:   174,103    255,910    369,898    195,107    119,794     57,399    141,005     69,287     58,794     68,871    115,773:    4,676     3,977
Old  :   969,724:   174,103    255,910    369,898    195,107    119,794     57,399    141,005     69,287     58,794     68,871    115,773:    4,676     3,977
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :    25,234:    -6,584      4,937     10,409       -915      4,724     -7,439      4,032      7,077      9,766     -1,260      7,218:       63      -579
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.0       26.4       38.1       20.1       12.4        5.9       14.5        7.1        6.1        7.1       11.9:      0.5       0.4
Old  :     100.0:      18.0       26.4       38.1       20.1       12.4        5.9       14.5        7.1        6.1        7.1       11.9:      0.5       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        96:        21         20         15          6         19         13         10         18         16         13         22:
Old  :        96:        21         20         15          6         19         13         10         18         16         13         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       38.6       53.3       60.0       31.2       33.0       42.7       46.9
Old  :                 37.7       38.6       53.3       60.0       31.2       33.0       42.7       46.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    22,174:    17,613     13,268        267      5,091      3,412        476          0         80         79         45         75:      172       203
Old  :    22,174:    17,613     13,268        267      5,091      3,412        476          0         80         79         45         75:      172       203
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :    -1,989:    -2,488     -2,492       -135       -434        946       -133          0          8         79          0          0:     -266       -17
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       59.8        1.2       23.0       15.4        2.1        0.0        0.4        0.4        0.2        0.3:      0.8       0.9
Old  :     100.0:      79.4       59.8        1.2       23.0       15.4        2.1        0.0        0.4        0.4        0.2        0.3:      0.8       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        28         27          .          5          6          .          0          .          .          .          .:
Old  :        45:        28         27          .          5          6          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.2       44.2       61.4       67.9       29.8       35.7       44.1       50.4
Old  :                 41.2       44.2       61.4       67.9       29.8       35.7       44.1       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    15,900:    13,850      7,608         50      6,947      1,305         45          0         25          0          0          0:      625        15
Old  :    15,900:    13,850      7,608         50      6,947      1,305         45          0         25          0          0          0:      625        15
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :       -75:      -221       -176          0        -10         96          0          0          0          0          0          0:       50        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.1       47.8        0.3       43.7        8.2        0.3        0.0        0.2        0.0        0.0        0.0:      3.9       0.1
Old  :     100.0:      87.1       47.8        0.3       43.7        8.2        0.3        0.0        0.2        0.0        0.0        0.0:      3.9       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        11          9          .          8          .          .          0          .          0          0          0:
Old  :        23:        11          9          .          8          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.4       65.5       84.6       91.7       52.6       56.7       63.4       66.8
Old  :                 62.4       65.5       84.6       91.7       52.6       56.7       63.4       66.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    11,364:     8,631      7,414        187      1,343      2,141          0        139        237          0          0          0:      168        90
Old  :    11,364:     8,631      7,414        187      1,343      2,141          0        139        237          0          0          0:      168        90
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :        83:        -5        110         50          0        -10          0        -20         18          0          0          0:       30       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.0       65.2        1.6       11.8       18.8        0.0        1.2        2.1        0.0        0.0        0.0:      1.5       0.8
Old  :     100.0:      76.0       65.2        1.6       11.8       18.8        0.0        1.2        2.1        0.0        0.0        0.0:      1.5       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         17          .          4          5          0          .          .          0          0          0:
Old  :        26:        14         17          .          4          5          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       49.0       81.0       72.0       45.7       26.8       48.8       39.9
Old  :                 60.7       49.0       81.0       72.0       45.7       26.8       48.8       39.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, February 9, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     8,549:     6,081      5,890        825      1,556        799          0          0          0        380          0          0:      464       304
Old  :     8,549:     6,081      5,890        825      1,556        799          0          0          0        380          0          0:      464       304
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 2, 2010                                                                 :
     :       112:       197         15         -3         30         -3          0          0          0          0          0          0:      -79        70
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.1       68.9        9.7       18.2        9.3        0.0        0.0        0.0        4.4        0.0        0.0:      5.4       3.6
Old  :     100.0:      71.1       68.9        9.7       18.2        9.3        0.0        0.0        0.0        4.4        0.0        0.0:      5.4       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        24         17          4          .          5          0          0          0          .          0          0:
Old  :        34:        24         17          4          .          5          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       52.2       52.3       73.3       26.8       43.7       39.9       52.7
Old  :                 33.6       52.2       52.3       73.3       26.8       43.7       39.9       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated February 7, 2010