NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, March 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 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 3,807,279: 1,352,235    959,081     73,304    987,772    657,665    605,450     46,937    800,058      6,615     41,391    304,701:    7,251     9,674
Old  : 3,807,279: 1,352,235    959,081     73,304    987,772    657,665    605,450     46,937    800,058      6,615     41,391    304,701:    7,251     9,674
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :    86,588:    42,293     51,423      5,403     16,223     37,447     21,545     -1,998     11,047     -1,044    -13,482    -11,009:  -19,094    -3,063
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.5       25.2        1.9       25.9       17.3       15.9        1.2       21.0        0.2        1.1        8.0:      0.2       0.3
Old  :     100.0:      35.5       25.2        1.9       25.9       17.3       15.9        1.2       21.0        0.2        1.1        8.0:      0.2       0.3
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  :       210:        89         82         11         22         31         23         15         36         16         26         38:
Old  :       210:        89         82         11         22         31         23         15         36         16         26         38:
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  :                 30.3       24.6       43.3       39.5       14.9       12.9       20.5       19.8
Old  :                 30.3       24.6       43.3       39.5       14.9       12.9       20.5       19.8
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, March 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 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,005,014:    87,604    112,149    157,121     86,803    119,664    148,943    212,270    284,797     20,040     35,324    103,933:   82,912    50,074
Old  : 1,005,014:    87,604    112,149    157,121     86,803    119,664    148,943    212,270    284,797     20,040     35,324    103,933:   82,912    50,074
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :    34,431:     6,911      7,098      2,073      3,929      3,388      7,979      7,851      8,260      1,139        598      4,011:      670      -705
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.7       11.2       15.6        8.6       11.9       14.8       21.1       28.3        2.0        3.5       10.3:      8.2       5.0
Old  :     100.0:       8.7       11.2       15.6        8.6       11.9       14.8       21.1       28.3        2.0        3.5       10.3:      8.2       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  :       278:        49         45         20         12         26         53         60         67         31         35         61:
Old  :       278:        49         45         20         12         26         53         60         67         31         35         61:
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  :                 27.9       35.8       39.6       48.5       16.1       17.4       20.3       25.4
Old  :                 27.9       35.8       39.6       48.5       16.1       17.4       20.3       25.4
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, March 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 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    66,061:    38,428     28,604      4,258     19,146      7,086      2,181          0      2,270          0          0          0:   11,838     8,955
Old  :    66,061:    38,428     28,604      4,258     19,146      7,086      2,181          0      2,270          0          0          0:   11,838     8,955
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :     1,103:     1,675      1,483          0        124        -55        198          0         54          0          0          0:     -769      -503
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.2       43.3        6.4       29.0       10.7        3.3        0.0        3.4        0.0        0.0        0.0:     17.9      13.6
Old  :     100.0:      58.2       43.3        6.4       29.0       10.7        3.3        0.0        3.4        0.0        0.0        0.0:     17.9      13.6
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  :        26:        16         16          .          4          5          .          0          .          0          0          0:
Old  :        26:        16         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  :                 44.8       45.7       59.7       65.6       36.7       36.5       45.5       46.3
Old  :                 44.8       45.7       59.7       65.6       36.7       36.5       45.5       46.3
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, March 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 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    69,716:    36,777     40,336     14,682     11,269      4,844          0          0          0          0          0          0:   13,413    13,267
Old  :    69,716:    36,777     40,336     14,682     11,269      4,844          0          0          0          0          0          0:   13,413    13,267
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :       112:         0          0          0          0          0          0          0          0          0          0          0:      112       112
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.8       57.9       21.1       16.2        6.9        0.0        0.0        0.0        0.0        0.0        0.0:     19.2      19.0
Old  :     100.0:      52.8       57.9       21.1       16.2        6.9        0.0        0.0        0.0        0.0        0.0        0.0:     19.2      19.0
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:        12         14          .          4          4          0          0          0          0          0          0:
Old  :        23:        12         14          .          4          4          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  :                 38.4       43.1       58.9       59.4       30.3       38.8       45.5       51.3
Old  :                 38.4       43.1       58.9       59.4       30.3       38.8       45.5       51.3
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, March 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 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    79,362:    46,403     35,852     13,476     32,107      6,652          0          0          0          0          0          0:   12,831     4,751
Old  :    79,362:    46,403     35,852     13,476     32,107      6,652          0          0          0          0          0          0:   12,831     4,751
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :       730:       730         96          0          0          0          0          0          0          0          0          0:        0       634
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.5       45.2       17.0       40.5        8.4        0.0        0.0        0.0        0.0        0.0        0.0:     16.2       6.0
Old  :     100.0:      58.5       45.2       17.0       40.5        8.4        0.0        0.0        0.0        0.0        0.0        0.0:     16.2       6.0
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  :        22:        13         13          .          5          4          0          0          0          0          0          0:
Old  :        22:        13         13          .          5          4          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  :                 43.5       53.8       64.8       73.3       40.0       49.0       54.3       64.5
Old  :                 43.5       53.8       64.8       73.3       40.0       49.0       54.3       64.5
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, March 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 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    91,346:    46,995     56,733     16,543     21,573      3,674      8,785      1,436      2,297          0          0          0:   13,052     5,633
Old  :    91,346:    46,995     56,733     16,543     21,573      3,674      8,785      1,436      2,297          0          0          0:   13,052     5,633
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :       414:    -2,244       -731          0          0          0      1,129      1,436         29          0          0          0:    1,500      -320
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.4       62.1       18.1       23.6        4.0        9.6        1.6        2.5        0.0        0.0        0.0:     14.3       6.2
Old  :     100.0:      51.4       62.1       18.1       23.6        4.0        9.6        1.6        2.5        0.0        0.0        0.0:     14.3       6.2
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  :        31:        12         17          .          7          4          .          .          .          0          0          0:
Old  :        31:        12         17          .          7          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  :                 46.1       46.7       66.1       62.7       41.5       45.8       57.6       61.5
Old  :                 46.1       46.7       66.1       62.7       41.5       45.8       57.6       61.5
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, March 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 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    91,191:    74,696     35,851      5,287     31,033        853          0     10,262      2,954          0          0          0:    7,401    10,238
Old  :    91,191:    74,696     35,851      5,287     31,033        853          0     10,262      2,954          0          0          0:    7,401    10,238
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :      -239:      -126       -336       -730          0         66          0        122        123          0          0          0:      428      -214
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.9       39.3        5.8       34.0        0.9        0.0       11.3        3.2        0.0        0.0        0.0:      8.1      11.2
Old  :     100.0:      81.9       39.3        5.8       34.0        0.9        0.0       11.3        3.2        0.0        0.0        0.0:      8.1      11.2
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  :        24:        10         12          .          6          .          0          .          .          0          0          0:
Old  :        24:        10         12          .          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  :                 64.8       38.2       83.0       58.2       61.2       36.2       72.6       56.2
Old  :                 64.8       38.2       83.0       58.2       61.2       36.2       72.6       56.2
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, March 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 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    82,424:    40,769     19,621     12,696     42,729      5,442      5,999      2,158      3,788          0          0          0:   13,730     8,686
Old  :    82,424:    40,769     19,621     12,696     42,729      5,442      5,999      2,158      3,788          0          0          0:   13,730     8,686
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :       -36:     1,043       -324       -728          0          0       -573          0        202          0          0          0:       20        86
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.5       23.8       15.4       51.8        6.6        7.3        2.6        4.6        0.0        0.0        0.0:     16.7      10.5
Old  :     100.0:      49.5       23.8       15.4       51.8        6.6        7.3        2.6        4.6        0.0        0.0        0.0:     16.7      10.5
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  :        26:        13         10          4          5          4          .          .          .          0          0          0:
Old  :        26:        13         10          4          5          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  :                 38.0       49.5       60.4       67.3       34.9       48.6       52.4       64.0
Old  :                 38.0       49.5       60.4       67.3       34.9       48.6       52.4       64.0
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, March 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 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,615,465:   294,098    280,018    111,672     98,466    584,190     45,809     84,494    220,203     38,152     25,103    314,693:    6,648     8,298
Old  : 1,615,465:   294,098    280,018    111,672     98,466    584,190     45,809     84,494    220,203     38,152     25,103    314,693:    6,648     8,298
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :    57,134:     9,023     11,823      2,890      2,745     11,114      7,710      3,966      9,093        421      1,214     16,544:      338       635
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.2       17.3        6.9        6.1       36.2        2.8        5.2       13.6        2.4        1.6       19.5:      0.4       0.5
Old  :     100.0:      18.2       17.3        6.9        6.1       36.2        2.8        5.2       13.6        2.4        1.6       19.5:      0.4       0.5
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  :       132:        38         39          8         16         23         27         15         30         20          6         25:
Old  :       132:        38         39          8         16         23         27         15         30         20          6         25:
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  :                 32.8       32.3       53.7       51.2        8.2        9.8       10.9       12.1
Old  :                 32.8       32.3       53.7       51.2        8.2        9.8       10.9       12.1
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, March 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 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    84,144:    53,878     58,420     27,262     21,392        244          0          0          0          0          0          0:    2,760     4,088
Old  :    84,144:    53,878     58,420     27,262     21,392        244          0          0          0          0          0          0:    2,760     4,088
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 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:      64.0       69.4       32.4       25.4        0.3        0.0        0.0        0.0        0.0        0.0        0.0:      3.3       4.9
Old  :     100.0:      64.0       69.4       32.4       25.4        0.3        0.0        0.0        0.0        0.0        0.0        0.0:      3.3       4.9
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  :        22:        12         11          .          5          .          0          0          0          0          0          0:
Old  :        22:        12         11          .          5          .          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  :                 68.6       51.5       84.9       76.5       58.4       47.4       70.0       65.2
Old  :                 68.6       51.5       84.9       76.5       58.4       47.4       70.0       65.2
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, March 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 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   188,570:   108,239    123,370     41,739     32,591     17,945      4,433      2,768      5,767          0          0          0:   10,447     6,129
Old  :   188,570:   108,239    123,370     41,739     32,591     17,945      4,433      2,768      5,767          0          0          0:   10,447     6,129
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :     8,488:     6,549      9,067        492       -428         92        916          0       -243          0          0          0:      682         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.4       65.4       22.1       17.3        9.5        2.4        1.5        3.1        0.0        0.0        0.0:      5.5       3.3
Old  :     100.0:      57.4       65.4       22.1       17.3        9.5        2.4        1.5        3.1        0.0        0.0        0.0:      5.5       3.3
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  :        46:        26         25          8          4         10          4          .          4          0          0          0:
Old  :        46:        26         25          8          4         10          4          .          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  :                 31.3       44.6       50.1       60.2       25.0       42.3       36.3       49.6
Old  :                 31.3       44.6       50.1       60.2       25.0       42.3       36.3       49.6
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, March 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 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   135,090:    64,595     77,031     41,684     36,307     11,814      2,416      1,695      1,398          0          0          0:   13,183     6,844
Old  :   135,090:    64,595     77,031     41,684     36,307     11,814      2,416      1,695      1,398          0          0          0:   13,183     6,844
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :      -184:       514       -456       -240          0          0          0        306        -96          0          0          0:     -362        62
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.8       57.0       30.9       26.9        8.7        1.8        1.3        1.0        0.0        0.0        0.0:      9.8       5.1
Old  :     100.0:      47.8       57.0       30.9       26.9        8.7        1.8        1.3        1.0        0.0        0.0        0.0:      9.8       5.1
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:        13         11          7          5          9          .          .          .          0          0          0:
Old  :        30:        13         11          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  :                 51.5       50.8       66.9       76.4       44.2       49.8       57.7       71.8
Old  :                 51.5       50.8       66.9       76.4       44.2       49.8       57.7       71.8
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, March 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 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   226,307:   124,696     94,419     31,042     79,387     34,915      7,477        294     10,296          0          0          0:   17,881     6,996
Old  :   226,307:   124,696     94,419     31,042     79,387     34,915      7,477        294     10,296          0          0          0:   17,881     6,996
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :      -432:      -772     -1,131        730      2,341     -1,650        800       -364        190          0          0          0:      270       182
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.1       41.7       13.7       35.1       15.4        3.3        0.1        4.5        0.0        0.0        0.0:      7.9       3.1
Old  :     100.0:      55.1       41.7       13.7       35.1       15.4        3.3        0.1        4.5        0.0        0.0        0.0:      7.9       3.1
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  :        39:        20         18          5         10         10          .          .          .          0          0          0:
Old  :        39:        20         18          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  :                 35.7       31.4       55.0       55.2       28.6       27.7       41.1       44.9
Old  :                 35.7       31.4       55.0       55.2       28.6       27.7       41.1       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, March 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 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    61,359:    20,934     28,089     17,466     14,399     11,671      4,395      1,506        676          0          0          0:    6,217     5,018
Old  :    61,359:    20,934     28,089     17,466     14,399     11,671      4,395      1,506        676          0          0          0:    6,217     5,018
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :       374:        50        -75          0        324          0        324          0          0          0          0          0:        0       125
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.1       45.8       28.5       23.5       19.0        7.2        2.5        1.1        0.0        0.0        0.0:     10.1       8.2
Old  :     100.0:      34.1       45.8       28.5       23.5       19.0        7.2        2.5        1.1        0.0        0.0        0.0:     10.1       8.2
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  :        20:         7          7          .          4          4          .          .          .          0          0          0:
Old  :        20:         7          7          .          4          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  :                 64.8       54.4       80.9       81.6       57.6       49.5       64.3       63.6
Old  :                 64.8       54.4       80.9       81.6       57.6       49.5       64.3       63.6
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, March 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 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,924,766:   818,850    488,486     87,298  1,006,791    366,880    571,677     47,313    719,972    126,297     65,846    208,121:   25,671    21,357
Old  : 2,924,766:   818,850    488,486     87,298  1,006,791    366,880    571,677     47,313    719,972    126,297     65,846    208,121:   25,671    21,357
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :    23,567:    28,227     -1,302     -2,176      1,376      5,654    -11,143      2,171      3,781     -4,951      4,942     22,103:  -17,928   -15,158
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.0       16.7        3.0       34.4       12.5       19.5        1.6       24.6        4.3        2.3        7.1:      0.9       0.7
Old  :     100.0:      28.0       16.7        3.0       34.4       12.5       19.5        1.6       24.6        4.3        2.3        7.1:      0.9       0.7
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  :       176:        77         68          9         20         25         24         13         36         13         11         22:
Old  :       176:        77         68          9         20         25         24         13         36         13         11         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  :                 32.2       34.8       43.5       46.9       18.1       22.7       24.6       31.0
Old  :                 32.2       34.8       43.5       46.9       18.1       22.7       24.6       31.0
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, March 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 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   984,179:   186,847    281,067    411,506    164,575    126,888     53,968    136,402     62,223     43,375    113,340     93,217:    6,155     6,467
Old  :   984,179:   186,847    281,067    411,506    164,575    126,888     53,968    136,402     62,223     43,375    113,340     93,217:    6,155     6,467
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :    29,782:    17,264     14,021      1,823     -1,010      5,831      1,654        837      1,978        151      6,767      1,070:       11       288
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.0       28.6       41.8       16.7       12.9        5.5       13.9        6.3        4.4       11.5        9.5:      0.6       0.7
Old  :     100.0:      19.0       28.6       41.8       16.7       12.9        5.5       13.9        6.3        4.4       11.5        9.5:      0.6       0.7
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  :        88:        21         22         15          5         17         13         10         18          9         12         20:
Old  :        88:        21         22         15          5         17         13         10         18          9         12         20:
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  :                 40.7       39.6       54.9       60.3       36.1       35.7       46.0       47.8
Old  :                 40.7       39.6       54.9       60.3       36.1       35.7       46.0       47.8
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, March 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  :    19,761:    16,255     11,935         78      4,876      2,670        150          0         50          0         45         75:      483       110
Old  :    19,761:    16,255     11,935         78      4,876      2,670        150          0         50          0         45         75:      483       110
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :    -2,837:    -2,494     -2,381        -93       -126       -235       -151          0        -30          0          0          0:      166       -65
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.3       60.4        0.4       24.7       13.5        0.8        0.0        0.3        0.0        0.2        0.4:      2.4       0.6
Old  :     100.0:      82.3       60.4        0.4       24.7       13.5        0.8        0.0        0.3        0.0        0.2        0.4:      2.4       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  :        44:        30         29          .          6          7          .          0          .          0          .          .:
Old  :        44:        30         29          .          6          7          .          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  :                 42.9       43.5       64.7       64.2       35.5       37.5       49.6       51.1
Old  :                 42.9       43.5       64.7       64.2       35.5       37.5       49.6       51.1
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, March 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  :    17,219:    14,921      8,854          0      6,650      1,260        110        270         35          0          0          0:      893       150
Old  :    17,219:    14,921      8,854          0      6,650      1,260        110        270         35          0          0          0:      893       150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :       691:       510        135          0        375        171        -30          0         10          0          0          0:       30         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.7       51.4        0.0       38.6        7.3        0.6        1.6        0.2        0.0        0.0        0.0:      5.2       0.9
Old  :     100.0:      86.7       51.4        0.0       38.6        7.3        0.6        1.6        0.2        0.0        0.0        0.0:      5.2       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  :        25:        14         10          0          7          .          .          .          .          0          0          0:
Old  :        25:        14         10          0          7          .          .          .          .          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       65.1       85.1       87.6       55.4       55.7       65.8       68.0
Old  :                 60.7       65.1       85.1       87.6       55.4       55.7       65.8       68.0
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, March 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  :     9,883:     7,793      5,411        315      2,447      1,652          0        242          6          0         25          0:      117       100
Old  :     9,883:     7,793      5,411        315      2,447      1,652          0        242          6          0         25          0:      117       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :      -231:      -106       -398         13        330       -113          0         20        -25          0          0          0:        0       -45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.9       54.8        3.2       24.8       16.7        0.0        2.4        0.1        0.0        0.3        0.0:      1.2       1.0
Old  :     100.0:      78.9       54.8        3.2       24.8       16.7        0.0        2.4        0.1        0.0        0.3        0.0:      1.2       1.0
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  :        28:        15         15          .          6          4          0          .          .          0          .          0:
Old  :        28:        15         15          .          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  :                 63.1       53.2       83.7       75.4       54.2       35.7       58.7       47.8
Old  :                 63.1       53.2       83.7       75.4       54.2       35.7       58.7       47.8
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, March 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  :     8,455:     6,242      5,195        518      2,028        902          0          0          0        345          0          0:      448       330
Old  :     8,455:     6,242      5,195        518      2,028        902          0          0          0        345          0          0:      448       330
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 2, 2010                                                                    :
     :       304:       402         20       -262        135        158          0          0          0          0          0          0:        6        -9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.8       61.4        6.1       24.0       10.7        0.0        0.0        0.0        4.1        0.0        0.0:      5.3       3.9
Old  :     100.0:      73.8       61.4        6.1       24.0       10.7        0.0        0.0        0.0        4.1        0.0        0.0:      5.3       3.9
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  :        33:        24         18          .          .          .          0          0          0          .          0          0:
Old  :        33:        24         18          .          .          .          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  :                 33.5       52.0       54.7       73.9       31.7       46.5       45.5       58.3
Old  :                 33.5       52.0       54.7       73.9       31.7       46.5       45.5       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated March 12, 2010