NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 4,839,136: 1,686,218    924,354    272,253  1,391,364    627,851    401,936     37,904  1,426,541     59,520     80,662    333,475:   31,342    16,985
Old  : 4,839,136: 1,686,218    924,354    272,253  1,391,364    627,851    401,936     37,904  1,426,541     59,520     80,662    333,475:   31,342    16,985
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :   -76,337:    31,950    -19,330     35,012    -13,178    -39,214     32,591    -12,722    -56,082   -105,305     41,800     26,653:   -1,942    -4,264
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.8       19.1        5.6       28.8       13.0        8.3        0.8       29.5        1.2        1.7        6.9:      0.6       0.4
Old  :     100.0:      34.8       19.1        5.6       28.8       13.0        8.3        0.8       29.5        1.2        1.7        6.9:      0.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       226:       103         99         13         27         35         30          6         35         13         25         33:
Old  :       226:       103         99         13         27         35         30          6         35         13         25         33:
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  :                 25.8       25.3       39.6       40.0       11.1       17.9       16.5       24.9
Old  :                 25.8       25.3       39.6       40.0       11.1       17.9       16.5       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   379,537:   235,547    244,337     42,085     32,757     54,552      9,533     20,432     22,941        462          0      1,576:   12,841     2,942
Old  :   379,537:   235,547    244,337     42,085     32,757     54,552      9,533     20,432     22,941        462          0      1,576:   12,841     2,942
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :    -2,453:     3,082     -3,291      2,058      3,681      1,517     -1,883      4,489     -8,413        462       -772        745:      -21      -409
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.1       64.4       11.1        8.6       14.4        2.5        5.4        6.0        0.1        0.0        0.4:      3.4       0.8
Old  :     100.0:      62.1       64.4       11.1        8.6       14.4        2.5        5.4        6.0        0.1        0.0        0.4:      3.4       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        31         29          6          7         10          5          .          7          .          0          .:
Old  :        58:        31         29          6          7         10          5          .          7          .          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  :                 32.6       44.9       50.5       66.7       23.2       30.8       33.8       38.8
Old  :                 32.6       44.9       50.5       66.7       23.2       30.8       33.8       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   181,675:   155,949     96,914      1,743     60,331     11,352      3,139      5,239      4,925        618          0         31:    3,918     2,883
Old  :   181,675:   155,949     96,914      1,743     60,331     11,352      3,139      5,239      4,925        618          0         31:    3,918     2,883
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :     4,194:     5,139      4,143          0         -4        104       -379     -1,269        670       -521          0          1:     -820       549
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.8       53.3        1.0       33.2        6.2        1.7        2.9        2.7        0.3        0.0        0.0:      2.2       1.6
Old  :     100.0:      85.8       53.3        1.0       33.2        6.2        1.7        2.9        2.7        0.3        0.0        0.0:      2.2       1.6
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  :        49:        27         25          .         11         11          4          .          5          .          0          .:
Old  :        49:        27         25          .         11         11          4          .          5          .          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  :                 52.1       39.4       72.3       62.6       49.5       35.9       61.9       53.5
Old  :                 52.1       39.4       72.3       62.6       49.5       35.9       61.9       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   311,734:   204,353     88,511     36,980    153,955     42,135      5,138      3,472     16,523          0        299        462:    6,143     6,377
Old  :   311,734:   204,353     88,511     36,980    153,955     42,135      5,138      3,472     16,523          0        299        462:    6,143     6,377
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :     2,318:    -1,683     -1,014      2,294      1,192        904         40         -8        586       -153        299        128:      202       231
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.6       28.4       11.9       49.4       13.5        1.6        1.1        5.3        0.0        0.1        0.1:      2.0       2.0
Old  :     100.0:      65.6       28.4       11.9       49.4       13.5        1.6        1.1        5.3        0.0        0.1        0.1:      2.0       2.0
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  :        49:        22         19          5          9         13          .          4          4          0          .          .:
Old  :        49:        22         19          5          9         13          .          4          4          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       46.4       60.1       69.8       38.6       37.3       51.9       58.4
Old  :                 41.4       46.4       60.1       69.8       38.6       37.3       51.9       58.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   689,321:   475,909    265,975     83,330    255,744    100,825          0     36,815     22,019        961      3,921        609:    5,668     3,413
Old  :   689,321:   475,909    265,975     83,330    255,744    100,825          0     36,815     22,019        961      3,921        609:    5,668     3,413
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :     2,905:     5,877      3,264        484     -6,183      1,898          0     10,096     -6,317        151       -200         29:      783       318
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       38.6       12.1       37.1       14.6        0.0        5.3        3.2        0.1        0.6        0.1:      0.8       0.5
Old  :     100.0:      69.0       38.6       12.1       37.1       14.6        0.0        5.3        3.2        0.1        0.6        0.1:      0.8       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  :        69:        33         29          7         15         21          0          7          7          .          .          .:
Old  :        69:        33         29          7         15         21          0          7          7          .          .          .:
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  :                 42.7       38.7       56.8       54.9       31.6       28.3       44.1       39.2
Old  :                 42.7       38.7       56.8       54.9       31.6       28.3       44.1       39.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   190,003:   135,861    108,852     31,772     60,680      4,347      8,369      3,228      2,256          0          0          0:    7,398    10,640
Old  :   190,003:   135,861    108,852     31,772     60,680      4,347      8,369      3,228      2,256          0          0          0:    7,398    10,640
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :       962:     1,761        -64        -35     -1,366        241     -1,417      3,228        171          0          0          0:      241    -1,248
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.5       57.3       16.7       31.9        2.3        4.4        1.7        1.2        0.0        0.0        0.0:      3.9       5.6
Old  :     100.0:      71.5       57.3       16.7       31.9        2.3        4.4        1.7        1.2        0.0        0.0        0.0:      3.9       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        23         17          5          .          .          .          .          .          0          0          0:
Old  :        38:        23         17          5          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.1       64.1       66.0       76.5       49.8       61.3       63.0       70.8
Old  :                 51.1       64.1       66.0       76.5       49.8       61.3       63.0       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   343,119:   225,897    202,253     46,545     70,792     21,451     13,225     15,905     24,894          0          0          0:   11,107     7,824
Old  :   343,119:   225,897    202,253     46,545     70,792     21,451     13,225     15,905     24,894          0          0          0:   11,107     7,824
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :    26,847:     2,308     33,900      1,978        759        347       -705    -27,512     18,190          0          0          0:    4,729     1,163
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.8       58.9       13.6       20.6        6.3        3.9        4.6        7.3        0.0        0.0        0.0:      3.2       2.3
Old  :     100.0:      65.8       58.9       13.6       20.6        6.3        3.9        4.6        7.3        0.0        0.0        0.0:      3.2       2.3
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  :        55:        27         24          6         13         13          4          .          5          0          0          0:
Old  :        55:        27         24          6         13         13          4          .          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.2       48.3       51.9       62.3       24.7       40.5       40.7       50.0
Old  :                 27.2       48.3       51.9       62.3       24.7       40.5       40.7       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   205,714:   161,802     82,202      2,644     79,649     20,963      8,182      8,651      8,165          0        932        724:    3,234     4,428
Old  :   205,714:   161,802     82,202      2,644     79,649     20,963      8,182      8,651      8,165          0        932        724:    3,234     4,428
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :     4,395:     2,462      4,387        162      2,294       -687      2,313     -1,562        700          0        516        -31:     -524    -1,222
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       40.0        1.3       38.7       10.2        4.0        4.2        4.0        0.0        0.5        0.4:      1.6       2.2
Old  :     100.0:      78.7       40.0        1.3       38.7       10.2        4.0        4.2        4.0        0.0        0.5        0.4:      1.6       2.2
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  :        47:        22         24          .         13          7          .          .          6          0          .          .:
Old  :        47:        22         24          .         13          7          .          .          6          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       32.6       73.7       52.2       57.4       28.3       64.0       44.5
Old  :                 62.7       32.6       73.7       52.2       57.4       28.3       64.0       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   981,157:    65,697    119,257    251,963     36,774     95,969    114,273    227,370    278,954     21,339    109,717     74,939:   78,023    38,177
Old  :   981,157:    65,697    119,257    251,963     36,774     95,969    114,273    227,370    278,954     21,339    109,717     74,939:   78,023    38,177
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :   -22,264:       135     -9,726      7,062     -5,779      7,905    -44,388     14,852     -8,298     12,535    -33,030     13,406:  -10,621    -1,594
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.7       12.2       25.7        3.7        9.8       11.6       23.2       28.4        2.2       11.2        7.6:      8.0       3.9
Old  :     100.0:       6.7       12.2       25.7        3.7        9.8       11.6       23.2       28.4        2.2       11.2        7.6:      8.0       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  :       313:        48         41         25         12         32         71         51         79         37         50         62:
Old  :       313:        48         41         25         12         32         71         51         79         37         50         62:
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  :                 17.9       24.2       31.6       35.9       15.1       14.9       23.3       21.2
Old  :                 17.9       24.2       31.6       35.9       15.1       14.9       23.3       21.2
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 - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    47,439:    21,521     23,991     10,256     15,459      4,781          0          0          0          0          0          0:   10,881     3,208
Old  :    47,439:    21,521     23,991     10,256     15,459      4,781          0          0          0          0          0          0:   10,881     3,208
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.4       50.6       21.6       32.6       10.1        0.0        0.0        0.0        0.0        0.0        0.0:     22.9       6.8
Old  :     100.0:      45.4       50.6       21.6       32.6       10.1        0.0        0.0        0.0        0.0        0.0        0.0:     22.9       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10          8          .          5          4          0          0          0          0          0          0:
Old  :        20:        10          8          .          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  :                 46.4       52.1       63.1       76.9       42.3       48.2       54.6       65.1
Old  :                 46.4       52.1       63.1       76.9       42.3       48.2       54.6       65.1
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 - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    38,684:    21,223     26,700      9,204      2,483        943      2,496      1,392      1,778          0          0          0:    3,040     5,388
Old  :    38,684:    21,223     26,700      9,204      2,483        943      2,496      1,392      1,778          0          0          0:    3,040     5,388
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :      -402:         0       -402          0          0          0       -484          0          0          0          0          0:       82         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.9       69.0       23.8        6.4        2.4        6.5        3.6        4.6        0.0        0.0        0.0:      7.9      13.9
Old  :     100.0:      54.9       69.0       23.8        6.4        2.4        6.5        3.6        4.6        0.0        0.0        0.0:      7.9      13.9
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:         9         11          .          .          .          .          .          .          0          0          0:
Old  :        22:         9         11          .          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.1       53.2       71.3       69.2       47.7       51.1       65.9       65.6
Old  :                 49.1       53.2       71.3       69.2       47.7       51.1       65.9       65.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    88,110:    46,615     38,533     23,334     25,068      9,102        110      7,339      3,190          0          0          0:    5,759     4,878
Old  :    88,110:    46,615     38,533     23,334     25,068      9,102        110      7,339      3,190          0          0          0:    5,759     4,878
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :       -30:         0       -120          0          0          0          0          0          0          0          0          0:      -30        90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.9       43.7       26.5       28.5       10.3        0.1        8.3        3.6        0.0        0.0        0.0:      6.5       5.5
Old  :     100.0:      52.9       43.7       26.5       28.5       10.3        0.1        8.3        3.6        0.0        0.0        0.0:      6.5       5.5
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  :        29:         9         11          7          4          6          .          .          .          0          0          0:
Old  :        29:         9         11          7          4          6          .          .          .          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  :                 47.0       39.6       70.9       62.4       44.1       37.4       58.0       54.0
Old  :                 47.0       39.6       70.9       62.4       44.1       37.4       58.0       54.0
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 - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    72,537:    40,379     29,325     12,499     25,394      8,541        922          0      1,378          0          0          0:    8,818     7,899
Old  :    72,537:    40,379     29,325     12,499     25,394      8,541        922          0      1,378          0          0          0:    8,818     7,899
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :        60:      -121         60        151          0          0         60          0        -30          0          0          0:        0        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.7       40.4       17.2       35.0       11.8        1.3        0.0        1.9        0.0        0.0        0.0:     12.2      10.9
Old  :     100.0:      55.7       40.4       17.2       35.0       11.8        1.3        0.0        1.9        0.0        0.0        0.0:     12.2      10.9
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  :        20:         7          8          5          4          7          .          0          .          0          0          0:
Old  :        20:         7          8          5          4          7          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.6       53.0       75.3       72.2       48.8       52.0       60.0       63.5
Old  :                 60.6       53.0       75.3       72.2       48.8       52.0       60.0       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   128,115:    67,448     49,931     20,126     49,142     18,371      4,236          0      4,151          0          0          0:   13,783     6,520
Old  :   128,115:    67,448     49,931     20,126     49,142     18,371      4,236          0      4,151          0          0          0:   13,783     6,520
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :      -521:      -254     -1,420          0          0          0     -1,348          0        959          0          0          0:      122       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.6       39.0       15.7       38.4       14.3        3.3        0.0        3.2        0.0        0.0        0.0:     10.8       5.1
Old  :     100.0:      52.6       39.0       15.7       38.4       14.3        3.3        0.0        3.2        0.0        0.0        0.0:     10.8       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  :        33:        15         13          5          7          6          .          0          .          0          0          0:
Old  :        33:        15         13          5          7          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  :                 33.1       40.2       56.4       62.1       30.0       34.9       41.5       51.1
Old  :                 33.1       40.2       56.4       62.1       30.0       34.9       41.5       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 2,647,519:   695,583    410,897     97,583    976,939    424,423    472,465     23,246    483,095    207,201     63,725    237,708:   29,461    27,486
Old  : 2,647,519:   695,583    410,897     97,583    976,939    424,423    472,465     23,246    483,095    207,201     63,725    237,708:   29,461    27,486
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :    34,971:    14,872     -3,103     -2,568      3,429     20,268     -3,538        154      4,385    -11,447     -2,017     13,087:      -88    -1,232
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.3       15.5        3.7       36.9       16.0       17.8        0.9       18.2        7.8        2.4        9.0:      1.1       1.0
Old  :     100.0:      26.3       15.5        3.7       36.9       16.0       17.8        0.9       18.2        7.8        2.4        9.0:      1.1       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  :       173:        73         62         12         18         27         28         10         30         16         13         21:
Old  :       173:        73         62         12         18         27         28         10         30         16         13         21:
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  :                 25.8       29.4       35.8       46.8       14.5       23.7       22.0       33.6
Old  :                 25.8       29.4       35.8       46.8       14.5       23.7       22.0       33.6
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 - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   973,126:   160,420    152,234    234,217    317,653    247,886    103,135     34,385     77,592     49,110     42,199     96,344:    4,422     4,833
Old  :   973,126:   160,420    152,234    234,217    317,653    247,886    103,135     34,385     77,592     49,110     42,199     96,344:    4,422     4,833
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :    12,002:     9,979     -1,293      3,789      4,370     -3,311     16,242       -625     -2,431    -15,050     12,081      2,739:       45       472
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.5       15.6       24.1       32.6       25.5       10.6        3.5        8.0        5.0        4.3        9.9:      0.5       0.5
Old  :     100.0:      16.5       15.6       24.1       32.6       25.5       10.6        3.5        8.0        5.0        4.3        9.9:      0.5       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  :        98:        22         15         11         12         18         17          8         16         11         17         22:
Old  :        98:        22         15         11         12         18         17          8         16         11         17         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  :                 28.8       38.1       48.1       58.1       18.9       28.7       29.2       40.2
Old  :                 28.8       38.1       48.1       58.1       18.9       28.7       29.2       40.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    23,726:    22,447     13,790        330      9,037        366         81         70         68        130          0          0:      304       395
Old  :    23,726:    22,447     13,790        330      9,037        366         81         70         68        130          0          0:      304       395
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :    -1,816:    -1,803     -1,042        -10       -764        -35        -48          0         45        -40          0          0:       75       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.6       58.1        1.4       38.1        1.5        0.3        0.3        0.3        0.5        0.0        0.0:      1.3       1.7
Old  :     100.0:      94.6       58.1        1.4       38.1        1.5        0.3        0.3        0.3        0.5        0.0        0.0:      1.3       1.7
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  :        43:        28         28          .          6          6          .          .          .          .          0          0:
Old  :        43:        28         28          .          6          6          .          .          .          .          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  :                 51.0       42.5       70.0       67.8       42.9       34.2       52.3       53.1
Old  :                 51.0       42.5       70.0       67.8       42.9       34.2       52.3       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    16,055:    14,060      7,415        215      7,548        485        758          0         10        265         55         60:      202       482
Old  :    16,055:    14,060      7,415        215      7,548        485        758          0         10        265         55         60:      202       482
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :        19:       183         -1        -25          0          0       -139          0          0          0         20          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.6       46.2        1.3       47.0        3.0        4.7        0.0        0.1        1.7        0.3        0.4:      1.3       3.0
Old  :     100.0:      87.6       46.2        1.3       47.0        3.0        4.7        0.0        0.1        1.7        0.3        0.4:      1.3       3.0
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  :        29:        17         18          .          4          .          .          0          .          .          .          .:
Old  :        29:        17         18          .          4          .          .          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  :                 55.1       61.4       73.4       82.9       41.4       53.5       52.5       64.3
Old  :                 55.1       61.4       73.4       82.9       41.4       53.5       52.5       64.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     7,804:     5,415      4,840      1,475      1,975        392          0          0         75          0          0          0:      447       522
Old  :     7,804:     5,415      4,840      1,475      1,975        392          0          0         75          0          0          0:      447       522
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :      -164:      -261        130         46       -305         11          0          0          0          0          0          0:       40         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       62.0       18.9       25.3        5.0        0.0        0.0        1.0        0.0        0.0        0.0:      5.7       6.7
Old  :     100.0:      69.4       62.0       18.9       25.3        5.0        0.0        0.0        1.0        0.0        0.0        0.0:      5.7       6.7
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  :        25:        12         13          4          4          4          0          0          .          0          0          0:
Old  :        25:        12         13          4          4          4          0          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.0       50.4       84.5       72.9       67.8       44.8       76.5       67.1
Old  :                 69.0       50.4       84.5       72.9       67.8       44.8       76.5       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    11,648:     9,874      5,356        493      5,206        785          0          0          0         40          0          5:      451       296
Old  :    11,648:     9,874      5,356        493      5,206        785          0          0          0         40          0          5:      451       296
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 3, 2011                                                                      :
     :       214:       194        214          0        -20          0          0          0          0         40          0          5:      -25        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       46.0        4.2       44.7        6.7        0.0        0.0        0.0        0.3        0.0        0.0:      3.9       2.5
Old  :     100.0:      84.8       46.0        4.2       44.7        6.7        0.0        0.0        0.0        0.3        0.0        0.0:      3.9       2.5
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  :        30:        16         13          .          6          .          0          0          0          .          0          .:
Old  :        30:        16         13          .          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  :                 59.9       58.0       76.7       78.3       57.9       55.4       73.3       72.6
Old  :                 59.9       58.0       76.7       78.3       57.9       55.4       73.3       72.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
 

Updated May 13, 2010