Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,637,200                :
: Positions                                                                                                    :
:1,654,106   897,695   179,668 1,257,788   646,748   294,528    48,422 1,403,236   108,293    40,794   322,756 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   20,278     5,434    26,634    -4,959    33,483   -33,399     6,965    27,996     3,204     2,713    17,702 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.7      19.4       3.9      27.1      13.9       6.4       1.0      30.3       2.3       0.9       7.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   220                     :
:       96        95        13        28        37        30         5        34        20        17        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   359,603                :
: Positions                                                                                                    :
:  211,127   233,643    44,438    29,309    56,242     8,529    12,164    23,400         0       903       918 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:  -11,343    -1,549     6,256     2,676    -5,665     4,686    -5,523    -2,114    -1,258       903      -719 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      65.0      12.4       8.2      15.6       2.4       3.4       6.5       0.0       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       29        25         7         7        11         7         4         8         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   175,251                :
: Positions                                                                                                    :
:  142,708    95,627     5,314    58,592    13,394     3,741         0     3,872       249         0       152 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -9,128    -8,588    -1,992     2,036      -899       954    -2,882    -2,685       249         0       152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.4      54.6       3.0      33.4       7.6       2.1       0.0       2.2       0.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        21         .        10        12         4         0         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   307,077                :
: Positions                                                                                                    :
:  203,308    87,678    34,847   154,476    42,555     9,535     4,917    11,405         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -8,062   -10,264      -808    -7,241     2,609   -11,121    -2,794     3,613         0      -646      -215 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      28.6      11.3      50.3      13.9       3.1       1.6       3.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       22        17         5         9        13         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   720,822                :
: Positions                                                                                                    :
:  485,524   257,462    87,306   268,664    97,551       497    45,892    43,387         0     1,632     1,158 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -8,774      -240     4,780     8,952    -5,643      -373   -12,798    -1,331         0       668      -274 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      35.7      12.1      37.3      13.5       0.1       6.4       6.0       0.0       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       36        28         6        15        20         .         6         7         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   190,918                :
: Positions                                                                                                    :
:  133,644   110,801    31,011    62,137     5,094     9,918         0     2,917         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -2,751    -9,918     6,977    10,095      -232    -3,690         0       119         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      58.0      16.2      32.5       2.7       5.2       0.0       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        18         4         4         .         4         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   318,297                :
: Positions                                                                                                    :
:  218,455   150,031    37,804    68,475    19,931    13,719    49,682    18,743         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:  -18,194   -17,187     1,371    -1,707    -3,393    -4,055    -2,366     2,034         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      47.1      11.9      21.5       6.3       4.3      15.6       5.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       24        22         6        12        10         4         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   183,889                :
: Positions                                                                                                    :
:  135,320    66,748     1,743    70,900    21,644     7,877     8,347    10,567         0       301       611 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:  -18,356     8,639    -1,767     4,866    -1,012     5,243   -28,430     3,125         0      -544       307 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      36.3       0.9      38.6      11.8       4.3       4.5       5.7       0.0       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       18        16         .        14         8         .         .         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is   969,483                :
: Positions                                                                                                    :
:   62,753   125,969   224,385    45,498   105,190   145,512   212,916   238,568    13,594   113,068    88,401 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:    2,640     8,026    -3,012      -380      -883     6,223    -1,261    21,886    -7,247      -505     6,833 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.5      13.0      23.1       4.7      10.9      15.0      22.0      24.6       1.4      11.7       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   306                     :
:       46        43        20        14        29        61        61        84        42        44        67 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    49,173                :
: Positions                                                                                                    :
:   22,827    25,048    10,566    16,006     4,781         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -7,686    -2,498      -300      -994         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.4      50.9      21.5      32.6       9.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         9         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,682,910                :
: Positions                                                                                                    :
:  189,619   179,562    72,514    71,651   802,788    25,855    79,647   182,375    47,281     7,609   352,962 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:    2,588     4,276     7,018     6,793    13,960       627     2,941     9,064     4,722     2,011     8,104 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.3      10.7       4.3       4.3      47.7       1.5       4.7      10.8       2.8       0.5      21.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   143                     :
:       36        35        10        16        24        20        23        34        22        14        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    29,269                :
: Positions                                                                                                    :
:    2,116     3,573     1,551     1,564     5,663     6,727     6,928    10,405     1,731       233       722 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:       -7      -162       -46       187       526       258       135       505       191       233        98 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.2      12.2       5.3       5.3      19.3      23.0      23.7      35.6       5.9       0.8       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:        8         9         .         .         5         7         9        12         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    91,440                :
: Positions                                                                                                    :
:   48,782    41,875    24,962    26,076     8,356       606     8,610     2,222         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -2,219    -3,316    -1,500    -1,387       290       128       380       -56         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      45.8      27.3      28.5       9.1       0.7       9.4       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        9        11         6         4         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    76,054                :
: Positions                                                                                                    :
:   42,184    31,624    13,450    26,939     8,526       938         0     1,306         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -1,653    -1,918    -1,098    -1,189      -130        72         0      -248         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      41.6      17.7      35.4      11.2       1.2       0.0       1.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7         8         5         4         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   138,984                :
: Positions                                                                                                    :
:   71,246    57,673    22,195    51,709    19,151    10,224         0     2,677         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -2,971    -2,128    -1,698    -2,966      -508    -1,067         0      -241         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.3      41.5      16.0      37.2      13.8       7.4       0.0       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       15        13         5         7         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,599,652                :
: Positions                                                                                                    :
:  713,965   383,685   104,048   932,253   404,858   430,976    39,414   504,060   183,626    78,373   231,453 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:  -28,523   -12,640   -20,279    33,656    -4,875    96,625   -19,645   -47,148   -15,575    23,047    -8,951 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.5      14.8       4.0      35.9      15.6      16.6       1.5      19.4       7.1       3.0       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   170                     :
:       72        57        10        20        27        25        11        30        19         9        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   991,711                :
: Positions                                                                                                    :
:  156,786   152,828   180,588   280,687   302,915    92,182    44,051    76,400    79,857    31,521    99,334 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:    6,703       667    11,670    16,348     2,409     3,450     1,043       257    -2,957     1,021     8,583 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.8      15.4      18.2      28.3      30.5       9.3       4.4       7.7       8.1       3.2      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    94                     :
:       22        16        11        11        17        13        10        17        15        12        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    22,507                :
: Positions                                                                                                    :
:   21,184    12,881       180     8,409       628        74        70        24       210         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:     -464      -171       -30      -345      -137       -35       -70         5       -95         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.1      57.2       0.8      37.4       2.8       0.3       0.3       0.1       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       27        25         .         7         6         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    15,762                :
: Positions                                                                                                    :
:   13,772     7,029       125     7,794       420       637         0        70       465         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:   -1,281    -1,119       125       -56         3       171         0       -30      -185         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.4      44.6       0.8      49.4       2.7       4.0       0.0       0.4       3.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        13         .         5         .         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     7,673                :
: Positions                                                                                                    :
:    5,681     3,971       875     2,449       469         0        60        90         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:       73      -224       163       325      -344       -25        60       -30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      51.8      11.4      31.9       6.1       0.0       0.8       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        10         .         5         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of April 5, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    10,876                :
: Positions                                                                                                    :
:    9,141     6,174       610     3,824       525         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 29, 2011                                                                             :
:     -518      -574        15       130      -108         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      56.8       5.6      35.2       4.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        12         .         4         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated April 8, 2011