Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 4,915,473                :
: Positions                                                                                                    :
:1,654,268   943,684   237,241 1,404,542   667,065   369,345    50,626 1,482,623   164,825    38,862   306,822 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
: -101,210   -58,421       234    53,318   -24,001    17,302    -1,099    37,684    72,280    -8,637   -38,214 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.7      19.2       4.8      28.6      13.6       7.5       1.0      30.2       3.4       0.8       6.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   229                     :
:       98        99        12        28        35        31         7        34        23        17        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   381,990                :
: Positions                                                                                                    :
:  232,465   247,628    40,027    29,076    53,035    11,416    15,943    31,354         0       772       831 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:   -1,986    -9,416    -1,441      -122    -3,335    -3,296     3,708     4,340       -21       772      -287 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.9      64.8      10.5       7.6      13.9       3.0       4.2       8.2       0.0       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       34        29         6         7        11         6         4         7         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   177,481                :
: Positions                                                                                                    :
:  150,810    92,771     1,743    60,335    11,248     3,518     6,508     4,255     1,139         0        30 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:   -8,839   -12,199      -825     1,107    -1,091       767     3,147      -557       889         0      -154 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      52.3       1.0      34.0       6.3       2.0       3.7       2.4       0.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       27        23         .        11        12         4         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   309,416                :
: Positions                                                                                                    :
:  206,036    89,525    34,686   152,763    41,231     5,098     3,480    15,937       153         0       334 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:     -904    -1,243       669    -4,174    -2,007    -4,308    -1,452     1,681        95         0        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      28.9      11.2      49.4      13.3       1.6       1.1       5.2       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       22        18         5         9        13         .         4         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   686,416                :
: Positions                                                                                                    :
:  470,032   262,711    82,846   261,927    98,927         0    26,719    28,336       810     4,121       580 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:  -36,951   -28,863    -5,400       847    -6,795    -1,110   -15,011   -21,069       269     1,074        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.5      38.3      12.1      38.2      14.4       0.0       3.9       4.1       0.1       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    70                     :
:       33        28         7        15        21         0         8         8         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   189,041                :
: Positions                                                                                                    :
:  134,100   108,916    31,807    62,046     4,106     9,786         0     2,085         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:   -8,060    -6,578    -1,426    -1,968      -740      -435    -4,563       530         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      57.6      16.8      32.8       2.2       5.2       0.0       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        19         4         4         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   316,272                :
: Positions                                                                                                    :
:  223,589   168,353    44,567    70,033    21,104    13,930    43,417     6,704         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:   -8,893    -8,083      -655    -4,603        24       833     3,429    -5,656         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      53.2      14.1      22.1       6.7       4.4      13.7       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       30        27         6        13        13         4         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   201,319                :
: Positions                                                                                                    :
:  159,340    77,815     2,482    77,355    21,650     5,869    10,213     7,465         0       416       755 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:     -691    -7,224    -1,618     1,198    -1,860      -851      -996    -3,159         0        69        24 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.1      38.7       1.2      38.4      10.8       2.9       5.1       3.7       0.0       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       23        24         .        14         8         .         .         6         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 1,062,576                :
: Positions                                                                                                    :
:   69,115   131,692   213,816    42,643   121,447   182,950   210,679   291,946     9,973   140,306    78,628 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:    3,209     9,983    -5,330     5,832     8,859    46,269     3,331    18,970      -515    28,330       592 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.5      12.4      20.1       4.0      11.4      17.2      19.8      27.5       0.9      13.2       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   337                     :
:       46        45        22        14        32        89        51        91        36        58        67 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    47,439                :
: Positions                                                                                                    :
:   21,521    23,991    10,256    15,459     4,781         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:   -3,208    -2,959      -310    -1,027         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.4      50.6      21.6      32.6      10.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 2011                
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    39,086                :
: Positions                                                                                                    :
:   21,223    27,102     9,204     2,483       943     2,980     1,392     1,778         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:     -817    -1,589      -681        33       -95      -652    -1,102         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      69.3      23.5       6.4       2.4       7.6       3.6       4.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        11         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 1,687,305                :
: Positions                                                                                                    :
:  190,940   179,388    75,160    89,384   795,484    41,527    81,112   187,629    52,270    12,028   336,364 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:    7,361     8,488    -1,318     5,396    13,443     8,248     5,945     7,300     5,297      -240     8,042 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.3      10.6       4.5       5.3      47.1       2.5       4.8      11.1       3.1       0.7      19.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   148                     :
:       36        36        16        12        27        17        26        39        24        13        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    38,808                :
: Positions                                                                                                    :
:    3,372     4,112     1,734     1,520     8,148     7,299     7,786    15,728     1,300        58       742 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:      977       569      -418       135     1,166     2,375     2,126       307      -114       -10        14 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.7      10.6       4.5       3.9      21.0      18.8      20.1      40.5       3.4       0.1       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:        9        10         .         5         5         6         8        12         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    88,140                :
: Positions                                                                                                    :
:   46,615    38,653    23,334    25,068     9,102       110     7,339     3,190         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:   -2,421    -3,842    -1,563    -1,008      -124      -620      -352       -62         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.9      43.9      26.5      28.4      10.3       0.1       8.3       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        9        11         7         4         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    72,590                :
: Positions                                                                                                    :
:   40,613    29,265    12,348    25,507     8,541       862         0     1,408         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:   -1,691    -2,319    -1,048    -1,498      -129         6         0        14         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      40.3      17.0      35.1      11.8       1.2       0.0       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8         8         5         4         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   131,159                :
: Positions                                                                                                    :
:   69,506    53,155    20,126    49,142    18,371     5,584         0     3,192         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:   -4,170    -3,552    -1,464    -2,567    -1,107      -812         0      -582         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.0      40.5      15.3      37.5      14.0       4.3       0.0       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       15        12         5         7         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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 2,612,548                :
: Positions                                                                                                    :
:  680,711   414,000   100,151   973,510   404,155   476,003    23,092   478,710   218,648    65,742   224,621 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:  -59,453    -4,742     3,996     5,700   -16,715    27,286    -2,858   -35,830    26,411    -5,188    -1,880 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.1      15.8       3.8      37.3      15.5      18.2       0.9      18.3       8.4       2.5       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   172                     :
:       71        60        12        19        27        29         9        31        17        11        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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   961,124                :
: Positions                                                                                                    :
:  150,441   153,527   230,428   313,283   251,197    86,893    35,010    80,023    64,160    30,118    93,605 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:   -4,570      -107    33,668   -20,377   -35,133   -32,187     2,062     1,074   -20,295    -4,125   -15,429 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.7      16.0      24.0      32.6      26.1       9.0       3.6       8.3       6.7       3.1       9.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       22        16        11        12        18        14         9        15        12        15        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    25,542                :
: Positions                                                                                                    :
:   24,250    14,832       340     9,801       401       129        70        23       170         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:      730       601       130       279       -40        30         0         0       -10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.9      58.1       1.3      38.4       1.6       0.5       0.3       0.1       0.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       29        27         .         7         6         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    16,036                :
: Positions                                                                                                    :
:   13,877     7,416       240     7,548       485       897         0        10       265        35        60 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:     -980      -293       110      -621      -195       225         0       -60      -235        30        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.5      46.2       1.5      47.1       3.0       5.6       0.0       0.1       1.7       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        18         .         4         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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     7,968                :
: Positions                                                                                                    :
:    5,676     4,710     1,429     2,280       381         0         0        75         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:     -404       -35       115      -177      -175         0       -45         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      59.1      17.9      28.6       4.8       0.0       0.0       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        13         4         4         4         0         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 3, 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    11,434                :
: Positions                                                                                                    :
:    9,680     5,142       493     5,226       785         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 26, 2011                                                                             :
:   -1,095    -1,096      -117      -198       -55         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      45.0       4.3      45.7       6.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        12         .         6         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated May 6, 2011