```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 3,868,776: 1,370,840  1,028,872     65,009    893,015    675,111    535,339     41,717    886,652      7,895     26,793    299,283:   28,647    17,333
Old  : 3,868,776: 1,370,840  1,028,872     65,009    893,015    675,111    535,339     41,717    886,652      7,895     26,793    299,283:   28,647    17,333
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :  -125,701:  -120,518    -22,897     13,977    -70,122    -12,130    -24,442     -8,721     28,109     -4,129    -34,152     -6,429:     -139       641
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.4       26.6        1.7       23.1       17.5       13.8        1.1       22.9        0.2        0.7        7.7:      0.7       0.4
Old  :     100.0:      35.4       26.6        1.7       23.1       17.5       13.8        1.1       22.9        0.2        0.7        7.7:      0.7       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       207:        91         83         11         23         32         21         17         35         17         19         35:
Old  :       207:        91         83         11         23         32         21         17         35         17         19         35:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.6       23.4       43.3       38.2       13.3       12.6       19.1       18.9
Old  :                 29.6       23.4       43.3       38.2       13.3       12.6       19.1       18.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   815,340:    94,554    108,781    169,655      7,438     74,314     84,443    234,063    222,910     24,699     52,936     72,174:   72,591    42,724
Old  :   815,340:    94,554    108,781    169,655      7,438     74,314     84,443    234,063    222,910     24,699     52,936     72,174:   72,591    42,724
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :   -15,866:     5,942      3,398     -8,615        -48     -1,309      5,868     -8,381        571     -5,554        579     -8,822:   -3,947    -1,854
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.6       13.3       20.8        0.9        9.1       10.4       28.7       27.3        3.0        6.5        8.9:      8.9       5.2
Old  :     100.0:      11.6       13.3       20.8        0.9        9.1       10.4       28.7       27.3        3.0        6.5        8.9:      8.9       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       275:        50         42         21         10         25         51         61         63         29         31         50:
Old  :       275:        50         42         21         10         25         51         61         63         29         31         50:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       30.4       31.1       43.2       12.3       20.0       17.7       26.5
Old  :                 19.2       30.4       31.1       43.2       12.3       20.0       17.7       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-02365A
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    67,040:    40,089     29,503      3,654     19,364      7,234      2,701          0      1,768          0          0          0:   11,594     9,171
Old  :    67,040:    40,089     29,503      3,654     19,364      7,234      2,701          0      1,768          0          0          0:   11,594     9,171
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :       333:       605        287          0         14        -14        186          0       -140          0          0          0:     -304       186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.8       44.0        5.5       28.9       10.8        4.0        0.0        2.6        0.0        0.0        0.0:     17.3      13.7
Old  :     100.0:      59.8       44.0        5.5       28.9       10.8        4.0        0.0        2.6        0.0        0.0        0.0:     17.3      13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        17         17          .          4          5          .          0          .          0          0          0:
Old  :        27:        17         17          .          4          5          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.6       45.1       58.1       65.8       35.7       36.3       44.4       45.5
Old  :                 43.6       45.1       58.1       65.8       35.7       36.3       44.4       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-02365B
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    42,523:    21,936     14,068      2,025     12,713      5,914      5,103          0      2,040          0          0          0:    5,505     7,788
Old  :    42,523:    21,936     14,068      2,025     12,713      5,914      5,103          0      2,040          0          0          0:    5,505     7,788
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.6       33.1        4.8       29.9       13.9       12.0        0.0        4.8        0.0        0.0        0.0:     12.9      18.3
Old  :     100.0:      51.6       33.1        4.8       29.9       13.9       12.0        0.0        4.8        0.0        0.0        0.0:     12.9      18.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         7          8          .          5          4          .          0          .          0          0          0:
Old  :        20:         7          8          .          5          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.4       36.1       76.2       55.7       46.6       35.5       58.5       48.8
Old  :                 57.4       36.1       76.2       55.7       46.6       35.5       58.5       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365C
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    70,052:    37,662     39,600     13,162     11,269      5,884          0          0          0          0          0          0:   13,344    13,299
Old  :    70,052:    37,662     39,600     13,162     11,269      5,884          0          0          0          0          0          0:   13,344    13,299
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :       412:       481        236          0          0          0          0          0          0          0          0          0:      -69       176
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.8       56.5       18.8       16.1        8.4        0.0        0.0        0.0        0.0        0.0        0.0:     19.0      19.0
Old  :     100.0:      53.8       56.5       18.8       16.1        8.4        0.0        0.0        0.0        0.0        0.0        0.0:     19.0      19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12         14          .          4          4          0          0          0          0          0          0:
Old  :        23:        12         14          .          4          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       41.9       59.4       58.8       28.8       37.7       44.5       50.1
Old  :                 37.5       41.9       59.4       58.8       28.8       37.7       44.5       50.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365D
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    80,825:    47,792     37,552     13,366     32,107      6,652          0          0          0          0          0          0:   13,015     4,514
Old  :    80,825:    47,792     37,552     13,366     32,107      6,652          0          0          0          0          0          0:   13,015     4,514
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :       407:       399          0          8          0          0          0          0          0          0          0          0:        0       407
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.1       46.5       16.5       39.7        8.2        0.0        0.0        0.0        0.0        0.0        0.0:     16.1       5.6
Old  :     100.0:      59.1       46.5       16.5       39.7        8.2        0.0        0.0        0.0        0.0        0.0        0.0:     16.1       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         13          .          5          4          0          0          0          0          0          0:
Old  :        22:        13         13          .          5          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       53.8       65.2       73.0       41.6       49.1       54.7       64.6
Old  :                 45.0       53.8       65.2       73.0       41.6       49.1       54.7       64.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-02365G
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    93,997:    52,211     56,808     16,433     20,229      4,955      6,031      1,993      3,409          0          0          0:   10,958     6,603
Old  :    93,997:    52,211     56,808     16,433     20,229      4,955      6,031      1,993      3,409          0          0          0:   10,958     6,603
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :       795:       956      1,021          0       -856        856        158        859     -1,199          0          0          0:       24       114
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       60.4       17.5       21.5        5.3        6.4        2.1        3.6        0.0        0.0        0.0:     11.7       7.0
Old  :     100.0:      55.5       60.4       17.5       21.5        5.3        6.4        2.1        3.6        0.0        0.0        0.0:     11.7       7.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        14         16          .          7          5          .          .          4          0          0          0:
Old  :        32:        14         16          .          7          5          .          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       44.8       65.7       60.5       40.5       42.7       57.1       57.6
Old  :                 45.6       44.8       65.7       60.5       40.5       42.7       57.1       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02365K
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    90,337:    69,869     34,662      5,501     30,673      1,093      1,712      9,274      4,155          0          0          0:    8,007    10,480
Old  :    90,337:    69,869     34,662      5,501     30,673      1,093      1,712      9,274      4,155          0          0          0:    8,007    10,480
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :       457:        64        244          0       -360        240        -55        487       -154          0          0          0:      362         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.3       38.4        6.1       34.0        1.2        1.9       10.3        4.6        0.0        0.0        0.0:      8.9      11.6
Old  :     100.0:      77.3       38.4        6.1       34.0        1.2        1.9       10.3        4.6        0.0        0.0        0.0:      8.9      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        10         12          .          6          .          .          .          .          0          0          0:
Old  :        25:        10         12          .          6          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       38.6       79.2       58.9       59.6       36.5       71.1       56.7
Old  :                 62.5       38.6       79.2       58.9       59.6       36.5       71.1       56.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-02365O
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    86,625:    45,754     19,618      9,785     43,102      6,883      2,507      2,158      5,110          0          0          0:   16,586     9,754
Old  :    86,625:    45,754     19,618      9,785     43,102      6,883      2,507      2,158      5,110          0          0          0:   16,586     9,754
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :     2,558:     4,495       -505     -1,967        -55      1,441     -2,688          0      1,309          0          0          0:      -32       368
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.8       22.6       11.3       49.8        7.9        2.9        2.5        5.9        0.0        0.0        0.0:     19.1      11.3
Old  :     100.0:      52.8       22.6       11.3       49.8        7.9        2.9        2.5        5.9        0.0        0.0        0.0:     19.1      11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        13         11          .          6          4          .          .          .          0          0          0:
Old  :        26:        13         11          .          6          4          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.7       45.7       62.1       63.3       32.6       45.4       51.5       59.8
Old  :                 39.7       45.7       62.1       63.3       32.6       45.4       51.5       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035652
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    87,946:    57,458     60,912     27,262     22,570        244          0          0          0          0          0          0:    2,982     4,220
Old  :    87,946:    57,458     60,912     27,262     22,570        244          0          0          0          0          0          0:    2,982     4,220
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :     2,090:     1,868        780          0      1,178          0          0          0          0          0          0          0:      222       132
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.3       69.3       31.0       25.7        0.3        0.0        0.0        0.0        0.0        0.0        0.0:      3.4       4.8
Old  :     100.0:      65.3       69.3       31.0       25.7        0.3        0.0        0.0        0.0        0.0        0.0        0.0:      3.4       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13         12          .          5          .          0          0          0          0          0          0:
Old  :        24:        13         12          .          5          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.0       49.2       82.6       73.2       55.9       45.1       69.1       62.8
Old  :                 67.0       49.2       82.6       73.2       55.9       45.1       69.1       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   180,087:    99,833    115,287     43,043     33,019     18,313      5,068      2,796      5,393          0          0          0:    8,437     5,279
Old  :   180,087:    99,833    115,287     43,043     33,019     18,313      5,068      2,796      5,393          0          0          0:    8,437     5,279
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :       881:      -713        739        844        428        278      1,041       -117       -539          0          0          0:      -30        92
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.4       64.0       23.9       18.3       10.2        2.8        1.6        3.0        0.0        0.0        0.0:      4.7       2.9
Old  :     100.0:      55.4       64.0       23.9       18.3       10.2        2.8        1.6        3.0        0.0        0.0        0.0:      4.7       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        27         27          8          4         10          4          .          4          0          0          0:
Old  :        47:        27         27          8          4         10          4          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       45.8       51.4       61.5       25.7       42.8       37.7       50.9
Old  :                 31.9       45.8       51.4       61.5       25.7       42.8       37.7       50.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   136,757:    65,283     76,698     41,335     36,899     11,842      2,416      2,422      1,559          0          0          0:   14,322     7,337
Old  :   136,757:    65,283     76,698     41,335     36,899     11,842      2,416      2,422      1,559          0          0          0:   14,322     7,337
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :       778:       552        368     -1,200         12        468          0       -198         93          0          0          0:      865        35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      47.7       56.1       30.2       27.0        8.7        1.8        1.8        1.1        0.0        0.0        0.0:     10.5       5.4
Old  :     100.0:      47.7       56.1       30.2       27.0        8.7        1.8        1.8        1.1        0.0        0.0        0.0:     10.5       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        12         10          7          5          8          .          .          .          0          0          0:
Old  :        30:        12         10          7          5          8          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       50.2       66.3       75.5       44.3       49.7       56.8       71.5
Old  :                 51.4       50.2       66.3       75.5       44.3       49.7       56.8       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   230,755:   129,535     94,971     32,154     84,639     32,343      6,412        953     10,822          0          0          0:   19,489     7,027
Old  :   230,755:   129,535     94,971     32,154     84,639     32,343      6,412        953     10,822          0          0          0:   19,489     7,027
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :     1,215:     2,438        877        682      1,168       -312     -1,831       -730        190          0          0          0:       48        22
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.1       41.2       13.9       36.7       14.0        2.8        0.4        4.7        0.0        0.0        0.0:      8.4       3.0
Old  :     100.0:      56.1       41.2       13.9       36.7       14.0        2.8        0.4        4.7        0.0        0.0        0.0:      8.4       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        20         19          5         10         10          .          .          .          0          0          0:
Old  :        40:        20         19          5         10         10          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       30.1       53.6       54.0       28.0       25.4       41.6       44.3
Old  :                 35.0       30.1       53.6       54.0       28.0       25.4       41.6       44.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,876,445:   802,600    508,099     77,533    970,784    371,218    577,713     52,452    662,965    135,730     73,047    218,802:   29,884    19,078
Old  : 2,876,445:   802,600    508,099     77,533    970,784    371,218    577,713     52,452    662,965    135,730     73,047    218,802:   29,884    19,078
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :  -107,047:   -44,564    -24,145    -14,015    -30,721     -3,880     11,221      1,999    -44,750      3,270      9,678    -15,906:    1,577       678
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.9       17.7        2.7       33.7       12.9       20.1        1.8       23.0        4.7        2.5        7.6:      1.0       0.7
Old  :     100.0:      27.9       17.7        2.7       33.7       12.9       20.1        1.8       23.0        4.7        2.5        7.6:      1.0       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       176:        78         71          8         21         26         22         12         36         13          9         22:
Old  :       176:        78         71          8         21         26         22         12         36         13          9         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       34.0       44.9       46.4       18.8       22.2       26.1       30.3
Old  :                 33.0       34.0       44.9       46.4       18.8       22.2       26.1       30.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   955,604:   189,152    289,319    400,024    152,998    131,505     54,633    115,390     68,939     37,045    124,693     70,107:    4,199     2,653
Old  :   955,604:   189,152    289,319    400,024    152,998    131,505     54,633    115,390     68,939     37,045    124,693     70,107:    4,199     2,653
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :   -79,310:   -16,310      7,016         75     13,853    -20,252     -4,032    -15,779    -12,614      4,548    -20,812    -29,860:     -865      -862
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.8       30.3       41.9       16.0       13.8        5.7       12.1        7.2        3.9       13.0        7.3:      0.4       0.3
Old  :     100.0:      19.8       30.3       41.9       16.0       13.8        5.7       12.1        7.2        3.9       13.0        7.3:      0.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        84:        20         21         14          7         19          8         13         16          7         13         18:
Old  :        84:        20         21         14          7         19          8         13         16          7         13         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.6       38.4       57.1       59.2       37.8       34.3       49.4       46.2
Old  :                 41.6       38.4       57.1       59.2       37.8       34.3       49.4       46.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    22,437:    19,267     14,744         63      5,014      2,343        171          0        176          0         45         75:      342        40
Old  :    22,437:    19,267     14,744         63      5,014      2,343        171          0        176          0         45         75:      342        40
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :     1,104:       980        950          0        100         58         21          0        126          0          0          0:      -81      -130
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.9       65.7        0.3       22.3       10.4        0.8        0.0        0.8        0.0        0.2        0.3:      1.5       0.2
Old  :     100.0:      85.9       65.7        0.3       22.3       10.4        0.8        0.0        0.8        0.0        0.2        0.3:      1.5       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        29         29          .          6          8          .          0          .          0          .          .:
Old  :        45:        29         29          .          6          8          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       38.6       59.8       60.7       31.5       35.9       45.1       49.4
Old  :                 39.9       38.6       59.8       60.7       31.5       35.9       45.1       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-06665P
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    18,752:    17,073      9,111          0      8,470        651          0        295         25          0          0          0:    1,003       200
Old  :    18,752:    17,073      9,111          0      8,470        651          0        295         25          0          0          0:    1,003       200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :       896:     1,328        198          0      1,115       -417          0         15        -15          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.0       48.6        0.0       45.2        3.5        0.0        1.6        0.1        0.0        0.0        0.0:      5.3       1.1
Old  :     100.0:      91.0       48.6        0.0       45.2        3.5        0.0        1.6        0.1        0.0        0.0        0.0:      5.3       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         11          0          6          .          0          .          .          0          0          0:
Old  :        24:        12         11          0          6          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.0       65.6       86.3       86.1       47.5       57.9       62.9       66.6
Old  :                 60.0       65.6       86.3       86.1       47.5       57.9       62.9       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665Q
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,966:     8,556      6,662        236      2,117      1,944          0         57         41          0         25          0:      189       120
Old  :    10,966:     8,556      6,662        236      2,117      1,944          0         57         41          0         25          0:      189       120
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :       323:       290        446       -129       -275        152          0        -10         10          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.0       60.8        2.2       19.3       17.7        0.0        0.5        0.4        0.0        0.2        0.0:      1.7       1.1
Old  :     100.0:      78.0       60.8        2.2       19.3       17.7        0.0        0.5        0.4        0.0        0.2        0.0:      1.7       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         14          .          6          4          0          .          .          0          .          0:
Old  :        28:        15         14          .          6          4          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       49.2       82.4       72.4       56.6       32.0       60.5       47.7
Old  :                 62.5       49.2       82.4       72.4       56.6       32.0       60.5       47.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, March 30, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,163:     6,761      5,924        473      1,943        962          0          0          0        465          0          0:      502       334
Old  :     9,163:     6,761      5,924        473      1,943        962          0          0          0        465          0          0:      502       334
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 23, 2010                                                                   :
     :       270:       135        230        -30         -5         45          0          0          0        120          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.8       64.7        5.2       21.2       10.5        0.0        0.0        0.0        5.1        0.0        0.0:      5.5       3.6
Old  :     100.0:      73.8       64.7        5.2       21.2       10.5        0.0        0.0        0.0        5.1        0.0        0.0:      5.5       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        23         19          .          .          4          0          0          0          .          0          0:
Old  :        32:        23         19          .          .          4          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       49.3       56.3       72.6       31.5       40.6       44.9       55.2
Old  :                 36.0       49.3       56.3       72.6       31.5       40.6       44.9       55.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 2, 2010