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NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  : 3,922,259: 1,400,381    925,429    103,660  1,068,265    630,112    559,899     46,014    844,366      5,484     43,198    345,266:   33,091    19,609
Old  : 3,922,259: 1,400,381    925,429    103,660  1,068,265    630,112    559,899     46,014    844,366      5,484     43,198    345,266:   33,091    19,609
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :   -33,775:     9,842    -31,485     -6,481    -11,322      8,013      1,293     14,380     17,213    -17,528     17,366    -33,118:  -13,009   -14,822
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.7       23.6        2.6       27.2       16.1       14.3        1.2       21.5        0.1        1.1        8.8:      0.8       0.5
Old  :     100.0:      35.7       23.6        2.6       27.2       16.1       14.3        1.2       21.5        0.1        1.1        8.8:      0.8       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       206:        93         88         12         22         32         23         14         37         15         21         31:
Old  :       206:        93         88         12         22         32         23         14         37         15         21         31:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       24.2       40.6       38.8       14.0       13.3       18.9       21.0
Old  :                 28.0       24.2       40.6       38.8       14.0       13.3       18.9       21.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(10,000 MMBTU'S)                                                                                                        :
     :          :    Positions                                                                                                           :
All  :   943,720:    78,113    103,666    149,347     80,083    120,189    131,618    182,646    270,732     11,979     39,841    101,915:   79,827    44,649
Old  :   943,720:    78,113    103,666    149,347     80,083    120,189    131,618    182,646    270,732     11,979     39,841    101,915:   79,827    44,649
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :    -1,108:     1,512     -3,953      4,647        587     -3,140     -5,116     20,643      1,992      5,947     -9,686     -6,238:     -712    -1,312
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.3       11.0       15.8        8.5       12.7       13.9       19.4       28.7        1.3        4.2       10.8:      8.5       4.7
Old  :     100.0:       8.3       11.0       15.8        8.5       12.7       13.9       19.4       28.7        1.3        4.2       10.8:      8.5       4.7
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  :       264:        50         44         19         14         27         54         50         65         25         35         56:
Old  :       264:        50         44         19         14         27         54         50         65         25         35         56:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.4       37.6       41.2       49.1       15.9       18.1       20.1       24.2
Old  :                 28.4       37.6       41.2       49.1       15.9       18.1       20.1       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-02365A
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    68,169:    47,973     29,820      3,821     20,033      8,009      1,434        832      2,021          0          0          0:    4,911     7,454
Old  :    68,169:    47,973     29,820      3,821     20,033      8,009      1,434        832      2,021          0          0          0:    4,911     7,454
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :       331:       342       -121          0        152          0         -8        186       -186          0          0          0:      183       300
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.4       43.7        5.6       29.4       11.7        2.1        1.2        3.0        0.0        0.0        0.0:      7.2      10.9
Old  :     100.0:      70.4       43.7        5.6       29.4       11.7        2.1        1.2        3.0        0.0        0.0        0.0:      7.2      10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        17         16          .          5          6          .          .          .          0          0          0:
Old  :        28:        17         16          .          5          6          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       44.6       66.2       64.7       42.2       36.3       52.4       45.9
Old  :                 47.4       44.6       66.2       64.7       42.2       36.3       52.4       45.9
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 - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    41,415:    22,060      9,630      2,335     13,813      6,276      4,094          0      3,064          0          0          0:    3,586     8,632
Old  :    41,415:    22,060      9,630      2,335     13,813      6,276      4,094          0      3,064          0          0          0:    3,586     8,632
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.3       23.3        5.6       33.4       15.2        9.9        0.0        7.4        0.0        0.0        0.0:      8.7      20.8
Old  :     100.0:      53.3       23.3        5.6       33.4       15.2        9.9        0.0        7.4        0.0        0.0        0.0:      8.7      20.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         8          7          .          5          4          .          0          .          0          0          0:
Old  :        20:         8          7          .          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  :                 54.3       39.8       73.3       60.5       39.6       34.8       53.8       44.1
Old  :                 54.3       39.8       73.3       60.5       39.6       34.8       53.8       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365C
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    73,235:    41,837     44,171     15,625     11,176      6,010        434          0          0          0          0          0:    9,329    11,878
Old  :    73,235:    41,837     44,171     15,625     11,176      6,010        434          0          0          0          0          0:    9,329    11,878
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :     2,440:     2,008      2,714        720       -274          0          0          0          0          0          0          0:     -288         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.1       60.3       21.3       15.3        8.2        0.6        0.0        0.0        0.0        0.0        0.0:     12.7      16.2
Old  :     100.0:      57.1       60.3       21.3       15.3        8.2        0.6        0.0        0.0        0.0        0.0        0.0:     12.7      16.2
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  :        29:        15         17          5          4          6          .          0          0          0          0          0:
Old  :        29:        15         17          5          4          6          .          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  :                 37.0       41.5       56.7       57.1       29.3       36.3       43.5       48.1
Old  :                 37.0       41.5       56.7       57.1       29.3       36.3       43.5       48.1
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 - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    81,740:    47,921     38,987     13,492     32,262      6,869          0          0          0          0          0          0:   13,458     3,622
Old  :    81,740:    47,921     38,987     13,492     32,262      6,869          0          0          0          0          0          0:   13,458     3,622
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :       734:     1,036        734          0          0          0          0          0          0          0          0          0:     -302         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.6       47.7       16.5       39.5        8.4        0.0        0.0        0.0        0.0        0.0        0.0:     16.5       4.4
Old  :     100.0:      58.6       47.7       16.5       39.5        8.4        0.0        0.0        0.0        0.0        0.0        0.0:     16.5       4.4
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  :        23:        14         15          .          5          6          0          0          0          0          0          0:
Old  :        23:        14         15          .          5          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.8       52.7       64.1       72.8       40.3       47.9       53.3       63.7
Old  :                 43.8       52.7       64.1       72.8       40.3       47.9       53.3       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    96,564:    57,567     64,353     16,729     22,864      3,736      8,025          0      2,597          0          0          0:    7,910     3,014
Old  :    96,564:    57,567     64,353     16,729     22,864      3,736      8,025          0      2,597          0          0          0:    7,910     3,014
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :       920:      -373        425          0          0          0      1,626          0        -57          0          0          0:     -276       552
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.6       66.6       17.3       23.7        3.9        8.3        0.0        2.7        0.0        0.0        0.0:      8.2       3.1
Old  :     100.0:      59.6       66.6       17.3       23.7        3.9        8.3        0.0        2.7        0.0        0.0        0.0:      8.2       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        20         22          .          7          4          4          0          .          0          0          0:
Old  :        39:        20         22          .          7          4          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  :                 44.2       46.3       64.6       62.5       40.5       44.5       57.0       60.4
Old  :                 44.2       46.3       64.6       62.5       40.5       44.5       57.0       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02365K
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    95,454:    79,181     36,999      6,572     32,029        845          0     11,758      3,009          0          0          0:    5,847    10,814
Old  :    95,454:    79,181     36,999      6,572     32,029        845          0     11,758      3,009          0          0          0:    5,847    10,814
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :      -593:    -1,923     -2,878          0          0          0          0       -159        260          0          0          0:    1,070     2,184
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.0       38.8        6.9       33.6        0.9        0.0       12.3        3.2        0.0        0.0        0.0:      6.1      11.3
Old  :     100.0:      83.0       38.8        6.9       33.6        0.9        0.0       12.3        3.2        0.0        0.0        0.0:      6.1      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  :        29:        13         14          .          6          .          0          .          .          0          0          0:
Old  :        29:        13         14          .          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  :                 65.3       37.1       83.3       57.1       61.0       35.7       74.3       55.6
Old  :                 65.3       37.1       83.3       57.1       61.0       35.7       74.3       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    88,005:    45,477     23,334     12,787     45,537      6,242      6,488      1,903      4,258          0          0          0:   12,753     6,731
Old  :    88,005:    45,477     23,334     12,787     45,537      6,242      6,488      1,903      4,258          0          0          0:   12,753     6,731
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :       727:       338         49        -31         68         31       -294          0        534          0          0          0:      149        45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.7       26.5       14.5       51.7        7.1        7.4        2.2        4.8        0.0        0.0        0.0:     14.5       7.6
Old  :     100.0:      51.7       26.5       14.5       51.7        7.1        7.4        2.2        4.8        0.0        0.0        0.0:     14.5       7.6
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  :        31:        16         14          4          6          4          .          .          .          0          0          0:
Old  :        31:        16         14          4          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  :                 36.6       47.1       58.1       65.2       32.5       46.1       50.4       60.3
Old  :                 36.6       47.1       58.1       65.2       32.5       46.1       50.4       60.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(10,000 MMBTU'S)                                                                                                        :
     :          :    Positions                                                                                                           :
All  : 1,524,892:   280,444    262,282    107,277     96,032    570,107     40,479     78,876    202,222     31,441     20,979    286,548:    6,374     7,845
Old  : 1,524,892:   280,444    262,282    107,277     96,032    570,107     40,479     78,876    202,222     31,441     20,979    286,548:    6,374     7,845
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :   -62,057:   -17,798    -16,534     -5,460      9,442    -20,905     11,068     -2,758     -7,278     -3,537     -6,041    -19,556:    1,409     1,572
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.4       17.2        7.0        6.3       37.4        2.7        5.2       13.3        2.1        1.4       18.8:      0.4       0.5
Old  :     100.0:      18.4       17.2        7.0        6.3       37.4        2.7        5.2       13.3        2.1        1.4       18.8:      0.4       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       126:        35         37          7         16         23         23         16         28         17         10         26:
Old  :       126:        35         37          7         16         23         23         16         28         17         10         26:
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  :                 33.8       33.1       55.0       52.3        8.3        9.5       10.9       12.0
Old  :                 33.8       33.1       55.0       52.3        8.3        9.5       10.9       12.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH INDEX SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-023A10
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    16,219:     8,395     12,752      7,452      2,115          0        248          0          0          0          0          0:      124     1,352
Old  :    16,219:     8,395     12,752      7,452      2,115          0        248          0          0          0          0          0:      124     1,352
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.8       78.6       45.9       13.0        0.0        1.5        0.0        0.0        0.0        0.0        0.0:      0.8       8.3
Old  :     100.0:      51.8       78.6       45.9       13.0        0.0        1.5        0.0        0.0        0.0        0.0        0.0:      0.8       8.3
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:         6         10          .          .          0          .          0          0          0          0          0:
Old  :        20:         6         10          .          .          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  :                 78.4       62.7       95.8       83.1       78.4       60.8       95.0       78.9
Old  :                 78.4       62.7       95.8       83.1       78.4       60.8       95.0       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035652
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    90,584:    59,202     62,163     28,130     23,128        368          0        620          0          0          0          0:    2,884     4,305
Old  :    90,584:    59,202     62,163     28,130     23,128        368          0        620          0          0          0          0:    2,884     4,305
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :         0:       186        186          0          0          0          0          0          0          0          0          0:     -186      -186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.4       68.6       31.1       25.5        0.4        0.0        0.7        0.0        0.0        0.0        0.0:      3.2       4.8
Old  :     100.0:      65.4       68.6       31.1       25.5        0.4        0.0        0.7        0.0        0.0        0.0        0.0:      3.2       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  :        26:        13         14          .          5          .          0          .          0          0          0          0:
Old  :        26:        13         14          .          5          .          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.0       56.4       86.4       76.1       60.0       51.8       73.1       66.6
Old  :                 69.0       56.4       86.4       76.1       60.0       51.8       73.1       66.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :   191,715:   107,692    120,546     43,213     34,767     18,633      5,379      4,483      6,727          0          0          0:   10,071     6,559
Old  :   191,715:   107,692    120,546     43,213     34,767     18,633      5,379      4,483      6,727          0          0          0:   10,071     6,559
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :       329:    -2,154      1,030          0       -856        324        529     -1,192        427          0          0          0:    1,203       596
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.2       62.9       22.5       18.1        9.7        2.8        2.3        3.5        0.0        0.0        0.0:      5.3       3.4
Old  :     100.0:      56.2       62.9       22.5       18.1        9.7        2.8        2.3        3.5        0.0        0.0        0.0:      5.3       3.4
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  :        50:        27         25          8          4         11          5          .          5          0          0          0:
Old  :        50:        27         25          8          4         11          5          .          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       45.9       52.3       61.3       28.2       43.8       39.7       52.4
Old  :                 33.1       45.9       52.3       61.3       28.2       43.8       39.7       52.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :   142,031:    70,044     82,313     43,972     37,440     12,529      3,441      1,187      2,313          0          0          0:    9,732     6,249
Old  :   142,031:    70,044     82,313     43,972     37,440     12,529      3,441      1,187      2,313          0          0          0:    9,732     6,249
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :      -204:      -315     -1,550     -1,152          0        675          0     -1,388        724          0          0          0:     -136     1,334
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.3       58.0       31.0       26.4        8.8        2.4        0.8        1.6        0.0        0.0        0.0:      6.9       4.4
Old  :     100.0:      49.3       58.0       31.0       26.4        8.8        2.4        0.8        1.6        0.0        0.0        0.0:      6.9       4.4
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  :        37:        18         14          7          5          9          .          .          .          0          0          0:
Old  :        37:        18         14          7          5          9          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       50.3       66.0       74.9       43.2       49.4       56.8       70.7
Old  :                 50.2       50.3       66.0       74.9       43.2       49.4       56.8       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :   231,117:   134,668     96,846     28,478     83,857     35,069      7,545          0      9,528          0          0          0:   15,829     5,817
Old  :   231,117:   134,668     96,846     28,478     83,857     35,069      7,545          0      9,528          0          0          0:   15,829     5,817
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :      -741:      -309      1,339       -302       -214         41        515          0     -1,372          0          0          0:      686      -535
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       41.9       12.3       36.3       15.2        3.3        0.0        4.1        0.0        0.0        0.0:      6.8       2.5
Old  :     100.0:      58.3       41.9       12.3       36.3       15.2        3.3        0.0        4.1        0.0        0.0        0.0:      6.8       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        27         25          5         10         10          .          0          .          0          0          0:
Old  :        47:        27         25          5         10         10          .          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  :                 36.6       31.1       52.8       55.3       31.2       27.5       42.3       44.0
Old  :                 36.6       31.1       52.8       55.3       31.2       27.5       42.3       44.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-035657
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  :    63,269:    22,604     29,272     17,311     14,581     12,111      3,750      1,503        679          0          0          0:    6,814     5,123
Old  :    63,269:    22,604     29,272     17,311     14,581     12,111      3,750      1,503        679          0          0          0:    6,814     5,123
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :       800:         0        800          0          0          0        800          0          0          0          0          0:       -0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.7       46.3       27.4       23.0       19.1        5.9        2.4        1.1        0.0        0.0        0.0:     10.8       8.1
Old  :     100.0:      35.7       46.3       27.4       23.0       19.1        5.9        2.4        1.1        0.0        0.0        0.0:     10.8       8.1
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  :        20:         7          7          .          4          5          .          .          .          0          0          0:
Old  :        20:         7          7          .          4          5          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       53.6       79.7       80.5       56.5       47.8       62.7       61.7
Old  :                 63.3       53.6       79.7       80.5       56.5       47.8       62.7       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  : 2,995,819:   831,261    535,926     70,194  1,020,508    401,941    584,563     54,196    741,927    154,321     32,794    193,696:   17,916    14,831
Old  : 2,995,819:   831,261    535,926     70,194  1,020,508    401,941    584,563     54,196    741,927    154,321     32,794    193,696:   17,916    14,831
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :    52,424:    37,855      6,464      8,406      5,015    -13,654    -14,058      7,784     51,802     -6,277      3,248     -5,577:   -6,073    -2,658
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.7       17.9        2.3       34.1       13.4       19.5        1.8       24.8        5.2        1.1        6.5:      0.6       0.5
Old  :     100.0:      27.7       17.9        2.3       34.1       13.4       19.5        1.8       24.8        5.2        1.1        6.5:      0.6       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       190:        85         73          9         21         27         26         14         38         17          6         21:
Old  :       190:        85         73          9         21         27         26         14         38         17          6         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       33.1       43.7       45.7       18.2       22.1       24.5       30.7
Old  :                 32.0       33.1       43.7       45.7       18.2       22.1       24.5       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(2,500 MMBTU'S)                                                                                                         :
     :          :    Positions                                                                                                           :
All  : 1,052,246:   183,718    286,949    384,800    194,448    148,266     61,040    129,460     86,166     74,713     92,202    109,702:    3,841     5,053
Old  : 1,052,246:   183,718    286,949    384,800    194,448    148,266     61,040    129,460     86,166     74,713     92,202    109,702:    3,841     5,053
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :    52,344:    13,817     27,879     21,354     12,842      3,487    -12,682    -15,370     19,216     10,423      5,493     -1,987:   -1,284       784
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.5       27.3       36.6       18.5       14.1        5.8       12.3        8.2        7.1        8.8       10.4:      0.4       0.5
Old  :     100.0:      17.5       27.3       36.6       18.5       14.1        5.8       12.3        8.2        7.1        8.8       10.4:      0.4       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       102:        27         24         17          5         19         12         11         17         17         12         22:
Old  :       102:        27         24         17          5         19         12         11         17         17         12         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  :                 37.7       35.5       51.7       56.4       29.1       30.0       38.5       43.0
Old  :                 37.7       35.5       51.7       56.4       29.1       30.0       38.5       43.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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  :    22,492:    18,217     13,849        161      5,012      3,329        301          0         80         81         45         75:      248       102
Old  :    22,492:    18,217     13,849        161      5,012      3,329        301          0         80         81         45         75:      248       102
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :      -289:       -97       -426        -81        356        -23       -125          0          0         -4          0          0:       41      -196
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.0       61.6        0.7       22.3       14.8        1.3        0.0        0.4        0.4        0.2        0.3:      1.1       0.5
Old  :     100.0:      81.0       61.6        0.7       22.3       14.8        1.3        0.0        0.4        0.4        0.2        0.3:      1.1       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        28         29          .          5          6          .          0          .          .          .          .:
Old  :        45:        28         29          .          5          6          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       42.5       61.9       62.6       30.6       33.4       44.9       46.4
Old  :                 41.8       42.5       61.9       62.6       30.6       33.4       44.9       46.4
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 - Options and Futures Combined, February 23, 2010               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    17,851:    15,058      9,519         50      6,607      1,430        135        270         25          0          0          0:    1,153         0
Old  :    17,851:    15,058      9,519         50      6,607      1,430        135        270         25          0          0          0:    1,153         0
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :     1,167:       850      1,065          0        -30        132          0          0          0          0          0          0:      185         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.4       53.3        0.3       37.0        8.0        0.8        1.5        0.1        0.0        0.0        0.0:      6.5       0.0
Old  :     100.0:      84.4       53.3        0.3       37.0        8.0        0.8        1.5        0.1        0.0        0.0        0.0:      6.5       0.0
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  :        25:        12         10          .          8          .          .          .          .          0          0          0:
Old  :        25:        12         10          .          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  :                 60.9       63.8       81.8       87.9       53.0       52.1       62.4       65.5
Old  :                 60.9       63.8       81.8       87.9       53.0       52.1       62.4       65.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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  :    11,541:     8,636      7,304        402      1,653      2,146          0         39        219          0         25          0:      138       155
Old  :    11,541:     8,636      7,304        402      1,653      2,146          0         39        219          0         25          0:      138       155
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :        12:      -200       -125        200        235         35          0       -145         27          0         25          0:      -50       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       63.3        3.5       14.3       18.6        0.0        0.3        1.9        0.0        0.2        0.0:      1.2       1.3
Old  :     100.0:      74.8       63.3        3.5       14.3       18.6        0.0        0.3        1.9        0.0        0.2        0.0:      1.2       1.3
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  :        27:        13         17          .          4          5          0          .          .          0          .          0:
Old  :        27:        13         17          .          4          5          0          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.4       51.9       82.2       73.7       46.4       29.1       50.7       41.5
Old  :                 60.4       51.9       82.2       73.7       46.4       29.1       50.7       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, February 23, 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  :     9,372:     6,901      6,000        561      2,032      1,016          0          0          0        380          0          0:      514       324
Old  :     9,372:     6,901      6,000        561      2,032      1,016          0          0          0        380          0          0:      514       324
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 16, 2010                                                                :
     :       558:       390         25         57        427         71          0          0          0          0          0          0:       40        35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.6       64.0        6.0       21.7       10.8        0.0        0.0        0.0        4.1        0.0        0.0:      5.5       3.5
Old  :     100.0:      73.6       64.0        6.0       21.7       10.8        0.0        0.0        0.0        4.1        0.0        0.0:      5.5       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        34:        24         20          .          .          4          0          0          0          .          0          0:
Old  :        34:        24         20          .          .          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  :                 31.8       51.5       52.8       71.2       29.2       45.1       42.8       54.7
Old  :                 31.8       51.5       52.8       71.2       29.2       45.1       42.8       54.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 26, 2010