```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 3,720,691: 1,309,942    907,658     67,901    971,549    620,218    583,905     48,935    789,011      7,659     54,873    315,710:   26,345    12,737
Old  : 3,720,691: 1,309,942    907,658     67,901    971,549    620,218    583,905     48,935    789,011      7,659     54,873    315,710:   26,345    12,737
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :  -201,568:   -90,439    -17,771    -35,759    -96,716     -9,894     24,006      2,921    -55,355      2,175     11,675    -29,556:   -6,746    -6,872
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.2       24.4        1.8       26.1       16.7       15.7        1.3       21.2        0.2        1.5        8.5:      0.7       0.3
Old  :     100.0:      35.2       24.4        1.8       26.1       16.7       15.7        1.3       21.2        0.2        1.5        8.5:      0.7       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       206:        88         81         10         23         31         25         15         37         19         17         33:
Old  :       206:        88         81         10         23         31         25         15         37         19         17         33:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       24.7       42.3       39.3       14.7       12.9       20.2       20.0
Old  :                 29.7       24.7       42.3       39.3       14.7       12.9       20.2       20.0
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 - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   820,300:    75,665     99,221    177,171     13,268     76,938     68,101    215,431    248,543     18,896     42,233     77,221:   77,765    47,445
Old  :   820,300:    75,665     99,221    177,171     13,268     76,938     68,101    215,431    248,543     18,896     42,233     77,221:   77,765    47,445
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :    25,464:     3,452      1,259      6,433       -167     -2,761      3,542     19,970      9,246      6,911     -5,141     -2,669:    1,310     5,727
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.2       12.1       21.6        1.6        9.4        8.3       26.3       30.3        2.3        5.1        9.4:      9.5       5.8
Old  :     100.0:       9.2       12.1       21.6        1.6        9.4        8.3       26.3       30.3        2.3        5.1        9.4:      9.5       5.8
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  :       270:        51         42         21         12         25         50         60         64         24         34         50:
Old  :       270:        51         42         21         12         25         50         60         64         24         34         50:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.5       33.4       36.0       44.6       13.1       17.8       18.4       24.1
Old  :                 24.5       33.4       36.0       44.6       13.1       17.8       18.4       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-02365A
Disaggregated Commitments of Traders - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    64,958:    36,753     27,121      4,258     19,022      7,141      1,983          0      2,216          0          0          0:   12,607     9,458
Old  :    64,958:    36,753     27,121      4,258     19,022      7,141      1,983          0      2,216          0          0          0:   12,607     9,458
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :    -3,211:   -11,220     -2,699        437     -1,011       -868        549       -832        195          0          0          0:    7,696     2,004
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.6       41.8        6.6       29.3       11.0        3.1        0.0        3.4        0.0        0.0        0.0:     19.4      14.6
Old  :     100.0:      56.6       41.8        6.6       29.3       11.0        3.1        0.0        3.4        0.0        0.0        0.0:     19.4      14.6
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  :        24:        14         14          .          4          5          .          0          .          0          0          0:
Old  :        24:        14         14          .          4          5          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.0       45.8       60.9       66.0       37.8       36.9       46.2       47.5
Old  :                 46.0       45.8       60.9       66.0       37.8       36.9       46.2       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365C
Disaggregated Commitments of Traders - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    69,604:    36,777     40,336     14,682     11,269      4,844          0          0          0          0          0          0:   13,301    13,155
Old  :    69,604:    36,777     40,336     14,682     11,269      4,844          0          0          0          0          0          0:   13,301    13,155
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :    -3,631:    -5,060     -3,835       -943         93     -1,166       -434          0          0          0          0          0:    3,972     1,277
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.8       58.0       21.1       16.2        7.0        0.0        0.0        0.0        0.0        0.0        0.0:     19.1      18.9
Old  :     100.0:      52.8       58.0       21.1       16.2        7.0        0.0        0.0        0.0        0.0        0.0        0.0:     19.1      18.9
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  :        23:        12         14          .          4          4          0          0          0          0          0          0:
Old  :        23:        12         14          .          4          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       43.1       59.0       59.5       30.4       38.8       45.6       51.3
Old  :                 38.5       43.1       59.0       59.5       30.4       38.8       45.6       51.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365D
Disaggregated Commitments of Traders - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    78,632:    45,673     35,756     13,476     32,107      6,652          0          0          0          0          0          0:   12,831     4,117
Old  :    78,632:    45,673     35,756     13,476     32,107      6,652          0          0          0          0          0          0:   12,831     4,117
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :    -3,108:    -2,248     -3,231        -16       -155       -217          0          0          0          0          0          0:     -627       495
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.1       45.5       17.1       40.8        8.5        0.0        0.0        0.0        0.0        0.0        0.0:     16.3       5.2
Old  :     100.0:      58.1       45.5       17.1       40.8        8.5        0.0        0.0        0.0        0.0        0.0        0.0:     16.3       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         13          .          5          4          0          0          0          0          0          0:
Old  :        22:        13         13          .          5          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.5       54.3       64.5       73.9       40.0       49.5       53.9       65.1
Old  :                 43.5       54.3       64.5       73.9       40.0       49.5       53.9       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-02365G
Disaggregated Commitments of Traders - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    90,932:    49,239     57,464     16,543     21,573      3,674      7,656          0      2,268          0          0          0:   11,552     5,953
Old  :    90,932:    49,239     57,464     16,543     21,573      3,674      7,656          0      2,268          0          0          0:   11,552     5,953
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :    -5,632:    -8,328     -6,889       -186     -1,291        -62       -369          0       -329          0          0          0:    3,642     2,939
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.1       63.2       18.2       23.7        4.0        8.4        0.0        2.5        0.0        0.0        0.0:     12.7       6.5
Old  :     100.0:      54.1       63.2       18.2       23.7        4.0        8.4        0.0        2.5        0.0        0.0        0.0:     12.7       6.5
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  :        31:        13         18          .          7          4          .          0          .          0          0          0:
Old  :        31:        13         18          .          7          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  :                 45.8       47.9       66.6       64.1       41.7       46.9       59.2       62.9
Old  :                 45.8       47.9       66.6       64.1       41.7       46.9       59.2       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02365K
Disaggregated Commitments of Traders - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    91,430:    74,822     36,187      6,017     31,033        787          0     10,140      2,831          0          0          0:    6,973    10,452
Old  :    91,430:    74,822     36,187      6,017     31,033        787          0     10,140      2,831          0          0          0:    6,973    10,452
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :    -4,024:    -4,359       -812       -555       -996        -58          0     -1,618       -178          0          0          0:    1,126      -362
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.8       39.6        6.6       33.9        0.9        0.0       11.1        3.1        0.0        0.0        0.0:      7.6      11.4
Old  :     100.0:      81.8       39.6        6.6       33.9        0.9        0.0       11.1        3.1        0.0        0.0        0.0:      7.6      11.4
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  :        24:        10         12          .          6          .          0          .          .          0          0          0:
Old  :        24:        10         12          .          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  :                 65.7       38.0       83.6       58.0       61.6       36.1       73.0       56.1
Old  :                 65.7       38.0       83.6       58.0       61.6       36.1       73.0       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-02365O
Disaggregated Commitments of Traders - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    82,460:    39,726     19,945     13,424     42,729      5,442      6,572      2,158      3,586          0          0          0:   13,710     8,600
Old  :    82,460:    39,726     19,945     13,424     42,729      5,442      6,572      2,158      3,586          0          0          0:   13,710     8,600
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :    -5,545:    -5,751     -3,389        637     -2,808       -800         84        255       -672          0          0          0:      957     1,869
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.2       24.2       16.3       51.8        6.6        8.0        2.6        4.3        0.0        0.0        0.0:     16.6      10.4
Old  :     100.0:      48.2       24.2       16.3       51.8        6.6        8.0        2.6        4.3        0.0        0.0        0.0:     16.6      10.4
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  :        27:        13         11          4          5          4          .          .          .          0          0          0:
Old  :        27:        13         11          4          5          4          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.4       49.5       60.8       67.3       34.9       48.6       52.7       64.0
Old  :                 38.4       49.5       60.8       67.3       34.9       48.6       52.7       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035652
Disaggregated Commitments of Traders - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    85,214:    54,948     59,490     27,262     21,392        244          0          0          0          0          0          0:    2,760     4,088
Old  :    85,214:    54,948     59,490     27,262     21,392        244          0          0          0          0          0          0:    2,760     4,088
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :    -5,370:    -4,254     -2,673       -868     -1,736       -124          0       -620          0          0          0          0:     -124      -217
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.5       69.8       32.0       25.1        0.3        0.0        0.0        0.0        0.0        0.0        0.0:      3.2       4.8
Old  :     100.0:      64.5       69.8       32.0       25.1        0.3        0.0        0.0        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  :        22:        11         11          .          5          .          0          0          0          0          0          0:
Old  :        22:        11         11          .          5          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.3       57.9       87.7       78.4       62.1       55.1       74.2       69.4
Old  :                 71.3       57.9       87.7       78.4       62.1       55.1       74.2       69.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   177,874:   100,226    112,095     41,247     33,019     17,853      3,517      2,768      6,010          0          0          0:    9,021     6,129
Old  :   177,874:   100,226    112,095     41,247     33,019     17,853      3,517      2,768      6,010          0          0          0:    9,021     6,129
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :   -12,725:    -6,350     -7,335     -1,966     -1,748       -780     -1,862     -1,715       -717          0          0          0:   -1,050      -430
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.3       63.0       23.2       18.6       10.0        2.0        1.6        3.4        0.0        0.0        0.0:      5.1       3.4
Old  :     100.0:      56.3       63.0       23.2       18.6       10.0        2.0        1.6        3.4        0.0        0.0        0.0:      5.1       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  :        44:        25         24          8          4         10          4          .          4          0          0          0:
Old  :        44:        25         24          8          4         10          4          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.5       47.0       53.2       63.2       27.9       44.8       39.8       52.3
Old  :                 33.5       47.0       53.2       63.2       27.9       44.8       39.8       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   133,380:    62,593     76,533     41,684     36,307     11,814      2,416        450      1,494          0          0          0:   13,379     6,782
Old  :   133,380:    62,593     76,533     41,684     36,307     11,814      2,416        450      1,494          0          0          0:   13,379     6,782
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :    -6,598:    -5,834     -4,708     -2,110     -1,133       -715     -1,025        244       -819          0          0          0:    3,905       533
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.9       57.4       31.3       27.2        8.9        1.8        0.3        1.1        0.0        0.0        0.0:     10.0       5.1
Old  :     100.0:      46.9       57.4       31.3       27.2        8.9        1.8        0.3        1.1        0.0        0.0        0.0:     10.0       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        12         10          7          5          9          .          .          .          0          0          0:
Old  :        30:        12         10          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  :                 52.2       51.3       67.7       77.2       44.8       50.9       58.0       73.2
Old  :                 52.2       51.3       67.7       77.2       44.8       50.9       58.0       73.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   226,739:   125,468     95,550     30,312     77,046     36,565      6,677        658     10,106          0          0          0:   17,611     6,814
Old  :   226,739:   125,468     95,550     30,312     77,046     36,565      6,677        658     10,106          0          0          0:   17,611     6,814
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :    -4,378:    -9,200     -1,296      1,834     -6,811      1,496       -868        658        578          0          0          0:    1,782       997
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.3       42.1       13.4       34.0       16.1        2.9        0.3        4.5        0.0        0.0        0.0:      7.8       3.0
Old  :     100.0:      55.3       42.1       13.4       34.0       16.1        2.9        0.3        4.5        0.0        0.0        0.0:      7.8       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        20         18          5         10         10          .          .          .          0          0          0:
Old  :        39:        20         18          5         10         10          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       31.2       54.3       55.4       28.1       27.5       40.4       43.6
Old  :                 35.6       31.2       54.3       55.4       28.1       27.5       40.4       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,901,199:   790,623    489,788     89,474  1,005,415    361,226    582,820     45,142    716,191    131,248     60,904    186,018:   43,599    36,515
Old  : 2,901,199:   790,623    489,788     89,474  1,005,415    361,226    582,820     45,142    716,191    131,248     60,904    186,018:   43,599    36,515
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :   -94,620:   -40,638    -46,138     19,280    -15,093    -40,715     -1,743     -9,054    -25,736    -23,073     28,110     -7,678:   25,683    21,684
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.3       16.9        3.1       34.7       12.5       20.1        1.6       24.7        4.5        2.1        6.4:      1.5       1.3
Old  :     100.0:      27.3       16.9        3.1       34.7       12.5       20.1        1.6       24.7        4.5        2.1        6.4:      1.5       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  :       174:        73         67          9         20         25         24         14         36         14         10         21:
Old  :       174:        73         67          9         20         25         24         14         36         14         10         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  :                 32.5       34.6       43.8       46.7       18.4       22.9       25.1       31.1
Old  :                 32.5       34.6       43.8       46.7       18.4       22.9       25.1       31.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   954,397:   169,583    267,046    409,683    165,585    121,057     52,314    135,565     60,245     43,224    106,573     92,147:    6,144     6,179
Old  :   954,397:   169,583    267,046    409,683    165,585    121,057     52,314    135,565     60,245     43,224    106,573     92,147:    6,144     6,179
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :   -97,849:   -14,135    -19,903     24,883    -28,863    -27,209     -8,726      6,105    -25,921    -31,489     14,371    -17,555:    2,303     1,126
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.8       28.0       42.9       17.3       12.7        5.5       14.2        6.3        4.5       11.2        9.7:      0.6       0.6
Old  :     100.0:      17.8       28.0       42.9       17.3       12.7        5.5       14.2        6.3        4.5       11.2        9.7:      0.6       0.6
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  :        87:        20         21         15          6         19         11         11         18         10         11         21:
Old  :        87:        20         21         15          6         19         11         11         18         10         11         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  :                 40.9       39.7       55.6       60.8       36.5       35.7       46.5       48.3
Old  :                 40.9       39.7       55.6       60.8       36.5       35.7       46.5       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665O
Disaggregated Commitments of Traders - Futures Only, March 2, 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  :    22,598:    18,749     14,316        171      5,002      2,905        301          0         80          0         45         75:      317       175
Old  :    22,598:    18,749     14,316        171      5,002      2,905        301          0         80          0         45         75:      317       175
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :       106:       532        467         10        -10       -424          0          0          0        -81          0          0:       69        73
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.0       63.4        0.8       22.1       12.9        1.3        0.0        0.4        0.0        0.2        0.3:      1.4       0.8
Old  :     100.0:      83.0       63.4        0.8       22.1       12.9        1.3        0.0        0.4        0.0        0.2        0.3:      1.4       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        32         32          .          4          6          .          0          .          0          .          .:
Old  :        46:        32         32          .          4          6          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       41.1       60.0       61.2       28.8       34.0       43.4       45.8
Old  :                 38.7       41.1       60.0       61.2       28.8       34.0       43.4       45.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                      Code-06665P
Disaggregated Commitments of Traders - Futures Only, March 2, 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  :    16,528:    14,411      8,719          0      6,275      1,089        140        270         25          0          0          0:      863       150
Old  :    16,528:    14,411      8,719          0      6,275      1,089        140        270         25          0          0          0:      863       150
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :    -1,323:      -647       -800        -50       -332       -341          5          0          0          0          0          0:     -290       150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.2       52.8        0.0       38.0        6.6        0.8        1.6        0.2        0.0        0.0        0.0:      5.2       0.9
Old  :     100.0:      87.2       52.8        0.0       38.0        6.6        0.8        1.6        0.2        0.0        0.0        0.0:      5.2       0.9
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  :        25:        13         10          0          7          .          .          .          .          0          0          0:
Old  :        25:        13         10          0          7          .          .          .          .          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  :                 63.9       64.9       86.7       89.1       55.5       56.2       66.8       69.0
Old  :                 63.9       64.9       86.7       89.1       55.5       56.2       66.8       69.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665Q
Disaggregated Commitments of Traders - Futures Only, March 2, 2010                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,114:     7,899      5,809        302      2,117      1,765          0        222         31          0         25          0:      117       145
Old  :    10,114:     7,899      5,809        302      2,117      1,765          0        222         31          0         25          0:      117       145
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :    -1,427:      -737     -1,495       -100        464       -381          0        183       -188          0          0          0:      -21       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.1       57.4        3.0       20.9       17.5        0.0        2.2        0.3        0.0        0.2        0.0:      1.2       1.4
Old  :     100.0:      78.1       57.4        3.0       20.9       17.5        0.0        2.2        0.3        0.0        0.2        0.0:      1.2       1.4
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  :        28:        15         15          .          6          4          0          .          .          0          .          0:
Old  :        28:        15         15          .          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  :                 63.2       52.6       82.8       74.4       47.9       31.2       51.6       41.3
Old  :                 63.2       52.6       82.8       74.4       47.9       31.2       51.6       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, March 2, 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  :     8,151:     5,840      5,175        780      1,893        744          0          0          0        345          0          0:      442       339
Old  :     8,151:     5,840      5,175        780      1,893        744          0          0          0        345          0          0:      442       339
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 23, 2010                                                                :
     :    -1,221:    -1,061       -825        219       -139       -272          0          0          0        -35          0          0:      -72        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.6       63.5        9.6       23.2        9.1        0.0        0.0        0.0        4.2        0.0        0.0:      5.4       4.2
Old  :     100.0:      71.6       63.5        9.6       23.2        9.1        0.0        0.0        0.0        4.2        0.0        0.0:      5.4       4.2
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  :        33:        24         19          4          .          .          0          0          0          .          0          0:
Old  :        33:        24         19          4          .          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       52.8       53.1       71.3       26.3       45.9       39.7       55.4
Old  :                 30.7       52.8       53.1       71.3       26.3       45.9       39.7       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 2, 2010