```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 4,627,209: 1,648,209    859,000    176,160  1,083,723    656,670    252,052    118,622  1,452,273     32,534     55,061    373,738:   35,573    28,122
Old  : 4,627,209: 1,648,209    859,000    176,160  1,083,723    656,670    252,052    118,622  1,452,273     32,534     55,061    373,738:   35,573    28,122
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :    87,132:    27,559    -14,435      2,570     -1,086     16,135    -21,820     31,589     41,516     -1,383     -7,384     18,766:    3,789     2,031
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.6       18.6        3.8       23.4       14.2        5.4        2.6       31.4        0.7        1.2        8.1:      0.8       0.6
Old  :     100.0:      35.6       18.6        3.8       23.4       14.2        5.4        2.6       31.4        0.7        1.2        8.1:      0.8       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  :       217:        97         93         13         23         31         20         15         34         16         20         33:
Old  :       217:        97         93         13         23         31         20         15         34         16         20         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  :                 23.3       28.2       37.3       41.7        9.6       15.3       15.0       20.9
Old  :                 23.3       28.2       37.3       41.7        9.6       15.3       15.0       20.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   376,638:   230,395    238,837     36,675     25,938     56,688      6,451     23,758     24,430      2,423          0        696:   18,880     6,291
Old  :   376,638:   230,395    238,837     36,675     25,938     56,688      6,451     23,758     24,430      2,423          0        696:   18,880     6,291
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :     8,824:    16,122       -544        727      4,903     -2,805       -599      7,050     -3,397        904          0        -60:   -2,068     3,677
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.2       63.4        9.7        6.9       15.1        1.7        6.3        6.5        0.6        0.0        0.2:      5.0       1.7
Old  :     100.0:      61.2       63.4        9.7        6.9       15.1        1.7        6.3        6.5        0.6        0.0        0.2:      5.0       1.7
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  :        55:        29         23          5          8         10          4          6          7          .          0          .:
Old  :        55:        29         23          5          8         10          4          6          7          .          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  :                 30.2       49.0       49.8       70.3       21.9       30.6       31.5       37.8
Old  :                 30.2       49.0       49.8       70.3       21.9       30.6       31.5       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   186,173:   153,494     98,333      5,580     58,125     13,087      1,629      3,515      7,314          0          0          0:    5,069     5,799
Old  :   186,173:   153,494     98,333      5,580     58,125     13,087      1,629      3,515      7,314          0          0          0:    5,069     5,799
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       218:    -1,611      2,688       -370     -3,919      1,462        308       -296        460          0          0          0:      -31      -177
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.4       52.8        3.0       31.2        7.0        0.9        1.9        3.9        0.0        0.0        0.0:      2.7       3.1
Old  :     100.0:      82.4       52.8        3.0       31.2        7.0        0.9        1.9        3.9        0.0        0.0        0.0:      2.7       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  :        40:        21         20          .          9         10          .          .          5          0          0          0:
Old  :        40:        21         20          .          9         10          .          .          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  :                 53.1       40.5       71.0       62.6       49.1       37.6       60.7       53.5
Old  :                 53.1       40.5       71.0       62.6       49.1       37.6       60.7       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   311,537:   203,426     94,851     29,982    155,252     39,785     26,191      9,200      4,076          0      1,197        123:    7,954     7,053
Old  :   311,537:   203,426     94,851     29,982    155,252     39,785     26,191      9,200      4,076          0      1,197        123:    7,954     7,053
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :     1,490:     4,005      2,512       -974       -353     -1,493        195       -924       -332          0      1,134       -337:      426     1,283
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.3       30.4        9.6       49.8       12.8        8.4        3.0        1.3        0.0        0.4        0.0:      2.6       2.3
Old  :     100.0:      65.3       30.4        9.6       49.8       12.8        8.4        3.0        1.3        0.0        0.4        0.0:      2.6       2.3
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  :        46:        20         20          5          9         13          .          .          .          0          .          .:
Old  :        46:        20         20          5          9         13          .          .          .          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  :                 44.7       44.4       65.2       70.5       42.8       38.5       60.3       61.2
Old  :                 44.7       44.4       65.2       70.5       42.8       38.5       60.3       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   708,803:   468,100    252,678     80,185    263,780     95,385      5,119     30,528     50,180        375      6,021      1,298:    8,161     8,933
Old  :   708,803:   468,100    252,678     80,185    263,780     95,385      5,119     30,528     50,180        375      6,021      1,298:    8,161     8,933
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :     6,343:    -5,346     -4,062     -3,950     -2,463      8,395        465     -2,701      2,719       -188        249         99:    4,149     4,107
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.0       35.6       11.3       37.2       13.5        0.7        4.3        7.1        0.1        0.8        0.2:      1.2       1.3
Old  :     100.0:      66.0       35.6       11.3       37.2       13.5        0.7        4.3        7.1        0.1        0.8        0.2:      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  :        69:        35         29          8         14         20          .          4          7          .          .          .:
Old  :        69:        35         29          8         14         20          .          4          7          .          .          .:
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  :                 37.3       38.1       52.1       54.2       25.2       26.6       38.2       36.2
Old  :                 37.3       38.1       52.1       54.2       25.2       26.6       38.2       36.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   180,400:   132,521    115,540     23,547     46,328      4,961      9,662        823      1,693          0          0          0:    8,016    11,055
Old  :   180,400:   132,521    115,540     23,547     46,328      4,961      9,662        823      1,693          0          0          0:    8,016    11,055
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       858:     8,106        987      1,100       -916       -124     -6,965        823        963          0          0          0:   -2,222      -875
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.5       64.0       13.1       25.7        2.8        5.4        0.5        0.9        0.0        0.0        0.0:      4.4       6.1
Old  :     100.0:      73.5       64.0       13.1       25.7        2.8        5.4        0.5        0.9        0.0        0.0        0.0:      4.4       6.1
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  :        36:        22         17          5          .          4          .          .          .          0          0          0:
Old  :        36:        22         17          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  :                 47.9       65.4       63.1       79.6       46.2       61.8       60.5       70.7
Old  :                 47.9       65.4       63.1       79.6       46.2       61.8       60.5       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   323,212:   229,425    148,655     32,970     67,338     22,824     17,804     63,603      7,628          0          0          0:   12,561    13,164
Old  :   323,212:   229,425    148,655     32,970     67,338     22,824     17,804     63,603      7,628          0          0          0:   12,561    13,164
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :     1,541:     2,844     -4,328     -3,206       -978        370       -336      3,816      1,346          0          0          0:      523     1,315
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.0       46.0       10.2       20.8        7.1        5.5       19.7        2.4        0.0        0.0        0.0:      3.9       4.1
Old  :     100.0:      71.0       46.0       10.2       20.8        7.1        5.5       19.7        2.4        0.0        0.0        0.0:      3.9       4.1
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  :        49:        24         20          6         11         11          4          .          .          0          0          0:
Old  :        49:        24         20          6         11         11          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  :                 34.2       50.0       55.5       63.0       30.6       46.0       48.9       56.9
Old  :                 34.2       50.0       55.5       63.0       30.6       46.0       48.9       56.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   185,788:   138,242     60,855      4,509     61,492     24,314      2,446     26,367      7,826          0        628        397:    8,054     3,909
Old  :   185,788:   138,242     60,855      4,509     61,492     24,314      2,446     26,367      7,826          0        628        397:    8,054     3,909
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :     4,848:     4,229      3,283     -2,260      1,254      1,460         64     -1,022        690        -29        628         89:      605    -1,534
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.4       32.8        2.4       33.1       13.1        1.3       14.2        4.2        0.0        0.3        0.2:      4.3       2.1
Old  :     100.0:      74.4       32.8        2.4       33.1       13.1        1.3       14.2        4.2        0.0        0.3        0.2:      4.3       2.1
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  :        43:        21         15          .         12          7          .          4          5          0          .          .:
Old  :        43:        21         15          .         12          7          .          4          5          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  :                 55.6       38.1       67.8       59.4       51.2       31.9       58.6       49.4
Old  :                 55.6       38.1       67.8       59.4       51.2       31.9       58.6       49.4
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 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   918,567:    61,033     97,164    273,258     21,339     91,058    106,907    281,828    207,977     23,860    101,090     72,098:   82,376    46,013
Old  :   918,567:    61,033     97,164    273,258     21,339     91,058    106,907    281,828    207,977     23,860    101,090     72,098:   82,376    46,013
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :   -37,875:    -4,649      1,211     -4,007       -683     -6,059      2,009    -14,256    -21,263     -4,223      9,679        182:      135    -6,686
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.6       10.6       29.7        2.3        9.9       11.6       30.7       22.6        2.6       11.0        7.8:      9.0       5.0
Old  :     100.0:       6.6       10.6       29.7        2.3        9.9       11.6       30.7       22.6        2.6       11.0        7.8:      9.0       5.0
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  :       298:        41         38         22         13         30         53         77         73         35         42         53:
Old  :       298:        41         38         22         13         30         53         77         73         35         42         53:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       25.4       32.2       35.9       17.7       18.9       26.5       25.9
Old  :                 19.5       25.4       32.2       35.9       17.7       18.9       26.5       25.9
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 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    52,275:    25,959     26,780     10,866     17,140      4,641          0          0          0          0          0          0:   10,809     3,714
Old  :    52,275:    25,959     26,780     10,866     17,140      4,641          0          0          0          0          0          0:   10,809     3,714
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.7       51.2       20.8       32.8        8.9        0.0        0.0        0.0        0.0        0.0        0.0:     20.7       7.1
Old  :     100.0:      49.7       51.2       20.8       32.8        8.9        0.0        0.0        0.0        0.0        0.0        0.0:     20.7       7.1
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  :        21:        11          9          .          5          4          0          0          0          0          0          0:
Old  :        21:        11          9          .          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  :                 46.5       51.1       64.0       75.7       42.7       47.6       55.8       67.0
Old  :                 46.5       51.1       64.0       75.7       42.7       47.6       55.8       67.0
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 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    44,098:    22,475     29,885     10,786        642        590      2,938      2,626      2,174          0          0          0:    5,135     8,181
Old  :    44,098:    22,475     29,885     10,786        642        590      2,938      2,626      2,174          0          0          0:    5,135     8,181
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       138:       326        120          0          0          0          0        104          0          0          0          0:     -188       -86
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.0       67.8       24.5        1.5        1.3        6.7        6.0        4.9        0.0        0.0        0.0:     11.6      18.6
Old  :     100.0:      51.0       67.8       24.5        1.5        1.3        6.7        6.0        4.9        0.0        0.0        0.0:     11.6      18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         9         11          4          .          .          .          .          .          0          0          0:
Old  :        22:         9         11          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  :                 48.5       55.1       71.1       69.7       47.3       53.2       67.4       64.9
Old  :                 48.5       55.1       71.1       69.7       47.3       53.2       67.4       64.9
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 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    95,124:    50,757     44,455     26,462     27,463      8,066          0      8,328      2,396          0          0          0:    7,443     4,416
Old  :    95,124:    50,757     44,455     26,462     27,463      8,066          0      8,328      2,396          0          0          0:    7,443     4,416
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.4       46.7       27.8       28.9        8.5        0.0        8.8        2.5        0.0        0.0        0.0:      7.8       4.6
Old  :     100.0:      53.4       46.7       27.8       28.9        8.5        0.0        8.8        2.5        0.0        0.0        0.0:      7.8       4.6
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  :        28:         9         11          5          5          6          0          .          .          0          0          0:
Old  :        28:         9         11          5          5          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  :                 47.6       38.3       70.6       61.8       44.8       38.0       60.0       56.9
Old  :                 47.6       38.3       70.6       61.8       44.8       38.0       60.0       56.9
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 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   143,832:    72,575     59,264     23,893     54,675     19,659     10,344          0      2,924          0          0          0:   14,437     7,310
Old  :   143,832:    72,575     59,264     23,893     54,675     19,659     10,344          0      2,924          0          0          0:   14,437     7,310
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       586:       284       -160          0          0          0       -496          0        328          0          0          0:      470       418
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.5       41.2       16.6       38.0       13.7        7.2        0.0        2.0        0.0        0.0        0.0:     10.0       5.1
Old  :     100.0:      50.5       41.2       16.6       38.0       13.7        7.2        0.0        2.0        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  :        33:        14         13          5          7          6          .          0          .          0          0          0:
Old  :        33:        14         13          5          7          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  :                 32.1       39.3       55.1       62.7       29.5       33.6       44.2       50.1
Old  :                 32.1       39.3       55.1       62.7       29.5       33.6       44.2       50.1
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 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 2,525,061:   714,331    352,705    106,404    876,699    417,162    363,082     28,344    512,038    143,950     71,491    243,336:   24,758    23,286
Old  : 2,525,061:   714,331    352,705    106,404    876,699    417,162    363,082     28,344    512,038    143,950     71,491    243,336:   24,758    23,286
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :   -23,204:    -8,255    -11,050     -2,488     -3,391     12,577     -8,475      1,915    -17,938      2,031     -4,600     -1,111:      455       394
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.3       14.0        4.2       34.7       16.5       14.4        1.1       20.3        5.7        2.8        9.6:      1.0       0.9
Old  :     100.0:      28.3       14.0        4.2       34.7       16.5       14.4        1.1       20.3        5.7        2.8        9.6:      1.0       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  :       170:        72         57         10         19         26         23         12         35         16         12         25:
Old  :       170:        72         57         10         19         26         23         12         35         16         12         25:
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  :                 26.7       30.2       36.2       47.1       14.6       23.9       21.5       32.0
Old  :                 26.7       30.2       36.2       47.1       14.6       23.9       21.5       32.0
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 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,017,295:   158,074    158,532    169,191    272,109    293,635     96,266     55,437     91,884     94,722     32,698    109,541:    3,982     3,459
Old  : 1,017,295:   158,074    158,532    169,191    272,109    293,635     96,266     55,437     91,884     94,722     32,698    109,541:    3,982     3,459
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :    15,441:       260      2,342     -9,439     -8,615     11,917     -1,371      1,637      3,916     11,531      6,029     -1,206:     -167      -579
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.5       15.6       16.6       26.7       28.9        9.5        5.4        9.0        9.3        3.2       10.8:      0.4       0.3
Old  :     100.0:      15.5       15.6       16.6       26.7       28.9        9.5        5.4        9.0        9.3        3.2       10.8:      0.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       100:        21         16         10         12         18         18          9         19         15         14         24:
Old  :       100:        21         16         10         12         18         18          9         19         15         14         24:
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  :                 23.7       36.1       42.9       56.1       12.6       24.5       22.1       34.3
Old  :                 23.7       36.1       42.9       56.1       12.6       24.5       22.1       34.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    22,488:    20,845     13,377        210      7,829        695         84        140         36        295          0          0:      323       411
Old  :    22,488:    20,845     13,377        210      7,829        695         84        140         36        295          0          0:      323       411
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       221:       270        225         15       -150        -15        -45          0          5          0          0          0:       -9       156
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.7       59.5        0.9       34.8        3.1        0.4        0.6        0.2        1.3        0.0        0.0:      1.4       1.8
Old  :     100.0:      92.7       59.5        0.9       34.8        3.1        0.4        0.6        0.2        1.3        0.0        0.0:      1.4       1.8
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  :        41:        29         24          .          6          7          .          .          .          .          0          0:
Old  :        41:        29         24          .          6          7          .          .          .          .          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  :                 43.0       44.3       63.8       66.7       32.9       35.3       43.0       47.5
Old  :                 43.0       44.3       63.8       66.7       32.9       35.3       43.0       47.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    16,459:    14,698      7,983         25      7,590        397        366         20         30        585          0          0:      358       439
Old  :    16,459:    14,698      7,983         25      7,590        397        366         20         30        585          0          0:      358       439
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :        80:         0        120          0          0          0          0        -60         20          0          0          0:       60         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.3       48.5        0.2       46.1        2.4        2.2        0.1        0.2        3.6        0.0        0.0:      2.2       2.7
Old  :     100.0:      89.3       48.5        0.2       46.1        2.4        2.2        0.1        0.2        3.6        0.0        0.0:      2.2       2.7
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  :        25:        14         14          .          5          4          .          .          .          .          0          0:
Old  :        25:        14         14          .          5          4          .          .          .          .          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  :                 61.6       63.0       82.6       87.1       47.8       53.0       63.3       70.2
Old  :                 61.6       63.0       82.6       87.1       47.8       53.0       63.3       70.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     7,451:     5,475      3,893        443      2,103        739         10          0        135          0          0          0:      649       581
Old  :     7,451:     5,475      3,893        443      2,103        739         10          0        135          0          0          0:      649       581
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       -83:       -55         25          0         25        -43         10         -5        -10          0          0          0:       15       -75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.5       52.2        5.9       28.2        9.9        0.1        0.0        1.8        0.0        0.0        0.0:      8.7       7.8
Old  :     100.0:      73.5       52.2        5.9       28.2        9.9        0.1        0.0        1.8        0.0        0.0        0.0:      8.7       7.8
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:        10         12          .          6          6          .          0          .          0          0          0:
Old  :        22:        10         12          .          6          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  :                 68.5       52.4       81.0       73.1       65.1       48.0       66.7       61.8
Old  :                 68.5       52.4       81.0       73.1       65.1       48.0       66.7       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, March 15, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    10,886:     8,893      6,633        595      3,019        633          0          0          0         75          0          0:      690       601
Old  :    10,886:     8,893      6,633        595      3,019        633          0          0          0         75          0          0:      690       601
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 8, 2011                                                                    :
     :       147:       -78         42          0        -75        180          0          0          0         75          0          0:      -30         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.7       60.9        5.5       27.7        5.8        0.0        0.0        0.0        0.7        0.0        0.0:      6.3       5.5
Old  :     100.0:      81.7       60.9        5.5       27.7        5.8        0.0        0.0        0.0        0.7        0.0        0.0:      6.3       5.5
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  :        24:        12         12          .          4          4          0          0          0          .          0          0:
Old  :        24:        12         12          .          4          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  :                 56.3       58.9       75.7       77.3       52.2       57.1       70.3       70.8
Old  :                 56.3       58.9       75.7       77.3       52.2       57.1       70.3       70.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 18, 2011