```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,260,070                :
: Positions                                                                                                    :
:1,530,791 1,047,273   156,873   847,220   646,947   238,787    22,259 1,320,282    16,652    40,742   278,706 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:   19,558    -8,633     4,129    46,032    -1,336   -28,372      -234    54,268     1,369   -40,031    33,579 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.9      24.6       3.7      19.9      15.2       5.6       0.5      31.0       0.4       1.0       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   228                     :
:      107        96        16        20        34        25        15        36        16        21        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is   904,287                :
: Positions                                                                                                    :
:  107,793   124,211   160,196    85,703    96,153   133,621   197,086   209,381    21,952    50,508    98,202 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:   -2,489      -293      -637    -3,861   -19,677    -4,131   -11,400    18,058    -5,168     2,017     2,249 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      13.7      17.7       9.5      10.6      14.8      21.8      23.2       2.4       5.6      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   290                     :
:       55        49        22        10        26        55        63        82        35        35        64 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                              :
CFTC Code #02365A                                                    Open Interest is    55,875                :
: Positions                                                                                                    :
:   35,560    25,703     5,118    15,826     5,338       715         0     1,986         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:    1,428     1,782         0         0         0       -24         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.6      46.0       9.2      28.3       9.6       1.3       0.0       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       17        14         .         4         5         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                              :
CFTC Code #02365B                                                    Open Interest is    37,012                :
: Positions                                                                                                    :
:   20,825    11,519     3,601     9,425     5,548       677         0     2,483         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:     -141       583       158      -146       322       669      -163      -141         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.3      31.1       9.7      25.5      15.0       1.8       0.0       6.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10        10         .         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365C                                                    Open Interest is    65,382                :
: Positions                                                                                                    :
:   37,326    36,125    14,301    10,873     5,225         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:       74       -58         0      -116         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      55.3      21.9      16.6       8.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        15         4         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    69,787                :
: Positions                                                                                                    :
:   38,548    32,933    16,114    27,549     5,937         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:   -2,451      -212     1,965         0       151         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.2      47.2      23.1      39.5       8.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        11         .         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    76,485                :
: Positions                                                                                                    :
:   46,446    49,917    12,388     9,408     2,496     1,835       177     5,675         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:      102       482         0       120         0       256      -124       149         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.7      65.3      16.2      12.3       3.3       2.4       0.2       7.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        17         .         5         4         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                          :
CFTC Code #02365K                                                    Open Interest is    74,419                :
: Positions                                                                                                    :
:   62,946    30,717     3,195    13,854       853       736    10,774     1,679         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:    1,012     1,981         0    -2,804         0         0      -610       283         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      41.3       4.3      18.6       1.1       1.0      14.5       2.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        14         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #02365O                                                    Open Interest is    75,119                :
: Positions                                                                                                    :
:   39,311    22,446     9,728    37,619     4,923     6,984     1,458     2,864         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:     -492      -338       214         0      -214       154         0      -267         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.3      29.9      13.0      50.1       6.6       9.3       1.9       3.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        14         4         5         4         4         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,723,971                :
: Positions                                                                                                    :
:  327,499   308,903   104,986    88,363   663,666    17,270    83,049   193,272    55,070    22,296   356,844 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:    3,947     4,201     1,666    -5,967     8,023      -481     2,085       399    -2,618     2,272     6,696 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.0      17.9       6.1       5.1      38.5       1.0       4.8      11.2       3.2       1.3      20.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   143                     :
:       40        41        10        14        24        24        19        35        17        16        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TRANSCO ZONE 4 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                       :
CFTC Code #023A37                                                    Open Interest is    30,016                :
: Positions                                                                                                    :
:   16,384    21,444     8,220     1,802       552     2,758         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.6      71.4      27.4       6.0       1.8       9.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10        10         .         .         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    48,120                :
: Positions                                                                                                    :
:   13,049    16,233     5,775     3,960     4,887     7,284     6,276    10,918     2,042     1,540     3,942 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:      251       782       587       875      -272       936       282    -1,263       -52      -219       493 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.1      33.7      12.0       8.2      10.2      15.1      13.0      22.7       4.2       3.2       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       14        12         4         6         6         5         8        11         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #023A85                                                    Open Interest is    32,621                :
: Positions                                                                                                    :
:   21,971    23,900     3,579     2,616     1,592         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:     -856    -2,080         0     1,224         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      73.3      11.0       8.0       4.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11        12         .         .         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035652                                                    Open Interest is    66,527                :
: Positions                                                                                                    :
:   42,915    51,581    22,382    12,322       244         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:      248       248         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      77.5      33.6      18.5       0.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        14         .         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is   157,800                :
: Positions                                                                                                    :
:   87,828    93,229    39,711    33,382    15,542     5,099     6,609     4,104         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:   -4,366       157     4,757         0      -282       132        90       -90         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      59.1      25.2      21.2       9.8       3.2       4.2       2.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       25        26         9         4        10         4         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is   122,595                :
: Positions                                                                                                    :
:   66,404    71,314    29,779    27,075    14,024     1,147     3,715       783         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:    1,421      -743    -1,004      -736       783         0     1,896      -768         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.2      58.2      24.3      22.1      11.4       0.9       3.0       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        12         8         4         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   208,098                :
: Positions                                                                                                    :
:  114,626    90,401    30,386    69,431    29,694     7,277     1,488    10,264         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:   -1,236    -4,510      -608     1,767        -3    -1,788         0       968         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      43.4      14.6      33.4      14.3       3.5       0.7       4.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        25         5        10        10         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                             :
CFTC Code #035656                                                    Open Interest is    47,062                :
: Positions                                                                                                    :
:   32,696    19,836     5,919    14,722     4,000         0     2,635     1,220         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:       90        90         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.5      42.1      12.6      31.3       8.5       0.0       5.6       2.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         6         .         4         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,710,043                :
: Positions                                                                                                    :
:  818,368   491,471    59,933   886,775   369,885   541,465    67,588   552,638   118,493   102,891   218,917 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:   11,680   -19,444       -34    -8,297    27,175   -14,754     7,635    35,435    -5,567     7,442     4,924 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     30.2      18.1       2.2      32.7      13.6      20.0       2.5      20.4       4.4       3.8       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   186                     :
:       82        72         8        22        27        24        15        35        11        16        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,024,080                :
: Positions                                                                                                    :
:  185,947   269,670   307,523   195,407   221,065    78,841    92,824    56,559    76,429    90,258    95,145 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:      702    -8,655   -34,683    -1,465    26,956    12,427    12,534      -220    20,482    -3,476    -5,411 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.2      26.3      30.0      19.1      21.6       7.7       9.1       5.5       7.5       8.8       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    98                     :
:       24        23        12         8        18        10        17        22        18         8        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    21,247                :
: Positions                                                                                                    :
:   18,261    12,677       225     6,548     1,672        34         0       135        60         0        45 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:       22       115         0       -48        95        34       -21        22         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.9      59.7       1.1      30.8       7.9       0.2       0.0       0.6       0.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       30        20         .         5         4         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     9,568                :
: Positions                                                                                                    :
:    7,527     6,214         0     1,525     1,504        33         0        80         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:       32        57         0         0         0        25         0        50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      64.9       0.0      15.9      15.7       0.3       0.0       0.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        13         0         5         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 20, 2010              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,788                :
: Positions                                                                                                    :
:    8,345     7,118       388     1,485       765         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 13, 2010                                                                              :
:       60       342       232       135      -102         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.3      72.7       4.0      15.2       7.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        14         .         .         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated July 23, 2010