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NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 4,298,236: 1,650,254  1,199,007    104,318    822,689    706,559    360,086     52,242  1,178,165     14,369     61,453    258,008:   26,477    20,113
Old  : 4,298,236: 1,650,254  1,199,007    104,318    822,689    706,559    360,086     52,242  1,178,165     14,369     61,453    258,008:   26,477    20,113
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :    37,911:    32,296     -1,954     -3,061    -50,443      7,838      5,529      1,834     32,447    -37,216     45,919     -2,779:    2,857     5,049
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.4       27.9        2.4       19.1       16.4        8.4        1.2       27.4        0.3        1.4        6.0:      0.6       0.5
Old  :     100.0:      38.4       27.9        2.4       19.1       16.4        8.4        1.2       27.4        0.3        1.4        6.0:      0.6       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       222:        98         90         14         21         33         22         19         38         17         24         36:
Old  :       222:        98         90         14         21         33         22         19         38         17         24         36:
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  :                 26.0       22.0       40.5       36.7        9.9       10.7       15.2       16.0
Old  :                 26.0       22.0       40.5       36.7        9.9       10.7       15.2       16.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   970,255:   113,416    122,190    154,218     73,187    116,941    140,148    217,269    244,926     22,530     43,818    101,219:   76,857    50,705
Old  :   970,255:   113,416    122,190    154,218     73,187    116,941    140,148    217,269    244,926     22,530     43,818    101,219:   76,857    50,705
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :   -51,526:      -697     -8,510     -3,285     -2,013     -6,391    -15,098      4,809    -24,234      9,182     -7,648     -8,687:   -2,316     1,148
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.7       12.6       15.9        7.5       12.1       14.4       22.4       25.2        2.3        4.5       10.4:      7.9       5.2
Old  :     100.0:      11.7       12.6       15.9        7.5       12.1       14.4       22.4       25.2        2.3        4.5       10.4:      7.9       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       282:        59         49         22         12         29         50         57         66         30         35         58:
Old  :       282:        59         49         22         12         29         50         57         66         30         35         58:
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  :                 21.0       33.1       32.6       46.7       15.6       20.9       20.5       26.6
Old  :                 21.0       33.1       32.6       46.7       15.6       20.9       20.5       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-02365A
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    60,983:    37,476     25,197      4,386     17,965      6,086      1,114        917      1,381          0          0          0:   10,540     9,437
Old  :    60,983:    37,476     25,197      4,386     17,965      6,086      1,114        917      1,381          0          0          0:   10,540     9,437
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :       550:     2,711        124          0        304       -304        -52        106         16          0          0          0:   -1,821       304
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.5       41.3        7.2       29.5       10.0        1.8        1.5        2.3        0.0        0.0        0.0:     17.3      15.5
Old  :     100.0:      61.5       41.3        7.2       29.5       10.0        1.8        1.5        2.3        0.0        0.0        0.0:     17.3      15.5
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  :        25:        17         13          .          4          5          .          .          .          0          0          0:
Old  :        25:        17         13          .          4          5          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       46.1       60.8       67.0       39.5       38.2       48.9       49.0
Old  :                 45.6       46.1       60.8       67.0       39.5       38.2       48.9       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-02365B
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    39,244:    23,217     11,636      3,309     11,164      4,852        134        998      3,143          0          0          0:    4,589     7,451
Old  :    39,244:    23,217     11,636      3,309     11,164      4,852        134        998      3,143          0          0          0:    4,589     7,451
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :       276:         0       -120        240          0        -20          0       -124         92          0          0          0:      -36       448
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.2       29.7        8.4       28.4       12.4        0.3        2.5        8.0        0.0        0.0        0.0:     11.7      19.0
Old  :     100.0:      59.2       29.7        8.4       28.4       12.4        0.3        2.5        8.0        0.0        0.0        0.0:     11.7      19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         7          8          .          4          4          .          .          .          0          0          0:
Old  :        20:         7          8          .          4          4          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       37.9       75.9       58.2       39.4       32.8       53.1       43.9
Old  :                 50.5       37.9       75.9       58.2       39.4       32.8       53.1       43.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365C
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    63,594:    39,779     33,888      8,511     10,536      5,886          0          0          0          0          0          0:    9,418    13,284
Old  :    63,594:    39,779     33,888      8,511     10,536      5,886          0          0          0          0          0          0:    9,418    13,284
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :       506:       506        506       -240          0          0          0          0          0          0          0          0:      240         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.6       53.3       13.4       16.6        9.3        0.0        0.0        0.0        0.0        0.0        0.0:     14.8      20.9
Old  :     100.0:      62.6       53.3       13.4       16.6        9.3        0.0        0.0        0.0        0.0        0.0        0.0:     14.8      20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        13         15          .          4          4          0          0          0          0          0          0:
Old  :        25:        13         15          .          4          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       38.6       54.7       56.2       25.3       34.7       41.6       46.9
Old  :                 32.8       38.6       54.7       56.2       25.3       34.7       41.6       46.9
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 - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    74,921:    43,327     34,336     12,714     30,335      6,225          0          0          0          0          0          0:   12,655     4,025
Old  :    74,921:    43,327     34,336     12,714     30,335      6,225          0          0          0          0          0          0:   12,655     4,025
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :         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:      57.8       45.8       17.0       40.5        8.3        0.0        0.0        0.0        0.0        0.0        0.0:     16.9       5.4
Old  :     100.0:      57.8       45.8       17.0       40.5        8.3        0.0        0.0        0.0        0.0        0.0        0.0:     16.9       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         13          .          5          4          0          0          0          0          0          0:
Old  :        22:        13         13          .          5          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       53.7       65.0       74.4       40.4       49.3       54.9       64.7
Old  :                 46.1       53.7       65.0       74.4       40.4       49.3       54.9       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    90,094:    57,744     54,712     13,196     16,732      3,840      1,851      3,321      6,046          0        540          0:    7,417     4,903
Old  :    90,094:    57,744     54,712     13,196     16,732      3,840      1,851      3,321      6,046          0        540          0:    7,417     4,903
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :     1,858:     1,770      1,733          0          0          0       -678     -1,253      1,292          0        540          0:     -526      -454
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.1       60.7       14.6       18.6        4.3        2.1        3.7        6.7        0.0        0.6        0.0:      8.2       5.4
Old  :     100.0:      64.1       60.7       14.6       18.6        4.3        2.1        3.7        6.7        0.0        0.6        0.0:      8.2       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        36:        15         18          4          5          5          .          .          4          0          .          0:
Old  :        36:        15         18          4          5          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  :                 44.8       41.0       65.5       59.6       41.9       38.8       58.1       54.5
Old  :                 44.8       41.0       65.5       59.6       41.9       38.8       58.1       54.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02365K
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    82,170:    65,583     33,841      4,288     23,770      1,461      1,224      7,740      2,966          0          0          0:    6,648    12,392
Old  :    82,170:    65,583     33,841      4,288     23,770      1,461      1,224      7,740      2,966          0          0          0:    6,648    12,392
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :        58:      -422       -216          0          0          0          0       -176        330          0          0          0:      150       120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.8       41.2        5.2       28.9        1.8        1.5        9.4        3.6        0.0        0.0        0.0:      8.1      15.1
Old  :     100.0:      79.8       41.2        5.2       28.9        1.8        1.5        9.4        3.6        0.0        0.0        0.0:      8.1      15.1
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  :        26:        10         13          .          6          .          .          .          .          0          0          0:
Old  :        26:        10         13          .          6          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       41.2       79.8       59.8       57.8       39.3       71.0       55.5
Old  :                 60.7       41.2       79.8       59.8       57.8       39.3       71.0       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    81,947:    41,634     21,011      8,516     41,749      5,776      5,571      1,866      4,306        720          0          0:   15,424     7,239
Old  :    81,947:    41,634     21,011      8,516     41,749      5,776      5,571      1,866      4,306        720          0          0:   15,424     7,239
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :       298:       146       -153        124          0          0       -719          0        534        120          0          0:       93       -83
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.8       25.6       10.4       50.9        7.0        6.8        2.3        5.3        0.9        0.0        0.0:     18.8       8.8
Old  :     100.0:      50.8       25.6       10.4       50.9        7.0        6.8        2.3        5.3        0.9        0.0        0.0:     18.8       8.8
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  :        30:        14         14          .          6          4          .          .          .          .          0          0:
Old  :        30:        14         14          .          6          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  :                 34.0       46.6       59.4       65.4       29.5       46.3       47.5       62.9
Old  :                 34.0       46.6       59.4       65.4       29.5       46.3       47.5       62.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,600,569:   297,120    292,884     94,021     84,874    598,064     26,469     80,715    203,165     54,678     11,466    320,725:    6,326     8,677
Old  : 1,600,569:   297,120    292,884     94,021     84,874    598,064     26,469     80,715    203,165     54,678     11,466    320,725:    6,326     8,677
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :   -95,418:   -24,465    -10,291       -187     -2,360    -31,115      2,929     -5,811    -14,696     -6,026     -8,920    -21,413:     -444      -811
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      18.6       18.3        5.9        5.3       37.4        1.7        5.0       12.7        3.4        0.7       20.0:      0.4       0.5
Old  :     100.0:      18.6       18.3        5.9        5.3       37.4        1.7        5.0       12.7        3.4        0.7       20.0:      0.4       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       131:        38         36         10         14         23         20         18         31         20         10         28:
Old  :       131:        38         36         10         14         23         20         18         31         20         10         28:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       33.8       55.8       52.1        8.8        8.3       10.6       10.1
Old  :                 33.9       33.8       55.8       52.1        8.8        8.3       10.6       10.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    32,952:     8,553      9,396         75      1,369        246      7,555      6,002     11,633      2,587      1,786      1,834:      470       685
Old  :    32,952:     8,553      9,396         75      1,369        246      7,555      6,002     11,633      2,587      1,786      1,834:      470       685
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :     2,051:       176        814          4        445         11        641       -461      1,323         76        102        -25:     -156      -158
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.0       28.5        0.2        4.2        0.7       22.9       18.2       35.3        7.8        5.4        5.6:      1.4       2.1
Old  :     100.0:      26.0       28.5        0.2        4.2        0.7       22.9       18.2       35.3        7.8        5.4        5.6:      1.4       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  :        32:         9          7          .          5          .          7          7         10          .          .          .:
Old  :        32:         9          7          .          5          .          7          7         10          .          .          .:
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  :                 66.0       59.4       88.2       84.3       33.7       29.1       35.5       33.2
Old  :                 66.0       59.4       88.2       84.3       33.7       29.1       35.5       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-023A85
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    41,345:    27,245     35,756      5,712      1,394      1,524          0        480          0          0          0          0:    6,864     2,191
Old  :    41,345:    27,245     35,756      5,712      1,394      1,524          0        480          0          0          0          0:    6,864     2,191
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.9       86.5       13.8        3.4        3.7        0.0        1.2        0.0        0.0        0.0        0.0:     16.6       5.3
Old  :     100.0:      65.9       86.5       13.8        3.4        3.7        0.0        1.2        0.0        0.0        0.0        0.0:     16.6       5.3
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  :        21:        11         13          .          .          .          0          .          0          0          0          0:
Old  :        21:        11         13          .          .          .          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  :                 41.5       63.0       67.9       80.3       40.4       51.2       53.2       62.2
Old  :                 41.5       63.0       67.9       80.3       40.4       51.2       53.2       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035652
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    78,783:    50,941     56,179     24,822     19,126        244        720          0          0          0          0          0:    2,056     3,234
Old  :    78,783:    50,941     56,179     24,822     19,126        244        720          0          0          0          0          0:    2,056     3,234
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :     2,700:     1,980      1,020          0      1,680          0        720          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.7       71.3       31.5       24.3        0.3        0.9        0.0        0.0        0.0        0.0        0.0:      2.6       4.1
Old  :     100.0:      64.7       71.3       31.5       24.3        0.3        0.9        0.0        0.0        0.0        0.0        0.0:      2.6       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  :        25:        13         12          .          5          .          .          0          0          0          0          0:
Old  :        25:        13         12          .          5          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.3       50.9       83.5       76.3       54.2       47.2       68.2       64.4
Old  :                 66.3       50.9       83.5       76.3       54.2       47.2       68.2       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   189,513:   120,182    122,624     37,615     31,561     16,570      4,540      8,940      4,483          0          0          0:    6,123     5,335
Old  :   189,513:   120,182    122,624     37,615     31,561     16,570      4,540      8,940      4,483          0          0          0:    6,123     5,335
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :     7,916:     9,326        324       -856      1,890        238       -492      5,520       -270          0          0          0:      -30       214
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.4       64.7       19.8       16.7        8.7        2.4        4.7        2.4        0.0        0.0        0.0:      3.2       2.8
Old  :     100.0:      63.4       64.7       19.8       16.7        8.7        2.4        4.7        2.4        0.0        0.0        0.0:      3.2       2.8
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  :        47:        27         27          8          4          9          .          .          4          0          0          0:
Old  :        47:        27         27          8          4          9          .          .          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  :                 30.8       40.2       50.2       59.2       26.3       36.6       40.0       47.9
Old  :                 30.8       40.2       50.2       59.2       26.3       36.6       40.0       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   131,742:    65,157     77,102     37,298     30,123     13,517      1,850      1,959      2,214          0          0          0:   11,706     6,826
Old  :   131,742:    65,157     77,102     37,298     30,123     13,517      1,850      1,959      2,214          0          0          0:   11,706     6,826
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :    -1,047:      -407       -281     -1,294          0          0          0     -1,457        690          0          0          0:      -36         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.5       58.5       28.3       22.9       10.3        1.4        1.5        1.7        0.0        0.0        0.0:      8.9       5.2
Old  :     100.0:      49.5       58.5       28.3       22.9       10.3        1.4        1.5        1.7        0.0        0.0        0.0:      8.9       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        14         12          9          .          9          .          .          .          0          0          0:
Old  :        31:        14         12          9          .          9          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       49.2       63.8       74.2       41.0       48.3       51.5       68.6
Old  :                 49.6       49.2       63.8       74.2       41.0       48.3       51.5       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   228,533:   128,529    100,378     30,466     75,214     33,165      5,862        480     11,133          0          0          0:   19,378     8,163
Old  :   228,533:   128,529    100,378     30,466     75,214     33,165      5,862        480     11,133          0          0          0:   19,378     8,163
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :     5,057:     3,597        378       -872      1,418        920       -211       -128        775          0          0          0:      848     1,694
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.2       43.9       13.3       32.9       14.5        2.6        0.2        4.9        0.0        0.0        0.0:      8.5       3.6
Old  :     100.0:      56.2       43.9       13.3       32.9       14.5        2.6        0.2        4.9        0.0        0.0        0.0:      8.5       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        23         24          5         10         10          .          .          .          0          0          0:
Old  :        45:        23         24          5         10         10          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       28.3       51.5       49.9       24.7       24.1       35.9       40.5
Old  :                 33.0       28.3       51.5       49.9       24.7       24.1       35.9       40.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                  Code-035657
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    56,886:    19,419     24,010     17,410     13,652     11,393      1,846      1,319        847          0          0          0:    5,971     5,665
Old  :    56,886:    19,419     24,010     17,410     13,652     11,393      1,846      1,319        847          0          0          0:    5,971     5,665
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :     1,367:       719        232       -168          0         48        209          0        191          0          0          0:      368       896
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.1       42.2       30.6       24.0       20.0        3.2        2.3        1.5        0.0        0.0        0.0:     10.5      10.0
Old  :     100.0:      34.1       42.2       30.6       24.0       20.0        3.2        2.3        1.5        0.0        0.0        0.0:     10.5      10.0
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  :        20:         8          7          .          .          4          .          .          .          0          0          0:
Old  :        20:         8          7          .          .          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  :                 67.1       58.7       80.8       79.8       55.8       50.6       61.4       61.7
Old  :                 67.1       58.7       80.8       79.8       55.8       50.6       61.4       61.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,868,788:   843,733    530,611     70,990    946,609    351,641    570,279     61,931    655,023    123,098     75,110    229,596:   24,428    18,267
Old  : 2,868,788:   843,733    530,611     70,990    946,609    351,641    570,279     61,931    655,023    123,098     75,110    229,596:   24,428    18,267
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :    -7,766:    21,342      7,135      1,415    -11,308     -1,900    -26,081      1,534     -1,363     -1,586     -7,298      4,434:   -4,027     1,000
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.4       18.5        2.5       33.0       12.3       19.9        2.2       22.8        4.3        2.6        8.0:      0.9       0.6
Old  :     100.0:      29.4       18.5        2.5       33.0       12.3       19.9        2.2       22.8        4.3        2.6        8.0:      0.9       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  :       187:        89         74         10         20         27         24         13         33         16         10         23:
Old  :       187:        89         74         10         20         27         24         13         33         16         10         23:
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  :                 34.1       32.6       44.3       45.2       18.4       22.0       25.1       30.0
Old  :                 34.1       32.6       44.3       45.2       18.4       22.0       25.1       30.0
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 - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,028,700:   196,804    280,640    304,808    133,610    211,186     85,353     83,468     93,350     46,886    134,671     88,171:    2,142     3,604
Old  : 1,028,700:   196,804    280,640    304,808    133,610    211,186     85,353     83,468     93,350     46,886    134,671     88,171:    2,142     3,604
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :    16,056:     5,160    -11,320    -11,865       -403     13,972    -15,077     -3,719     10,526     13,940      7,276       -655:       55       379
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.1       27.3       29.6       13.0       20.5        8.3        8.1        9.1        4.6       13.1        8.6:      0.2       0.4
Old  :     100.0:      19.1       27.3       29.6       13.0       20.5        8.3        8.1        9.1        4.6       13.1        8.6:      0.2       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       100:        26         25         15          7         19         11         15         20         13         11         20:
Old  :       100:        26         25         15          7         19         11         15         20         13         11         20:
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  :                 34.1       39.2       49.8       56.2       24.8       33.3       35.0       41.2
Old  :                 34.1       39.2       49.8       56.2       24.8       33.3       35.0       41.2
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 - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    21,207:    18,370     13,433          0      5,255      1,959          0         66        154         70          0         95:      559       245
Old  :    21,207:    18,370     13,433          0      5,255      1,959          0         66        154         70          0         95:      559       245
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :       -43:       -88       -123        -10         51         10          0         16          0          0          0          0:       45         3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.6       63.3        0.0       24.8        9.2        0.0        0.3        0.7        0.3        0.0        0.4:      2.6       1.2
Old  :     100.0:      86.6       63.3        0.0       24.8        9.2        0.0        0.3        0.7        0.3        0.0        0.4:      2.6       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        29         26          0          8          6          0          .          .          .          0          .:
Old  :        43:        29         26          0          8          6          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.8       41.1       59.1       63.8       33.3       38.7       47.8       49.7
Old  :                 39.8       41.1       59.1       63.8       33.3       38.7       47.8       49.7
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 - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    17,784:    16,468      9,875          0      7,366        443          0          0          0          0          0          0:      873       100
Old  :    17,784:    16,468      9,875          0      7,366        443          0          0          0          0          0          0:      873       100
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :       162:       100         75          0         65          7        -20          0        -25          0          0          0:      100        40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.6       55.5        0.0       41.4        2.5        0.0        0.0        0.0        0.0        0.0        0.0:      4.9       0.6
Old  :     100.0:      92.6       55.5        0.0       41.4        2.5        0.0        0.0        0.0        0.0        0.0        0.0:      4.9       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  :        22:        10         11          0          8          4          0          0          0          0          0          0:
Old  :        22:        10         11          0          8          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  :                 66.1       60.2       91.4       82.0       50.3       54.4       65.3       66.4
Old  :                 66.1       60.2       91.4       82.0       50.3       54.4       65.3       66.4
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 - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    11,336:     9,269      7,638          0      1,893      1,677          0          3         70          0          0          0:      320        55
Old  :    11,336:     9,269      7,638          0      1,893      1,677          0          3         70          0          0          0:      320        55
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :       295:       265        185          0        120         30          0          0          0          0          0          0:        0       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.8       67.4        0.0       16.7       14.8        0.0        0.0        0.6        0.0        0.0        0.0:      2.8       0.5
Old  :     100.0:      81.8       67.4        0.0       16.7       14.8        0.0        0.0        0.6        0.0        0.0        0.0:      2.8       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        12         15          0          6          4          0          .          .          0          0          0:
Old  :        27:        12         15          0          6          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.5       44.0       86.4       72.0       68.5       36.7       70.5       54.3
Old  :                 73.5       44.0       86.4       72.0       68.5       36.7       70.5       54.3
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 - Options and Futures Combined, May 25, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,606:     8,877      7,965        180      1,159      1,202          0          0          0          0          0          0:      347       280
Old  :    10,606:     8,877      7,965        180      1,159      1,202          0          0          0          0          0          0:      347       280
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 18, 2010                                                                     :
     :        62:        85        120       -153       -193        130          0          0          0          0          0          0:        0         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.7       75.1        1.7       10.9       11.3        0.0        0.0        0.0        0.0        0.0        0.0:      3.3       2.6
Old  :     100.0:      83.7       75.1        1.7       10.9       11.3        0.0        0.0        0.0        0.0        0.0        0.0:      3.3       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        21         16          .          6          5          0          0          0          0          0          0:
Old  :        32:        21         16          .          6          5          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       45.9       66.1       73.0       35.8       39.3       50.3       53.0
Old  :                 46.4       45.9       66.1       73.0       35.8       39.3       50.3       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 28, 2010