```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 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  : 4,082,626: 1,566,294  1,169,728    104,232    845,970    676,794    373,009     54,010  1,045,601     28,266     11,098    264,581:   23,849    14,844
Old  : 4,082,626: 1,566,294  1,169,728    104,232    845,970    676,794    373,009     54,010  1,045,601     28,266     11,098    264,581:   23,849    14,844
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :  -134,794:   -41,500    -79,439     15,294   -117,402     13,824   -136,672      4,088     52,524    -23,909      5,940    -10,985:   -3,370    -3,344
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.4       28.7        2.6       20.7       16.6        9.1        1.3       25.6        0.7        0.3        6.5:      0.6       0.4
Old  :     100.0:      38.4       28.7        2.6       20.7       16.6        9.1        1.3       25.6        0.7        0.3        6.5:      0.6       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  :       213:        94         90         14         21         32         23         17         36         19         16         36:
Old  :       213:        94         90         14         21         32         23         17         36         19         16         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  :                 29.0       24.0       42.9       40.2       10.4       11.9       15.7       17.5
Old  :                 29.0       24.0       42.9       40.2       10.4       11.9       15.7       17.5
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 4, 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  : 1,005,320:   103,952    110,893    172,372     79,012    117,536    153,632    254,653    247,079     24,159     37,854    102,969:   83,621    55,324
Old  : 1,005,320:   103,952    110,893    172,372     79,012    117,536    153,632    254,653    247,079     24,159     37,854    102,969:   83,621    55,324
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :    43,802:     6,208      2,437     17,619      2,664       -277     -8,489     21,761      9,773      7,984     -4,791      6,225:    4,761     6,011
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.3       11.0       17.1        7.9       11.7       15.3       25.3       24.6        2.4        3.8       10.2:      8.3       5.5
Old  :     100.0:      10.3       11.0       17.1        7.9       11.7       15.3       25.3       24.6        2.4        3.8       10.2:      8.3       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       306:        59         51         22         11         27         55         67         74         39         36         59:
Old  :       306:        59         51         22         11         27         55         67         74         39         36         59:
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  :                 21.4       32.7       32.5       44.2       15.7       20.6       21.6       28.0
Old  :                 21.4       32.7       32.5       44.2       15.7       20.6       21.6       28.0
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 4, 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  :    60,267:    34,959     25,101      4,386     17,661      6,390      1,166        771      1,411          0          0          0:   11,955     8,933
Old  :    60,267:    34,959     25,101      4,386     17,661      6,390      1,166        771      1,411          0          0          0:   11,955     8,933
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :    -3,661:    -1,242     -2,771        324       -893       -404     -1,631        771       -389          0          0          0:     -319        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.0       41.6        7.3       29.3       10.6        1.9        1.3        2.3        0.0        0.0        0.0:     19.8      14.8
Old  :     100.0:      58.0       41.6        7.3       29.3       10.6        1.9        1.3        2.3        0.0        0.0        0.0:     19.8      14.8
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  :        24:        16         13          .          4          5          .          .          .          0          0          0:
Old  :        24:        16         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  :                 46.2       46.6       60.3       68.0       40.0       39.1       47.2       49.3
Old  :                 46.2       46.6       60.3       68.0       40.0       39.1       47.2       49.3
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 4, 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  :    37,782:    22,789     11,690      3,069     11,164      4,382        134      1,280      2,955          0          0          0:    4,453     6,311
Old  :    37,782:    22,789     11,690      3,069     11,164      4,382        134      1,280      2,955          0          0          0:    4,453     6,311
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :    -3,120:    -1,710     -1,299        586       -626       -834        -62        842       -438          0          0          0:     -662      -765
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.3       30.9        8.1       29.5       11.6        0.4        3.4        7.8        0.0        0.0        0.0:     11.8      16.7
Old  :     100.0:      60.3       30.9        8.1       29.5       11.6        0.4        3.4        7.8        0.0        0.0        0.0:     11.8      16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        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  :                 51.6       39.6       77.3       60.5       40.9       33.5       54.5       46.3
Old  :                 51.6       39.6       77.3       60.5       40.9       33.5       54.5       46.3
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 4, 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  :    61,611:    35,115     32,330      8,999     10,598      5,701          0          0          0          0          0          0:   11,796    12,982
Old  :    61,611:    35,115     32,330      8,999     10,598      5,701          0          0          0          0          0          0:   11,796    12,982
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :    -3,324:    -2,285     -3,799     -1,773       -341        -93          0          0          0          0          0          0:      827       909
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.0       52.5       14.6       17.2        9.3        0.0        0.0        0.0        0.0        0.0        0.0:     19.1      21.1
Old  :     100.0:      57.0       52.5       14.6       17.2        9.3        0.0        0.0        0.0        0.0        0.0        0.0:     19.1      21.1
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  :        23:        11         14          .          4          4          0          0          0          0          0          0:
Old  :        23:        11         14          .          4          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       42.0       57.0       58.4       27.0       36.5       40.6       49.0
Old  :                 34.4       42.0       57.0       58.4       27.0       36.5       40.6       49.0
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 4, 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  :    73,461:    43,327     34,336     12,714     28,875      6,225          0          0          0          0          0          0:   11,195     4,025
Old  :    73,461:    43,327     34,336     12,714     28,875      6,225          0          0          0          0          0          0:   11,195     4,025
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :    -3,510:    -3,117     -1,102       -248     -1,852       -217          0          0          0          0          0          0:       72      -339
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.0       46.7       17.3       39.3        8.5        0.0        0.0        0.0        0.0        0.0        0.0:     15.2       5.5
Old  :     100.0:      59.0       46.7       17.3       39.3        8.5        0.0        0.0        0.0        0.0        0.0        0.0:     15.2       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        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  :                 47.0       52.8       66.3       73.9       41.2       48.3       56.0       64.0
Old  :                 47.0       52.8       66.3       73.9       41.2       48.3       56.0       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 2010                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    85,353:    53,074     51,185     13,076     16,732      3,900      2,197      3,316      5,138          0          0          0:    7,968     5,082
Old  :    85,353:    53,074     51,185     13,076     16,732      3,900      2,197      3,316      5,138          0          0          0:    7,968     5,082
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :    -5,336:    -2,291     -2,870       -421     -1,589       -447        148        454       -533          0          0          0:   -1,792      -351
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       60.0       15.3       19.6        4.6        2.6        3.9        6.0        0.0        0.0        0.0:      9.3       6.0
Old  :     100.0:      62.2       60.0       15.3       19.6        4.6        2.6        3.9        6.0        0.0        0.0        0.0:      9.3       6.0
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  :        33:        13         17          4          5          5          .          .          4          0          0          0:
Old  :        33:        13         17          4          5          5          .          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       43.3       64.7       60.5       41.0       40.9       57.5       55.7
Old  :                 44.3       43.3       64.7       60.5       41.0       40.9       57.5       55.7
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 4, 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  :    82,357:    65,855     33,211      4,288     23,402      1,461      1,224      7,768      3,337          0          0          0:    6,192    13,178
Old  :    82,357:    65,855     33,211      4,288     23,402      1,461      1,224      7,768      3,337          0          0          0:    6,192    13,178
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :    -5,224:    -3,349       -962       -555     -2,050          0       -496     -1,198       -206          0          0          0:     -618      -808
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.0       40.3        5.2       28.4        1.8        1.5        9.4        4.1        0.0        0.0        0.0:      7.5      16.0
Old  :     100.0:      80.0       40.3        5.2       28.4        1.8        1.5        9.4        4.1        0.0        0.0        0.0:      7.5      16.0
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  :        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  :                 60.9       41.3       80.0       58.6       58.0       39.5       71.3       55.8
Old  :                 60.9       41.3       80.0       58.6       58.0       39.5       71.3       55.8
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 4, 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  :    80,806:    41,223     19,789      8,392     41,749      5,776      5,650      1,866      3,918          0          0          0:   15,847     7,708
Old  :    80,806:    41,223     19,789      8,392     41,749      5,776      5,650      1,866      3,918          0          0          0:   15,847     7,708
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :    -3,191:    -3,038       -833        217       -496       -299        636       -162       -308          0          0          0:     -399    -1,093
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.0       24.5       10.4       51.7        7.1        7.0        2.3        4.8        0.0        0.0        0.0:     19.6       9.5
Old  :     100.0:      51.0       24.5       10.4       51.7        7.1        7.0        2.3        4.8        0.0        0.0        0.0:     19.6       9.5
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  :        26:        11         11          .          6          4          .          .          .          0          0          0:
Old  :        26:        11         11          .          6          4          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       47.3       61.7       64.9       29.8       47.0       49.6       62.8
Old  :                 34.9       47.3       61.7       64.9       29.8       47.0       49.6       62.8
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 4, 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  : 1,646,022:   311,980    293,970     96,162     91,208    614,614     29,824     80,784    208,339     52,482     22,190    325,672:    6,949     9,244
Old  : 1,646,022:   311,980    293,970     96,162     91,208    614,614     29,824     80,784    208,339     52,482     22,190    325,672:    6,949     9,244
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :    53,202:    13,327     14,476     -1,274      3,996     19,225      5,137     -1,604      6,327        860        729      9,833:     -232       221
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.0       17.9        5.8        5.5       37.3        1.8        4.9       12.7        3.2        1.3       19.8:      0.4       0.6
Old  :     100.0:      19.0       17.9        5.8        5.5       37.3        1.8        4.9       12.7        3.2        1.3       19.8:      0.4       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  :       132:        37         36          9         15         24         24         15         29         22          9         30:
Old  :       132:        37         36          9         15         24         24         15         29         22          9         30:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       33.3       55.1       51.8        8.2        9.1       10.1       11.2
Old  :                 33.1       33.3       55.1       51.8        8.2        9.1       10.1       11.2
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 4, 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  :    30,453:     7,304      8,148         97      1,080        290      8,166      6,909     10,066      2,606      2,013      1,631:      292       314
Old  :    30,453:     7,304      8,148         97      1,080        290      8,166      6,909     10,066      2,606      2,013      1,631:      292       314
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :     2,878:     1,858      1,161          6        100         49       -243        139      1,757         58        275       -100:     -508      -504
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.0       26.8        0.3        3.5        1.0       26.8       22.7       33.1        8.6        6.6        5.4:      1.0       1.0
Old  :     100.0:      24.0       26.8        0.3        3.5        1.0       26.8       22.7       33.1        8.6        6.6        5.4:      1.0       1.0
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  :        28:         8          6          .          4          .          6          6          8          .          .          .:
Old  :        28:         8          6          .          4          .          6          6          8          .          .          .:
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  :                 67.4       60.6       91.1       84.2       36.4       30.1       37.5       34.7
Old  :                 67.4       60.6       91.1       84.2       36.4       30.1       37.5       34.7
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 4, 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  :    76,083:    48,961     55,159     24,822     17,446        244          0          0          0          0          0          0:    2,056     3,234
Old  :    76,083:    48,961     55,159     24,822     17,446        244          0          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:       April 27, 2010                                                                   :
     :    -7,115:    -5,239     -3,953     -1,240     -2,604          0          0          0          0          0          0          0:     -636      -558
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.4       72.5       32.6       22.9        0.3        0.0        0.0        0.0        0.0        0.0        0.0:      2.7       4.3
Old  :     100.0:      64.4       72.5       32.6       22.9        0.3        0.0        0.0        0.0        0.0        0.0        0.0:      2.7       4.3
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  :        23:        13         11          .          5          .          0          0          0          0          0          0:
Old  :        23:        13         11          .          5          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.7       52.7       84.6       76.8       56.5       48.9       69.1       64.5
Old  :                 68.7       52.7       84.6       76.8       56.5       48.9       69.1       64.5
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 4, 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  :   179,251:   109,738    121,394     38,135     29,611     15,992      4,820      3,420      4,293          0          0          0:    6,273     4,541
Old  :   179,251:   109,738    121,394     38,135     29,611     15,992      4,820      3,420      4,293          0          0          0:    6,273     4,541
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :   -10,171:    -5,364     -5,153     -2,361     -2,986       -989       -178       -110       -481          0          0          0:     -798      -452
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.2       67.7       21.3       16.5        8.9        2.7        1.9        2.4        0.0        0.0        0.0:      3.5       2.5
Old  :     100.0:      61.2       67.7       21.3       16.5        8.9        2.7        1.9        2.4        0.0        0.0        0.0:      3.5       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        26         27          8          4         10          .          .          4          0          0          0:
Old  :        47:        26         27          8          4         10          .          .          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       42.7       50.5       59.8       25.8       37.0       38.3       45.6
Old  :                 30.8       42.7       50.5       59.8       25.8       37.0       38.3       45.6
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 4, 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  :   128,458:    65,136     72,557     37,728     33,872     10,462      1,850      3,061      1,706          0          0          0:   11,575     6,800
Old  :   128,458:    65,136     72,557     37,728     33,872     10,462      1,850      3,061      1,706          0          0          0:   11,575     6,800
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :    -5,867:       879     -2,805     -2,015     -1,603       -648       -310        863       -554          0          0          0:   -3,218    -1,120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.7       56.5       29.4       26.4        8.1        1.4        2.4        1.3        0.0        0.0        0.0:      9.0       5.3
Old  :     100.0:      50.7       56.5       29.4       26.4        8.1        1.4        2.4        1.3        0.0        0.0        0.0:      9.0       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  :        31:        14         12          8          4          8          .          .          .          0          0          0:
Old  :        31:        14         12          8          4          8          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       49.0       66.5       73.8       45.0       47.3       55.7       68.9
Old  :                 52.6       49.0       66.5       73.8       45.0       47.3       55.7       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, May 4, 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  :   218,840:   113,794     95,528     32,771     72,670     31,660      6,979        166     11,661          0          0          0:   21,975     7,155
Old  :   218,840:   113,794     95,528     32,771     72,670     31,660      6,979        166     11,661          0          0          0:   21,975     7,155
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :    -6,736:    -9,995     -2,866       -150     -4,593     -1,080        171        166        527          0          0          0:    3,791     1,110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.0       43.7       15.0       33.2       14.5        3.2        0.1        5.3        0.0        0.0        0.0:     10.0       3.3
Old  :     100.0:      52.0       43.7       15.0       33.2       14.5        3.2        0.1        5.3        0.0        0.0        0.0:     10.0       3.3
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  :        41:        21         22          5         10         10          .          .          .          0          0          0:
Old  :        41:        21         22          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  :                 33.9       29.5       53.9       52.3       25.2       25.1       36.0       41.9
Old  :                 33.9       29.5       53.9       52.3       25.2       25.1       36.0       41.9
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 4, 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  :    56,475:    18,430     24,159     16,978     14,107     11,465      3,343      1,319        656          0          0          0:    5,603     4,769
Old  :    56,475:    18,430     24,159     16,978     14,107     11,465      3,343      1,319        656          0          0          0:    5,603     4,769
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :    -1,754:    -1,136     -1,330       -248       -216       -104          9          0         -9          0          0          0:     -266       -95
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      32.6       42.8       30.1       25.0       20.3        5.9        2.3        1.2        0.0        0.0        0.0:      9.9       8.4
Old  :     100.0:      32.6       42.8       30.1       25.0       20.3        5.9        2.3        1.2        0.0        0.0        0.0:      9.9       8.4
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  :        20:         7          7          .          4          4          .          .          .          0          0          0:
Old  :        20:         7          7          .          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  :                 67.0       60.3       82.0       81.6       57.6       51.2       63.2       62.8
Old  :                 67.0       60.3       82.0       81.6       57.6       51.2       63.2       62.8
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 4, 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  : 2,819,406:   802,376    509,249     70,802    914,898    373,319    577,767     59,832    637,661    128,082    105,403    202,932:   26,467    16,112
Old  : 2,819,406:   802,376    509,249     70,802    914,898    373,319    577,767     59,832    637,661    128,082    105,403    202,932:   26,467    16,112
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :  -105,298:   -49,358    -24,645     -5,708    -28,466    -12,011     19,389     17,331    -49,132     -7,782     -3,042     -2,681:    1,985    -2,652
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.5       18.1        2.5       32.5       13.2       20.5        2.1       22.6        4.5        3.7        7.2:      0.9       0.6
Old  :     100.0:      28.5       18.1        2.5       32.5       13.2       20.5        2.1       22.6        4.5        3.7        7.2:      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  :       176:        81         72         10         20         27         25         12         32         10         13         21:
Old  :       176:        81         72         10         20         27         25         12         32         10         13         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.7       32.6       45.3       45.3       18.5       21.2       25.9       29.5
Old  :                 33.7       32.6       45.3       45.3       18.5       21.2       25.9       29.5
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 4, 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  :   965,261:   184,315    287,809    345,423    150,261    158,374     80,845     79,597     80,789     33,476    126,749     77,889:    4,150     3,793
Old  :   965,261:   184,315    287,809    345,423    150,261    158,374     80,845     79,597     80,789     33,476    126,749     77,889:    4,150     3,793
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :   -93,864:   -14,676    -15,103      9,088    -15,516    -21,742    -30,318    -22,415     -9,483     -8,107     10,185    -21,476:    2,850     1,686
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.1       29.8       35.8       15.6       16.4        8.4        8.2        8.4        3.5       13.1        8.1:      0.4       0.4
Old  :     100.0:      19.1       29.8       35.8       15.6       16.4        8.4        8.2        8.4        3.5       13.1        8.1:      0.4       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  :        92:        23         24         14          7         18          9         14         18          9         14         22:
Old  :        92:        23         24         14          7         18          9         14         18          9         14         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.7       40.0       52.7       58.8       31.8       34.7       43.4       43.1
Old  :                 37.7       40.0       52.7       58.8       31.8       34.7       43.4       43.1
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 4, 2010                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    22,530:    20,059     14,419         47      6,097      1,494          0         17        238         60         45         75:      557       145
Old  :    22,530:    20,059     14,419         47      6,097      1,494          0         17        238         60         45         75:      557       145
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :       762:       939        654        -50        280       -288          0        -15         81         60          0          0:       20        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.0       64.0        0.2       27.1        6.6        0.0        0.1        1.1        0.3        0.2        0.3:      2.5       0.6
Old  :     100.0:      89.0       64.0        0.2       27.1        6.6        0.0        0.1        1.1        0.3        0.2        0.3:      2.5       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  :        45:        30         27          .          7          7          0          .          .          .          .          .:
Old  :        45:        30         27          .          7          7          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       38.4       56.3       59.4       29.7       35.9       45.4       48.2
Old  :                 37.9       38.4       56.3       59.4       29.7       35.9       45.4       48.2
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 4, 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  :    17,256:    16,123      9,380          0      7,341        345          0          0          0          0          0          0:      788       190
Old  :    17,256:    16,123      9,380          0      7,341        345          0          0          0          0          0          0:      788       190
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :    -1,093:      -570       -528          0       -217       -248          0        -30          0          0          0          0:     -275       -70
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.4       54.4        0.0       42.5        2.0        0.0        0.0        0.0        0.0        0.0        0.0:      4.6       1.1
Old  :     100.0:      93.4       54.4        0.0       42.5        2.0        0.0        0.0        0.0        0.0        0.0        0.0:      4.6       1.1
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  :        22:        11         10          0          7          .          0          0          0          0          0          0:
Old  :        22:        11         10          0          7          .          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  :                 64.5       60.7       90.5       82.6       49.7       56.1       65.8       67.6
Old  :                 64.5       60.7       90.5       82.6       49.7       56.1       65.8       67.6
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 4, 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  :    10,884:     8,777      7,219          0      1,718      1,717          0          3         70          0          0          0:      320       157
Old  :    10,884:     8,777      7,219          0      1,718      1,717          0          3         70          0          0          0:      320       157
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :    -1,097:      -913       -706          0       -300       -166        -57          3         37          0          0          0:        2        35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.6       66.3        0.0       15.8       15.8        0.0        0.0        0.6        0.0        0.0        0.0:      2.9       1.4
Old  :     100.0:      80.6       66.3        0.0       15.8       15.8        0.0        0.0        0.6        0.0        0.0        0.0:      2.9       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        11         14          0          6          4          0          .          .          0          0          0:
Old  :        25:        11         14          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  :                 74.1       42.1       87.4       70.0       68.2       34.8       69.2       53.6
Old  :                 74.1       42.1       87.4       70.0       68.2       34.8       69.2       53.6
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 4, 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  :    10,180:     7,763      7,481        323      1,407      1,037          0          0          0        740          0          0:      317       255
Old  :    10,180:     7,763      7,481        323      1,407      1,037          0          0          0        740          0          0:      317       255
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 27, 2010                                                                   :
     :       185:      -124        -33       -169         71        162          0          0          0        310          0          0:        6       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.3       73.5        3.2       13.8       10.2        0.0        0.0        0.0        7.3        0.0        0.0:      3.1       2.5
Old  :     100.0:      76.3       73.5        3.2       13.8       10.2        0.0        0.0        0.0        7.3        0.0        0.0:      3.1       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        21         15          .          5          5          0          0          0          .          0          0:
Old  :        32:        21         15          .          5          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  :                 46.2       49.1       67.3       75.6       37.4       40.3       52.3       57.8
Old  :                 46.2       49.1       67.3       75.6       37.4       40.3       52.3       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 7, 2010