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NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, July 6, 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  : 4,096,022: 1,450,821  1,043,195    156,570    841,007    612,322    317,757     21,552  1,258,791     26,679     57,300    229,303:   43,779    32,552
Old  : 4,096,022: 1,450,821  1,043,195    156,570    841,007    612,322    317,757     21,552  1,258,791     26,679     57,300    229,303:   43,779    32,552
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :     5,200:     9,655    -24,382      2,647     -6,810     -5,695    -34,973     -9,625     37,824      2,234     19,597     -6,990:      498     1,281
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.4       25.5        3.8       20.5       14.9        7.8        0.5       30.7        0.7        1.4        5.6:      1.1       0.8
Old  :     100.0:      35.4       25.5        3.8       20.5       14.9        7.8        0.5       30.7        0.7        1.4        5.6:      1.1       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       220:       101         92         14         20         32         26         15         38         18         18         34:
Old  :       220:       101         92         14         20         32         26         15         38         18         18         34:
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  :                 27.3       24.7       42.7       40.4       10.3       13.1       15.4       18.5
Old  :                 27.3       24.7       42.7       40.4       10.3       13.1       15.4       18.5
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, July 6, 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  :   900,958:   104,704    127,022    153,141     81,687    122,956    137,141    191,590    196,219     18,426     49,486     90,515:   77,856    41,484
Old  :   900,958:   104,704    127,022    153,141     81,687    122,956    137,141    191,590    196,219     18,426     49,486     90,515:   77,856    41,484
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    14,996:     3,692      5,356      3,496        -33      8,268     -1,786     -3,063      3,652       -189        313       -650:   -1,487     1,152
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.6       14.1       17.0        9.1       13.6       15.2       21.3       21.8        2.0        5.5       10.0:      8.6       4.6
Old  :     100.0:      11.6       14.1       17.0        9.1       13.6       15.2       21.3       21.8        2.0        5.5       10.0:      8.6       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       267:        54         48         23          9         28         57         46         70         30         35         59:
Old  :       267:        54         48         23          9         28         57         46         70         30         35         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  :                 18.6       33.5       30.5       46.1       15.2       23.4       20.5       29.1
Old  :                 18.6       33.5       30.5       46.1       15.2       23.4       20.5       29.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-02365A
Disaggregated Commitments of Traders - Options and Futures Combined, July 6, 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  :    55,280:    33,772     23,561      5,118     15,826      5,338        743          0      1,986          0          0          0:    8,323     8,569
Old  :    55,280:    33,772     23,561      5,118     15,826      5,338        743          0      1,986          0          0          0:    8,323     8,569
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -3,282:    -3,291     -1,209        372     -1,065       -380       -352          0          0          0          0          0:      369      -628
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.1       42.6        9.3       28.6        9.7        1.3        0.0        3.6        0.0        0.0        0.0:     15.1      15.5
Old  :     100.0:      61.1       42.6        9.3       28.6        9.7        1.3        0.0        3.6        0.0        0.0        0.0:     15.1      15.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        16         13          .          4          5          .          0          .          0          0          0:
Old  :        24:        16         13          .          4          5          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       47.9       63.4       67.8       37.6       40.9       49.8       50.7
Old  :                 45.4       47.9       63.4       67.8       37.6       40.9       49.8       50.7
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, July 6, 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  :    35,375:    20,726      9,697      3,443      9,559      5,238          8      1,174      2,099          0          0          0:    3,861     7,608
Old  :    35,375:    20,726      9,697      3,443      9,559      5,238          8      1,174      2,099          0          0          0:    3,861     7,608
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -4,103:    -3,190     -2,134       -723       -578       -131       -434       -508        -19          0          0          0:      394      -733
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.6       27.4        9.7       27.0       14.8        0.0        3.3        5.9        0.0        0.0        0.0:     10.9      21.5
Old  :     100.0:      58.6       27.4        9.7       27.0       14.8        0.0        3.3        5.9        0.0        0.0        0.0:     10.9      21.5
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  :        21:        10         10          .          4          4          .          .          .          0          0          0:
Old  :        21:        10         10          .          4          4          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.3       38.7       73.4       58.9       36.0       30.5       52.8       41.5
Old  :                 52.3       38.7       73.4       58.9       36.0       30.5       52.8       41.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365C
Disaggregated Commitments of Traders - Options and Futures Combined, July 6, 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  :    62,864:    35,276     35,338     14,797      9,981      5,225          0          0          0          0          0          0:    7,566    12,320
Old  :    62,864:    35,276     35,338     14,797      9,981      5,225          0          0          0          0          0          0:    7,566    12,320
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -5,234:    -2,684     -4,242     -1,493       -165       -269          0          0          0          0          0          0:     -788      -558
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.1       56.2       23.5       15.9        8.3        0.0        0.0        0.0        0.0        0.0        0.0:     12.0      19.6
Old  :     100.0:      56.1       56.2       23.5       15.9        8.3        0.0        0.0        0.0        0.0        0.0        0.0:     12.0      19.6
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  :        25:        13         15          4          .          4          0          0          0          0          0          0:
Old  :        25:        13         15          4          .          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       48.1       62.9       62.4       36.0       42.8       51.2       52.2
Old  :                 41.4       48.1       62.9       62.4       36.0       42.8       51.2       52.2
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    69,960:    40,999     33,145     14,149     27,549      5,786          0          0          0          0          0          0:    9,026     3,480
Old  :    69,960:    40,999     33,145     14,149     27,549      5,786          0          0          0          0          0          0:    9,026     3,480
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -4,000:    -2,691     -1,960      1,623     -1,426       -217          0          0          0          0          0          0:   -2,715      -397
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.6       47.4       20.2       39.4        8.3        0.0        0.0        0.0        0.0        0.0        0.0:     12.9       5.0
Old  :     100.0:      58.6       47.4       20.2       39.4        8.3        0.0        0.0        0.0        0.0        0.0        0.0:     12.9       5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         12          .          5          4          0          0          0          0          0          0:
Old  :        23:        13         12          .          5          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       51.5       65.2       76.4       41.4       47.4       56.4       65.4
Old  :                 46.7       51.5       65.2       76.4       41.4       47.4       56.4       65.4
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, July 6, 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  :    76,826:    46,659     50,352     12,388      9,288      2,496      2,241        301      5,411          0          0          0:    7,631     8,978
Old  :    76,826:    46,659     50,352     12,388      9,288      2,496      2,241        301      5,411          0          0          0:    7,631     8,978
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -6,929:    -4,651     -2,530       -247     -1,322       -621        905       -155     -1,491          0          0          0:     -824      -810
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       65.5       16.1       12.1        3.2        2.9        0.4        7.0        0.0        0.0        0.0:      9.9      11.7
Old  :     100.0:      60.7       65.5       16.1       12.1        3.2        2.9        0.4        7.0        0.0        0.0        0.0:      9.9      11.7
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  :        33:        15         17          .          5          4          .          .          4          0          0          0:
Old  :        33:        15         17          .          5          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  :                 45.6       43.6       63.5       60.3       43.4       40.5       56.8       53.2
Old  :                 45.6       43.6       63.5       60.3       43.4       40.5       56.8       53.2
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    74,353:    61,535     30,246      3,195     16,658        853        736      9,475      1,592          0          0          0:    6,442    15,529
Old  :    74,353:    61,535     30,246      3,195     16,658        853        736      9,475      1,592          0          0          0:    6,442    15,529
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -4,392:    -2,075     -2,005       -555     -1,054          0       -589        207       -461          0          0          0:     -712    -1,079
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.8       40.7        4.3       22.4        1.1        1.0       12.7        2.1        0.0        0.0        0.0:      8.7      20.9
Old  :     100.0:      82.8       40.7        4.3       22.4        1.1        1.0       12.7        2.1        0.0        0.0        0.0:      8.7      20.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        10         13          .          4          .          .          .          .          0          0          0:
Old  :        24:        10         13          .          4          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.3       42.5       81.8       59.2       59.8       42.4       71.4       54.3
Old  :                 63.3       42.5       81.8       59.2       59.8       42.4       71.4       54.3
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, July 6, 2010                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    74,953:    39,333     22,076      9,714     37,619      5,076      6,396      1,458      3,125          0          0          0:   11,309     5,599
Old  :    74,953:    39,333     22,076      9,714     37,619      5,076      6,396      1,458      3,125          0          0          0:   11,309     5,599
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -3,974:    -2,784      1,868        988     -2,638       -490      2,119        -38     -1,356          0          0          0:   -2,451    -1,320
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.5       29.5       13.0       50.2        6.8        8.5        1.9        4.2        0.0        0.0        0.0:     15.1       7.5
Old  :     100.0:      52.5       29.5       13.0       50.2        6.8        8.5        1.9        4.2        0.0        0.0        0.0:     15.1       7.5
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  :        30:        13         14          4          5          4          .          .          .          0          0          0:
Old  :        30:        13         14          4          5          4          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.1       53.1       58.6       71.0       32.4       50.8       51.0       67.4
Old  :                 37.1       53.1       58.6       71.0       32.4       50.8       51.0       67.4
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, July 6, 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  : 1,698,957:   323,661    300,833    103,670     93,697    650,923     16,500     81,617    193,998     51,322     16,634    353,234:    5,648     8,022
Old  : 1,698,957:   323,661    300,833    103,670     93,697    650,923     16,500     81,617    193,998     51,322     16,634    353,234:    5,648     8,022
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    15,905:     4,534      4,407      1,549     -1,170      4,534     -2,514      1,463      2,786      1,890        680      3,557:     -431      -352
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.1       17.7        6.1        5.5       38.3        1.0        4.8       11.4        3.0        1.0       20.8:      0.3       0.5
Old  :     100.0:      19.1       17.7        6.1        5.5       38.3        1.0        4.8       11.4        3.0        1.0       20.8:      0.3       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       136:        38         38         10         14         24         23         18         33         18         13         29:
Old  :       136:        38         38         10         14         24         23         18         33         18         13         29:
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       34.8       56.0       52.5        8.5        7.3       10.1        9.1
Old  :                 33.1       34.8       56.0       52.5        8.5        7.3       10.1        9.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, July 6, 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  :    48,466:    12,392     15,105      4,450      3,437      5,291      6,657      3,597     10,618      2,201      1,239      2,848:    4,009     6,331
Old  :    48,466:    12,392     15,105      4,450      3,437      5,291      6,657      3,597     10,618      2,201      1,239      2,848:    4,009     6,331
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -3,667:      -195        677        291        447       -319       -155      2,179      4,048         90        -90         40:   -7,466   -10,648
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      25.6       31.2        9.2        7.1       10.9       13.7        7.4       21.9        4.5        2.6        5.9:      8.3      13.1
Old  :     100.0:      25.6       31.2        9.2        7.1       10.9       13.7        7.4       21.9        4.5        2.6        5.9:      8.3      13.1
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  :        37:        11          9          4          5          7          6          7         11          .          .          .:
Old  :        37:        11          9          4          5          7          6          7         11          .          .          .:
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  :                 52.4       46.4       78.7       69.9       27.3       18.2       29.7       23.3
Old  :                 52.4       46.4       78.7       69.9       27.3       18.2       29.7       23.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
COLUMBIA GULF ML SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-023A85
Disaggregated Commitments of Traders - Options and Futures Combined, July 6, 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  :    33,171:    23,010     27,810      3,579      1,392      1,592          0          0          0          0          0          0:    4,990     2,377
Old  :    33,171:    23,010     27,810      3,579      1,392      1,592          0          0          0          0          0          0:    4,990     2,377
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -3,751:    -2,976     -3,158       -155        -62       -248          0          0          0          0          0          0:     -372      -283
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       83.8       10.8        4.2        4.8        0.0        0.0        0.0        0.0        0.0        0.0:     15.0       7.2
Old  :     100.0:      69.4       83.8       10.8        4.2        4.8        0.0        0.0        0.0        0.0        0.0        0.0:     15.0       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12         14          .          .          .          0          0          0          0          0          0:
Old  :        21:        12         14          .          .          .          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  :                 42.8       55.3       68.9       75.0       40.4       44.1       53.8       56.4
Old  :                 42.8       55.3       68.9       75.0       40.4       44.1       53.8       56.4
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, July 6, 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  :    65,287:    41,369     50,341     22,382     12,322        244          0          0          0          0          0          0:    1,292     2,380
Old  :    65,287:    41,369     50,341     22,382     12,322        244          0          0          0          0          0          0:    1,292     2,380
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :   -10,075:    -8,815     -5,301     -1,240     -4,340          0          0          0          0          0          0          0:      -20      -434
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.4       77.1       34.3       18.9        0.4        0.0        0.0        0.0        0.0        0.0        0.0:      2.0       3.6
Old  :     100.0:      63.4       77.1       34.3       18.9        0.4        0.0        0.0        0.0        0.0        0.0        0.0:      2.0       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         12          .          5          .          0          0          0          0          0          0:
Old  :        23:        13         12          .          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  :                 70.2       56.9       87.0       80.4       61.1       53.2       69.6       66.4
Old  :                 70.2       56.9       87.0       80.4       61.1       53.2       69.6       66.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, July 6, 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  :   155,304:    91,874     92,565     34,523     32,980     14,186      5,025      6,519      4,427          0          0          0:    5,269     4,627
Old  :   155,304:    91,874     92,565     34,523     32,980     14,186      5,025      6,519      4,427          0          0          0:    5,269     4,627
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :   -11,432:    -5,536     -9,632     -2,752         92     -1,074       -713        260       -308          0          0          0:   -1,049      -770
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.2       59.6       22.2       21.2        9.1        3.2        4.2        2.9        0.0        0.0        0.0:      3.4       3.0
Old  :     100.0:      59.2       59.6       22.2       21.2        9.1        3.2        4.2        2.9        0.0        0.0        0.0:      3.4       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        26         28          8          4          9          4          .          4          0          0          0:
Old  :        47:        26         28          8          4          9          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  :                 35.5       40.1       53.7       60.9       32.7       39.5       45.4       52.0
Old  :                 35.5       40.1       53.7       60.9       32.7       39.5       45.4       52.0
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, July 6, 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  :   121,364:    64,394     71,613     31,723     27,881     12,328      1,147      2,264      1,594          0          0          0:   10,178     5,684
Old  :   121,364:    64,394     71,613     31,723     27,881     12,328      1,147      2,264      1,594          0          0          0:   10,178     5,684
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -6,257:    -2,869     -3,132     -1,014     -1,538       -713       -403         97       -361          0          0          0:     -897      -610
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.1       59.0       26.1       23.0       10.2        0.9        1.9        1.3        0.0        0.0        0.0:      8.4       4.7
Old  :     100.0:      53.1       59.0       26.1       23.0       10.2        0.9        1.9        1.3        0.0        0.0        0.0:      8.4       4.7
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  :        32:        16         12          8          4          9          .          .          .          0          0          0:
Old  :        32:        16         12          8          4          9          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.6       51.0       66.9       74.2       44.6       50.0       54.1       69.1
Old  :                 52.6       51.0       66.9       74.2       44.6       50.0       54.1       69.1
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, July 6, 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  :   209,443:   115,265     95,493     30,994     68,004     29,697     11,428      1,488      8,172          0          0          0:   13,888     6,590
Old  :   209,443:   115,265     95,493     30,994     68,004     29,697     11,428      1,488      8,172          0          0          0:   13,888     6,590
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :   -12,834:    -8,378     -5,486       -694     -4,130     -2,055         57        124     -1,650          0          0          0:     -114       363
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.0       45.6       14.8       32.5       14.2        5.5        0.7        3.9        0.0        0.0        0.0:      6.6       3.1
Old  :     100.0:      55.0       45.6       14.8       32.5       14.2        5.5        0.7        3.9        0.0        0.0        0.0:      6.6       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        27         27          5         10         10          .          .          .          0          0          0:
Old  :        49:        27         27          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  :                 33.4       27.6       54.1       46.6       24.5       22.6       36.2       37.9
Old  :                 33.4       27.6       54.1       46.6       24.5       22.6       36.2       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                               Code-035656
Disaggregated Commitments of Traders - Options and Futures Combined, July 6, 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  :    46,820:    32,606     19,746      5,919     15,090      3,787          0      2,267      1,281          0          0          0:    3,227     4,649
Old  :    46,820:    32,606     19,746      5,919     15,090      3,787          0      2,267      1,281          0          0          0:    3,227     4,649
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -3,925:    -2,841     -1,889       -360       -383       -361          0       -534        -31          0          0          0:     -332      -727
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.6       42.2       12.6       32.2        8.1        0.0        4.8        2.7        0.0        0.0        0.0:      6.9       9.9
Old  :     100.0:      69.6       42.2       12.6       32.2        8.1        0.0        4.8        2.7        0.0        0.0        0.0:      6.9       9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11          6          .          4          4          0          .          .          0          0          0:
Old  :        20:        11          6          .          4          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  :                 47.4       57.8       70.9       79.6       43.0       47.6       61.2       64.7
Old  :                 47.4       57.8       70.9       79.6       43.0       47.6       61.2       64.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, July 6, 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  : 2,634,367:   788,766    515,999     62,906    898,531    343,721    570,262     60,550    508,199    123,765     84,920    207,162:   29,586    15,285
Old  : 2,634,367:   788,766    515,999     62,906    898,531    343,721    570,262     60,550    508,199    123,765     84,920    207,162:   29,586    15,285
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :     3,271:     2,059      2,622     -1,681     -6,854      6,998     -4,170        685      2,864     -2,025     -2,315     -2,034:    1,260     1,305
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      29.9       19.6        2.4       34.1       13.0       21.6        2.3       19.3        4.7        3.2        7.9:      1.1       0.6
Old  :     100.0:      29.9       19.6        2.4       34.1       13.0       21.6        2.3       19.3        4.7        3.2        7.9:      1.1       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  :       182:        81         73          9         21         26         25         14         34         13         12         25:
Old  :       182:        81         73          9         21         26         25         14         34         13         12         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       28.0       42.6       41.7       21.8       23.0       27.9       31.3
Old  :                 32.1       28.0       42.6       41.7       21.8       23.0       27.9       31.3
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, July 6, 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  :   971,152:   173,352    271,023    345,974    198,775    182,641     63,509     84,017     53,606     59,646     87,172     90,020:    2,404     3,898
Old  :   971,152:   173,352    271,023    345,974    198,775    182,641     63,509     84,017     53,606     59,646     87,172     90,020:    2,404     3,898
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    23,192:     8,830      4,928      5,281     11,189      1,275        920        948       -298      1,769       -816      6,565:   -1,150      -599
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.9       27.9       35.6       20.5       18.8        6.5        8.7        5.5        6.1        9.0        9.3:      0.2       0.4
Old  :     100.0:      17.9       27.9       35.6       20.5       18.8        6.5        8.7        5.5        6.1        9.0        9.3:      0.2       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        95:        26         23         11          9         17         10         16         19         17          6         21:
Old  :        95:        26         23         11          9         17         10         16         19         17          6         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  :                 35.7       42.8       50.5       57.4       27.6       36.2       37.9       44.4
Old  :                 35.7       42.8       50.5       57.4       27.6       36.2       37.9       44.4
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, July 6, 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  :    20,551:    17,755     12,358        250      6,492      1,485          4          0         85         60          0         45:      867        86
Old  :    20,551:    17,755     12,358        250      6,492      1,485          4          0         85         60          0         45:      867        86
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -1,734:    -1,862     -1,289        120       -286         -1          4        -28         30         25          0        -25:      -25      -135
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.4       60.1        1.2       31.6        7.2        0.0        0.0        0.4        0.3        0.0        0.2:      4.2       0.4
Old  :     100.0:      86.4       60.1        1.2       31.6        7.2        0.0        0.0        0.4        0.3        0.0        0.2:      4.2       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        29         20          .          6          4          .          0          .          .          0          .:
Old  :        40:        29         20          .          6          4          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.9       49.1       61.6       71.0       36.6       43.1       47.5       54.9
Old  :                 37.9       49.1       61.6       71.0       36.6       43.1       47.5       54.9
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, July 6, 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  :     9,243:     7,392      6,019          0      1,430      1,549          0         17         13          0          0          0:      289       215
Old  :     9,243:     7,392      6,019          0      1,430      1,549          0         17         13          0          0          0:      289       215
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :    -1,122:      -873       -947          0        -74       -241          0          0          0          0          0          0:       -8       140
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.0       65.1        0.0       15.5       16.8        0.0        0.2        0.1        0.0        0.0        0.0:      3.1       2.3
Old  :     100.0:      80.0       65.1        0.0       15.5       16.8        0.0        0.2        0.1        0.0        0.0        0.0:      3.1       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         12          0          5          4          0          .          .          0          0          0:
Old  :        22:        11         12          0          5          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  :                 76.7       51.7       90.3       78.1       71.1       48.5       75.1       69.7
Old  :                 76.7       51.7       90.3       78.1       71.1       48.5       75.1       69.7
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, July 6, 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  :     9,698:     8,165      6,736        215      1,259        863          0          0          0          0          0          0:      455       840
Old  :     9,698:     8,165      6,736        215      1,259        863          0          0          0          0          0          0:      455       840
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 29, 2010                                                                    :
     :      -824:      -537       -744        -15         30       -262          0          0          0          0          0          0:      -10       152
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.2       69.5        2.2       13.0        8.9        0.0        0.0        0.0        0.0        0.0        0.0:      4.7       8.7
Old  :     100.0:      84.2       69.5        2.2       13.0        8.9        0.0        0.0        0.0        0.0        0.0        0.0:      4.7       8.7
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  :        24:        15         13          .          4          4          0          0          0          0          0          0:
Old  :        24:        15         13          .          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  :                 47.1       56.6       70.6       77.1       37.3       45.0       52.8       55.5
Old  :                 47.1       56.6       70.6       77.1       37.3       45.0       52.8       55.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated July 9, 2010