```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, October 19, 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  : 3,917,102: 1,600,160  1,037,179    167,043    905,531    566,932    311,526    111,925    926,696     32,519     66,995    290,961:   21,265    10,883
Old  : 3,917,102: 1,600,160  1,037,179    167,043    905,531    566,932    311,526    111,925    926,696     32,519     66,995    290,961:   21,265    10,883
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :    15,275:     9,489     29,881      6,246     -3,026       -881     34,339      9,170    -23,496     -5,860     11,655     -4,126:     -436    -3,902
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.9       26.5        4.3       23.1       14.5        8.0        2.9       23.7        0.8        1.7        7.4:      0.5       0.3
Old  :     100.0:      40.9       26.5        4.3       23.1       14.5        8.0        2.9       23.7        0.8        1.7        7.4:      0.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       218:       100         88         15         20         32         21         17         35          9         28         33:
Old  :       218:       100         88         15         20         32         21         17         35          9         28         33:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       25.8       34.4       39.0       11.2       17.0       16.8       23.1
Old  :                 20.4       25.8       34.4       39.0       11.2       17.0       16.8       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :   361,326:   196,927    246,859     60,950     21,682     62,950     15,756     10,587     14,940      1,389          0        668:    7,746     3,640
Old  :   361,326:   196,927    246,859     60,950     21,682     62,950     15,756     10,587     14,940      1,389          0        668:    7,746     3,640
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :     1,105:    13,976      3,526        831      2,640     -4,233     -6,755      2,926     -2,275        879          0       -458:     -860    -1,021
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.5       68.3       16.9        6.0       17.4        4.4        2.9        4.1        0.4        0.0        0.2:      2.1       1.0
Old  :     100.0:      54.5       68.3       16.9        6.0       17.4        4.4        2.9        4.1        0.4        0.0        0.2:      2.1       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        31         28          7          7          9          4          .          5          .          0          .:
Old  :        57:        31         28          7          7          9          4          .          5          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.1       52.2       57.4       68.1       19.5       29.2       30.1       36.5
Old  :                 42.1       52.2       57.4       68.1       19.5       29.2       30.1       36.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, October 19, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   179,716:   134,393    110,797     13,850     41,491     17,401      7,808        330      4,933          0          0          0:    1,331     4,764
Old  :   179,716:   134,393    110,797     13,850     41,491     17,401      7,808        330      4,933          0          0          0:    1,331     4,764
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :      -630:     1,585      1,399       -372       -595       -313       -614          0       -529          0          0          0:     -387      -592
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       61.7        7.7       23.1        9.7        4.3        0.2        2.7        0.0        0.0        0.0:      0.7       2.7
Old  :     100.0:      74.8       61.7        7.7       23.1        9.7        4.3        0.2        2.7        0.0        0.0        0.0:      0.7       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        19         24          4          7         10          6          .          6          0          0          0:
Old  :        46:        19         24          4          7         10          6          .          6          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       35.9       72.5       57.6       55.0       35.0       68.0       55.0
Old  :                 56.3       35.9       72.5       57.6       55.0       35.0       68.0       55.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :   364,090:   201,994    172,457     39,403     84,494     74,037     16,859      1,412     25,799          0      2,412         31:    5,967     3,448
Old  :   364,090:   201,994    172,457     39,403     84,494     74,037     16,859      1,412     25,799          0      2,412         31:    5,967     3,448
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :    16,978:    10,305     14,717         -3      3,020      3,248      7,746       -434     -3,346          0        145          0:     -972      -372
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       47.4       10.8       23.2       20.3        4.6        0.4        7.1        0.0        0.7        0.0:      1.6       0.9
Old  :     100.0:      55.5       47.4       10.8       23.2       20.3        4.6        0.4        7.1        0.0        0.7        0.0:      1.6       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        24         23          .         11         13          6          .          5          0          .          .:
Old  :        51:        24         23          .         11         13          6          .          5          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       48.6       58.4       71.8       37.5       38.9       50.3       53.6
Old  :                 41.0       48.6       58.4       71.8       37.5       38.9       50.3       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :   643,775:   429,269    234,379    101,903    283,599     63,144          0     18,253     37,340      6,596          0      1,159:    4,364     5,901
Old  :   643,775:   429,269    234,379    101,903    283,599     63,144          0     18,253     37,340      6,596          0      1,159:    4,364     5,901
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :    23,876:     8,765      8,496      3,553     12,102      3,440          0     -5,744      6,560      2,407          0       -146:     -703      -832
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.7       36.4       15.8       44.1        9.8        0.0        2.8        5.8        1.0        0.0        0.2:      0.7       0.9
Old  :     100.0:      66.7       36.4       15.8       44.1        9.8        0.0        2.8        5.8        1.0        0.0        0.2:      0.7       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        66:        35         26          9         11         19          0          8          6          .          0          .:
Old  :        66:        35         26          9         11         19          0          8          6          .          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  :                 37.8       43.6       52.2       59.9       26.1       31.9       37.7       42.9
Old  :                 37.8       43.6       52.2       59.9       26.1       31.9       37.7       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :   194,807:   142,388    125,923     11,540     54,430      1,338     28,664        465      2,521          0          0          0:    8,356    10,130
Old  :   194,807:   142,388    125,923     11,540     54,430      1,338     28,664        465      2,521          0          0          0:    8,356    10,130
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :     2,174:     2,718        922        355       -161        580     -1,755        465        128          0          0          0:      148       240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.1       64.6        5.9       27.9        0.7       14.7        0.2        1.3        0.0        0.0        0.0:      4.3       5.2
Old  :     100.0:      73.1       64.6        5.9       27.9        0.7       14.7        0.2        1.3        0.0        0.0        0.0:      4.3       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        22         20          .          4          5          4          .          .          0          0          0:
Old  :        40:        22         20          .          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  :                 45.8       61.1       68.0       76.7       42.1       59.5       63.8       71.6
Old  :                 45.8       61.1       68.0       76.7       42.1       59.5       63.8       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :   377,906:   252,532    142,764     31,131     91,958     33,856     28,151     81,997     21,863          0          0          0:   10,373     5,468
Old  :   377,906:   252,532    142,764     31,131     91,958     33,856     28,151     81,997     21,863          0          0          0:   10,373     5,468
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :     9,762:     6,064     -1,327        945      1,390        474        887      8,489      2,024          0          0          0:     -632    -1,288
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.8       37.8        8.2       24.3        9.0        7.4       21.7        5.8        0.0        0.0        0.0:      2.7       1.4
Old  :     100.0:      66.8       37.8        8.2       24.3        9.0        7.4       21.7        5.8        0.0        0.0        0.0:      2.7       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        61:        33         25          5         12         14          5          .          6          0          0          0:
Old  :        61:        33         25          5         12         14          5          .          6          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       41.9       46.8       59.7       23.9       37.2       39.2       49.1
Old  :                 28.0       41.9       46.8       59.7       23.9       37.2       39.2       49.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :   137,708:    84,985     29,803     10,865     53,839     16,384     17,141     25,133      3,786          0          0          0:    4,547     8,763
Old  :   137,708:    84,985     29,803     10,865     53,839     16,384     17,141     25,133      3,786          0          0          0:    4,547     8,763
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :    -4,851:    -3,491      1,481       -623       -113        201      1,559     -6,450         88          0          0          0:   -2,585       -58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.7       21.6        7.9       39.1       11.9       12.4       18.3        2.7        0.0        0.0        0.0:      3.3       6.4
Old  :     100.0:      61.7       21.6        7.9       39.1       11.9       12.4       18.3        2.7        0.0        0.0        0.0:      3.3       6.4
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  :        45:        25         18          .          9          7          4          .          4          0          0          0:
Old  :        45:        25         18          .          9          7          4          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       39.0       56.1       61.1       32.7       37.9       46.5       53.9
Old  :                 37.8       39.0       56.1       61.1       32.7       37.9       46.5       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :   807,824:   112,684    125,211    182,209     30,314     94,644     90,442    229,185    159,867     24,803     59,934     65,997:   77,178    42,672
Old  :   807,824:   112,684    125,211    182,209     30,314     94,644     90,442    229,185    159,867     24,803     59,934     65,997:   77,178    42,672
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :    13,155:     6,689      3,408    -11,666     -1,282      4,811     -8,009    -11,242     14,442     -1,749        117      3,514:    5,123      -613
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.9       15.5       22.6        3.8       11.7       11.2       28.4       19.8        3.1        7.4        8.2:      9.6       5.3
Old  :     100.0:      13.9       15.5       22.6        3.8       11.7       11.2       28.4       19.8        3.1        7.4        8.2:      9.6       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       277:        54         40         26         11         29         47         65         66         30         33         53:
Old  :       277:        54         40         26         11         29         47         65         66         30         33         53:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.0       23.1       29.0       38.0       14.4       17.6       21.3       24.5
Old  :                 17.0       23.1       29.0       38.0       14.4       17.6       21.3       24.5
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 - Futures Only, October 19, 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  :    47,910:    25,834     23,457      6,222     13,504      3,175          0      1,625        532          0          0          0:   12,147     5,617
Old  :    47,910:    25,834     23,457      6,222     13,504      3,175          0      1,625        532          0          0          0:   12,147     5,617
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :      -478:      -428       -856          0          0          0          0        440        -62          0          0          0:       12         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.9       49.0       13.0       28.2        6.6        0.0        3.4        1.1        0.0        0.0        0.0:     25.4      11.7
Old  :     100.0:      53.9       49.0       13.0       28.2        6.6        0.0        3.4        1.1        0.0        0.0        0.0:     25.4      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  :        20:        11         12          .          .          .          0          .          .          0          0          0:
Old  :        20:        11         12          .          .          .          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  :                 48.4       51.0       64.5       73.8       38.4       48.4       48.0       59.3
Old  :                 48.4       51.0       64.5       73.8       38.4       48.4       48.0       59.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365C
Disaggregated Commitments of Traders - Futures Only, October 19, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    56,895:    34,783     31,342     10,549     10,413      4,274          0          0          0          0          0          0:    7,289    10,866
Old  :    56,895:    34,783     31,342     10,549     10,413      4,274          0          0          0          0          0          0:    7,289    10,866
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.1       55.1       18.5       18.3        7.5        0.0        0.0        0.0        0.0        0.0        0.0:     12.8      19.1
Old  :     100.0:      61.1       55.1       18.5       18.3        7.5        0.0        0.0        0.0        0.0        0.0        0.0:     12.8      19.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12         10          .          4          4          0          0          0          0          0          0:
Old  :        22:        12         10          .          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  :                 43.3       57.5       67.3       73.1       41.7       55.0       63.4       66.3
Old  :                 43.3       57.5       67.3       73.1       41.7       55.0       63.4       66.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365D
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :    62,702:    35,878     30,250     11,788     24,035      4,852          0          0          0          0          0          0:   10,184     3,565
Old  :    62,702:    35,878     30,250     11,788     24,035      4,852          0          0          0          0          0          0:   10,184     3,565
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.2       48.2       18.8       38.3        7.7        0.0        0.0        0.0        0.0        0.0        0.0:     16.2       5.7
Old  :     100.0:      57.2       48.2       18.8       38.3        7.7        0.0        0.0        0.0        0.0        0.0        0.0:     16.2       5.7
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  :        21:        11         10          .          5          .          0          0          0          0          0          0:
Old  :        21:        11         10          .          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  :                 47.9       51.9       67.9       74.9       44.3       46.2       59.1       67.3
Old  :                 47.9       51.9       67.9       74.9       44.3       46.2       59.1       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-02365G
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :    65,456:    35,549     44,734     12,367      4,997        280      2,147      2,341      5,583          0          0          0:    9,530     7,521
Old  :    65,456:    35,549     44,734     12,367      4,997        280      2,147      2,341      5,583          0          0          0:    9,530     7,521
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :       122:      -604         72          0          0          0       -302       -432        494          0          0          0:      534       -12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.3       68.3       18.9        7.6        0.4        3.3        3.6        8.5        0.0        0.0        0.0:     14.6      11.5
Old  :     100.0:      54.3       68.3       18.9        7.6        0.4        3.3        3.6        8.5        0.0        0.0        0.0:     14.6      11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         14          .          .          .          .          .          .          0          0          0:
Old  :        26:        14         14          .          .          .          .          .          .          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  :                 46.8       47.6       63.2       66.1       46.1       44.8       58.4       60.5
Old  :                 46.8       47.6       63.2       66.1       46.1       44.8       58.4       60.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02365K
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :    58,293:    48,361     22,026          0     13,971        564          0      4,503      2,126          0          0          0:    7,242    15,103
Old  :    58,293:    48,361     22,026          0     13,971        564          0      4,503      2,126          0          0          0:    7,242    15,103
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :      -360:      -360        -46          0          0          0          0       -314          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.0       37.8        0.0       24.0        1.0        0.0        7.7        3.6        0.0        0.0        0.0:     12.4      25.9
Old  :     100.0:      83.0       37.8        0.0       24.0        1.0        0.0        7.7        3.6        0.0        0.0        0.0:     12.4      25.9
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  :        23:        10         12          0          5          .          0          .          .          0          0          0:
Old  :        23:        10         12          0          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  :                 66.3       42.9       81.5       59.5       62.5       40.8       68.1       49.4
Old  :                 66.3       42.9       81.5       59.5       62.5       40.8       68.1       49.4
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 - Futures Only, October 19, 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  :    68,890:    35,111     19,646     10,291     36,282      3,765      4,357          0      3,731          0          0          0:   11,635     5,466
Old  :    68,890:    35,111     19,646     10,291     36,282      3,765      4,357          0      3,731          0          0          0:   11,635     5,466
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :       732:       600         -8         37        127         -7       -632          0        530          0          0          0:      204        90
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.0       28.5       14.9       52.7        5.5        6.3        0.0        5.4        0.0        0.0        0.0:     16.9       7.9
Old  :     100.0:      51.0       28.5       14.9       52.7        5.5        6.3        0.0        5.4        0.0        0.0        0.0:     16.9       7.9
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  :        26:        14         11          .          6          4          .          0          .          0          0          0:
Old  :        26:        14         11          .          6          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.1       61.5       59.7       78.5       37.9       59.8       54.0       73.3
Old  :                 40.1       61.5       59.7       78.5       37.9       59.8       54.0       73.3
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 - Futures Only, October 19, 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  :    47,054:    26,706     42,266     18,702      3,452          0        840          0          0          0          0          0:      806     1,336
Old  :    47,054:    26,706     42,266     18,702      3,452          0        840          0          0          0          0          0:      806     1,336
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :      -300:      -300       -300          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.8       89.8       39.7        7.3        0.0        1.8        0.0        0.0        0.0        0.0        0.0:      1.7       2.8
Old  :     100.0:      56.8       89.8       39.7        7.3        0.0        1.8        0.0        0.0        0.0        0.0        0.0:      1.7       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10         11          .          .          0          .          0          0          0          0          0:
Old  :        20:        10         11          .          .          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  :                 79.9       67.3       93.0       89.1       76.4       63.8       83.7       80.2
Old  :                 79.9       67.3       93.0       89.1       76.4       63.8       83.7       80.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :   127,089:    71,215     65,754     35,122     33,211     10,491        436      8,610      3,111          0          0          0:    6,714     5,912
Old  :   127,089:    71,215     65,754     35,122     33,211     10,491        436      8,610      3,111          0          0          0:    6,714     5,912
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :       322:     1,498          4          0          0          0          0         34       -320          0          0          0:     -856       604
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.0       51.7       27.6       26.1        8.3        0.3        6.8        2.4        0.0        0.0        0.0:      5.3       4.7
Old  :     100.0:      56.0       51.7       27.6       26.1        8.3        0.3        6.8        2.4        0.0        0.0        0.0:      5.3       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  :        38:        20         20          6          5          9          .          .          .          0          0          0:
Old  :        38:        20         20          6          5          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  :                 41.1       40.0       63.1       62.1       39.7       38.6       50.7       54.7
Old  :                 41.1       40.0       63.1       62.1       39.7       38.6       50.7       54.7
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 - Futures Only, October 19, 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  :   103,266:    55,221     61,899     27,747     21,943     11,401          0      1,648      1,102          0          0          0:    7,795     5,273
Old  :   103,266:    55,221     61,899     27,747     21,943     11,401          0      1,648      1,102          0          0          0:    7,795     5,273
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :       -14:       142        -10       -152          0          0          0          4         -4          0          0          0:        0        -4
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.5       59.9       26.9       21.2       11.0        0.0        1.6        1.1        0.0        0.0        0.0:      7.5       5.1
Old  :     100.0:      53.5       59.9       26.9       21.2       11.0        0.0        1.6        1.1        0.0        0.0        0.0:      7.5       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        11         10          9          4          9          0          .          .          0          0          0:
Old  :        28:        11         10          9          4          9          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  :                 57.4       53.1       73.6       72.7       49.8       52.3       61.4       68.7
Old  :                 57.4       53.1       73.6       72.7       49.8       52.3       61.4       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :   170,775:    92,824     69,054     29,241     64,538     23,705      5,651        125      7,001          0          0          0:   12,353     6,352
Old  :   170,775:    92,824     69,054     29,241     64,538     23,705      5,651        125      7,001          0          0          0:   12,353     6,352
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :     1,967:     1,500        377     -2,028          0      1,424       -111     -1,318      1,182          0          0          0:        0       302
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.4       40.4       17.1       37.8       13.9        3.3        0.1        4.1        0.0        0.0        0.0:      7.2       3.7
Old  :     100.0:      54.4       40.4       17.1       37.8       13.9        3.3        0.1        4.1        0.0        0.0        0.0:      7.2       3.7
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  :        41:        23         21          5          9          9          .          .          .          0          0          0:
Old  :        41:        23         21          5          9          9          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       32.5       54.5       56.3       25.7       26.2       38.9       44.8
Old  :                 32.0       32.5       54.5       56.3       25.7       26.2       38.9       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, October 19, 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  : 2,635,280:   837,171    487,613     99,303    785,068    398,182    393,339     60,823    578,619     94,011     94,336    212,587:   22,068    18,052
Old  : 2,635,280:   837,171    487,613     99,303    785,068    398,182    393,339     60,823    578,619     94,011     94,336    212,587:   22,068    18,052
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :    -9,248:    13,357    -14,032     13,104     14,596     -1,680    -44,500     -1,363     -8,878      1,995    -16,297     18,389:   -1,035        17
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      31.8       18.5        3.8       29.8       15.1       14.9        2.3       22.0        3.6        3.6        8.1:      0.8       0.7
Old  :     100.0:      31.8       18.5        3.8       29.8       15.1       14.9        2.3       22.0        3.6        3.6        8.1:      0.8       0.7
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  :       175:        76         65         10         19         27         22         14         35         12         15         22:
Old  :       175:        76         65         10         19         27         22         14         35         12         15         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       26.0       36.9       40.2       15.9       21.0       21.2       27.5
Old  :                 26.3       26.0       36.9       40.2       15.9       21.0       21.2       27.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :   977,555:   240,575    267,113    194,456    130,439    263,101     50,529     88,107     79,836     37,143     34,266    109,907:    2,008     4,786
Old  :   977,555:   240,575    267,113    194,456    130,439    263,101     50,529     88,107     79,836     37,143     34,266    109,907:    2,008     4,786
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :    48,931:     9,698     15,159     -1,844      3,659      3,988     17,535      4,932         97     -1,518     -1,049     22,026:   -1,051       119
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.6       27.3       19.9       13.3       26.9        5.2        9.0        8.2        3.8        3.5       11.2:      0.2       0.5
Old  :     100.0:      24.6       27.3       19.9       13.3       26.9        5.2        9.0        8.2        3.8        3.5       11.2:      0.2       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  :        98:        23         22         12          9         18          9         16         15         11         16         22:
Old  :        98:        23         22         12          9         18          9         16         15         11         16         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       31.9       45.3       48.2       17.7       23.2       27.3       30.0
Old  :                 29.3       31.9       45.3       48.2       17.7       23.2       27.3       30.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :    27,429:    23,371     16,849        135      7,646      2,018        194          0        505         80          0        126:    1,000       285
Old  :    27,429:    23,371     16,849        135      7,646      2,018        194          0        505         80          0        126:    1,000       285
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :     1,184:     1,208      1,088        -10        145        -22         25          0        -12          0          0          0:       -5       -15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.2       61.4        0.5       27.9        7.4        0.7        0.0        1.8        0.3        0.0        0.5:      3.6       1.0
Old  :     100.0:      85.2       61.4        0.5       27.9        7.4        0.7        0.0        1.8        0.3        0.0        0.5:      3.6       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        28         21          .          7          7          .          0          4          .          0          .:
Old  :        45:        28         21          .          7          7          .          0          4          .          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  :                 35.8       44.0       57.4       67.3       26.0       35.8       39.4       49.8
Old  :                 35.8       44.0       57.4       67.3       26.0       35.8       39.4       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :    14,835:    13,776      6,334        260      7,899        120          0          0          0        460          0         15:      204       467
Old  :    14,835:    13,776      6,334        260      7,899        120          0          0          0        460          0         15:      204       467
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :       -32:      -120       -195        180        275        -52          0          0          0         55          0        -30:      -65       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.9       42.7        1.8       53.2        0.8        0.0        0.0        0.0        3.1        0.0        0.1:      1.4       3.1
Old  :     100.0:      92.9       42.7        1.8       53.2        0.8        0.0        0.0        0.0        3.1        0.0        0.1:      1.4       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  :        22:        12         10          .          4          .          0          0          0          .          0          .:
Old  :        22:        12         10          .          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  :                 67.5       67.5       90.2       91.5       62.5       67.5       81.8       83.5
Old  :                 67.5       67.5       90.2       91.5       62.5       67.5       81.8       83.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, October 19, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,000:     7,622      6,378        145      1,277      1,643        126          0        142          0          0          0:      322       560
Old  :    10,000:     7,622      6,378        145      1,277      1,643        126          0        142          0          0          0:      322       560
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :       295:        85        198         60         62         40         15          0         -5          0          0          0:      100         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.2       63.8        1.5       12.8       16.4        1.3        0.0        1.4        0.0        0.0        0.0:      3.2       5.6
Old  :     100.0:      76.2       63.8        1.5       12.8       16.4        1.3        0.0        1.4        0.0        0.0        0.0:      3.2       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        20         13          .          7          7          .          0          .          0          0          0:
Old  :        32:        20         13          .          7          7          .          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  :                 61.8       49.0       74.9       68.4       56.8       40.5       62.4       53.6
Old  :                 61.8       49.0       74.9       68.4       56.8       40.5       62.4       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, October 19, 2010                
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,294:     9,120      6,961        511      2,396        278          0          0          0          0          0          0:      385       659
Old  :    10,294:     9,120      6,961        511      2,396        278          0          0          0          0          0          0:      385       659
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :        87:       105         80        145          0         -8          0          0          0          0          0          0:     -155        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.6       67.6        5.0       23.3        2.7        0.0        0.0        0.0        0.0        0.0        0.0:      3.7       6.4
Old  :     100.0:      88.6       67.6        5.0       23.3        2.7        0.0        0.0        0.0        0.0        0.0        0.0:      3.7       6.4
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  :        26:        16         16          .          4          4          0          0          0          0          0          0:
Old  :        26:        16         16          .          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  :                 62.3       60.2       79.0       76.4       59.3       58.1       70.8       72.4
Old  :                 62.3       60.2       79.0       76.4       59.3       58.1       70.8       72.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-06665T
Disaggregated Commitments of Traders - Futures Only, October 19, 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  :     4,611:     3,727      2,978        265      1,027        483          0          0          0          0          0          0:      136       123
Old  :     4,611:     3,727      2,978        265      1,027        483          0          0          0          0          0          0:      136       123
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 12, 2010                                                                 :
     :       155:       155        145        -10          0         10          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.8       64.6        5.7       22.3       10.5        0.0        0.0        0.0        0.0        0.0        0.0:      2.9       2.7
Old  :     100.0:      80.8       64.6        5.7       22.3       10.5        0.0        0.0        0.0        0.0        0.0        0.0:      2.9       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        15         10          .          4          .          0          0          0          0          0          0:
Old  :        21:        15         10          .          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  :                 57.8       66.7       76.9       89.0       46.8       54.5       58.4       65.3
Old  :                 57.8       66.7       76.9       89.0       46.8       54.5       58.4       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 22, 2010