```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 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  : 3,803,685: 1,509,458    959,867    157,075    888,650    605,151    285,085     92,264    909,961     36,742     54,382    273,482:   26,731    19,928
Old  : 3,803,685: 1,509,458    959,867    157,075    888,650    605,151    285,085     92,264    909,961     36,742     54,382    273,482:   26,731    19,928
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :    55,062:    29,743     34,369     13,802    -32,639     21,805    -33,661     19,527     -3,427      3,918    -11,282     17,956:    4,926     8,753
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.7       25.2        4.1       23.4       15.9        7.5        2.4       23.9        1.0        1.4        7.2:      0.7       0.5
Old  :     100.0:      39.7       25.2        4.1       23.4       15.9        7.5        2.4       23.9        1.0        1.4        7.2:      0.7       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  :       216:       102         90         15         20         31         22         15         35         14         22         33:
Old  :       216:       102         90         15         20         31         22         15         35         14         22         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  :                 20.7       26.8       36.2       41.8       11.0       17.1       16.2       22.7
Old  :                 20.7       26.8       36.2       41.8       11.0       17.1       16.2       22.7
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 - Options and Futures Combined, October 5, 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  :   335,872:   165,442    227,805     61,820     15,431     66,468     19,198      7,379     13,739          0        487        334:    8,871     4,229
Old  :   335,872:   165,442    227,805     61,820     15,431     66,468     19,198      7,379     13,739          0        487        334:    8,871     4,229
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :   -34,912:   -10,137    -20,344        164     -7,089     -2,152    -20,228     -3,125     -2,314          0        -77       -128:     -117       317
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.3       67.8       18.4        4.6       19.8        5.7        2.2        4.1        0.0        0.1        0.1:      2.6       1.3
Old  :     100.0:      49.3       67.8       18.4        4.6       19.8        5.7        2.2        4.1        0.0        0.1        0.1:      2.6       1.3
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  :        54:        31         28          9          4         10          4          .          4          0          .          .:
Old  :        54:        31         28          9          4         10          4          .          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  :                 42.5       50.1       59.0       68.3       19.9       30.6       32.2       37.1
Old  :                 42.5       50.1       59.0       68.3       19.9       30.6       32.2       37.1
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 - Options and Futures Combined, October 5, 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  :   179,950:   135,600    106,644     14,266     46,656     16,319      7,130        330      5,064          0          0          0:    1,571     4,937
Old  :   179,950:   135,600    106,644     14,266     46,656     16,319      7,130        330      5,064          0          0          0:    1,571     4,937
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :    -8,411:    -5,378     -2,584        -82     -3,002     -2,934        801        -26       -187          0          0          0:     -631       322
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.4       59.3        7.9       25.9        9.1        4.0        0.2        2.8        0.0        0.0        0.0:      0.9       2.7
Old  :     100.0:      75.4       59.3        7.9       25.9        9.1        4.0        0.2        2.8        0.0        0.0        0.0:      0.9       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  :        43:        19         23          4          7         10          5          .          4          0          0          0:
Old  :        43:        19         23          4          7         10          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  :                 58.1       36.3       74.1       59.1       56.6       35.0       69.7       54.5
Old  :                 58.1       36.3       74.1       59.1       56.6       35.0       69.7       54.5
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 - Options and Futures Combined, October 5, 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  :   338,484:   188,945    157,785     40,648     85,667     65,099      9,213          0     24,944         34          0        270:    9,331     4,719
Old  :   338,484:   188,945    157,785     40,648     85,667     65,099      9,213          0     24,944         34          0        270:    9,331     4,719
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :   -23,250:   -19,943    -23,221     -4,174     -7,116     -1,951     -7,263     -3,007     11,332         34       -121         -3:   -1,282       837
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.8       46.6       12.0       25.3       19.2        2.7        0.0        7.4        0.0        0.0        0.1:      2.8       1.4
Old  :     100.0:      55.8       46.6       12.0       25.3       19.2        2.7        0.0        7.4        0.0        0.0        0.1:      2.8       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  :        44:        21         18          5          8         13          5          0          4          .          0          .:
Old  :        44:        21         18          5          8         13          5          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  :                 42.5       50.4       60.1       74.8       39.3       42.3       51.5       57.5
Old  :                 42.5       50.4       60.1       74.8       39.3       42.3       51.5       57.5
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 - Options and Futures Combined, October 5, 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  :   598,023:   405,482    226,741     96,532    255,703     57,215          0     20,475     29,447      2,936          0      1,274:    5,137     7,168
Old  :   598,023:   405,482    226,741     96,532    255,703     57,215          0     20,475     29,447      2,936          0      1,274:    5,137     7,168
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :   -16,210:    -9,387     -6,440     -2,275     -9,154     -1,020          0      3,593     -9,438      2,255          0         90:    3,565     6,159
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.8       37.9       16.1       42.8        9.6        0.0        3.4        4.9        0.5        0.0        0.2:      0.9       1.2
Old  :     100.0:      67.8       37.9       16.1       42.8        9.6        0.0        3.4        4.9        0.5        0.0        0.2:      0.9       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        65:        34         26          9         11         18          0          8          5          .          0          .:
Old  :        65:        34         26          9         11         18          0          8          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  :                 38.2       45.9       52.7       60.4       25.6       31.8       36.2       41.7
Old  :                 38.2       45.9       52.7       60.4       25.6       31.8       36.2       41.7
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 - Options and Futures Combined, October 5, 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  :   186,723:   131,426    120,140     11,682     53,793        423     30,225          0      2,380          0          0          0:   10,587     9,987
Old  :   186,723:   131,426    120,140     11,682     53,793        423     30,225          0      2,380          0          0          0:   10,587     9,987
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :   -13,946:   -13,452    -11,276     -1,579     -2,575        -65        634          0     -1,654          0          0          0:    2,170     1,624
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.4       64.3        6.3       28.8        0.2       16.2        0.0        1.3        0.0        0.0        0.0:      5.7       5.3
Old  :     100.0:      70.4       64.3        6.3       28.8        0.2       16.2        0.0        1.3        0.0        0.0        0.0:      5.7       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  :        37:        21         18          .          4          .          4          0          .          0          0          0:
Old  :        37:        21         18          .          4          .          4          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       63.3       68.1       77.8       44.3       61.7       65.0       73.9
Old  :                 47.3       63.3       68.1       77.8       44.3       61.7       65.0       73.9
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 - Options and Futures Combined, October 5, 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  :   358,330:   252,028    135,318     29,433     91,616     32,756     24,638     80,128     11,373          0          0          0:    8,102     7,139
Old  :   358,330:   252,028    135,318     29,433     91,616     32,756     24,638     80,128     11,373          0          0          0:    8,102     7,139
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :   -38,823:   -36,657    -13,163      3,227     -6,481     -4,438      3,790     -9,379     -6,691          0          0          0:    1,946     1,329
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.3       37.8        8.2       25.6        9.1        6.9       22.4        3.2        0.0        0.0        0.0:      2.3       2.0
Old  :     100.0:      70.3       37.8        8.2       25.6        9.1        6.9       22.4        3.2        0.0        0.0        0.0:      2.3       2.0
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  :        59:        32         22          6         11         14          4          4          5          0          0          0:
Old  :        59:        32         22          6         11         14          4          4          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       39.5       50.4       57.5       26.3       36.2       41.9       48.7
Old  :                 30.2       39.5       50.4       57.5       26.3       36.2       41.9       48.7
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 - Options and Futures Combined, October 5, 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  :   147,169:    90,200     36,048     14,447     51,786     16,943     13,088     29,338      5,293          0          0          0:    7,198     7,761
Old  :   147,169:    90,200     36,048     14,447     51,786     16,943     13,088     29,338      5,293          0          0          0:    7,198     7,761
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :   -39,382:   -29,950    -28,737       -465     -3,619       -988     -7,470     -4,589     -2,821          0          0          0:    2,312     1,372
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.3       24.5        9.8       35.2       11.5        8.9       19.9        3.6        0.0        0.0        0.0:      4.9       5.3
Old  :     100.0:      61.3       24.5        9.8       35.2       11.5        8.9       19.9        3.6        0.0        0.0        0.0:      4.9       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  :        43:        22         19          .          9          7          4          .          4          0          0          0:
Old  :        43:        22         19          .          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  :                 41.2       41.0       61.5       62.6       35.4       39.5       50.6       58.0
Old  :                 41.2       41.0       61.5       62.6       35.4       39.5       50.6       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 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  :   868,489:   112,572    133,210    190,404     76,300     82,564    138,312    241,211    156,047     29,355     55,081     77,457:   81,776    46,619
Old  :   868,489:   112,572    133,210    190,404     76,300     82,564    138,312    241,211    156,047     29,355     55,081     77,457:   81,776    46,619
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :     1,483:    -2,957        515      5,971       -912     -6,751      4,582     11,054    -10,602        743        361      4,500:    5,998     3,318
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.0       15.3       21.9        8.8        9.5       15.9       27.8       18.0        3.4        6.3        8.9:      9.4       5.4
Old  :     100.0:      13.0       15.3       21.9        8.8        9.5       15.9       27.8       18.0        3.4        6.3        8.9:      9.4       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       297:        54         44         24         11         28         53         68         77         37         34         58:
Old  :       297:        54         44         24         11         28         53         68         77         37         34         58:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.1       25.0       30.8       40.5       18.0       19.2       25.4       28.1
Old  :                 19.1       25.0       30.8       40.5       18.0       19.2       25.4       28.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365C
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 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:       September 28, 2010                                                               :
     :    -5,379:    -4,440     -5,324     -1,049       -155       -279          0          0          0          0          0          0:      389       379
     :          :                                                                                                                        :
     :          :    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 - Options and Futures Combined, October 5, 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:       September 28, 2010                                                               :
     :    -1,708:      -244        242       -748     -1,430       -364          0          0          0          0          0          0:     -352      -156
     :          :                                                                                                                        :
     :          :    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 - Options and Futures Combined, October 5, 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  :    65,432:    36,159     45,006     12,367      4,997        280      2,593      2,471      5,175          0          0          0:    8,858     7,503
Old  :    65,432:    36,159     45,006     12,367      4,997        280      2,593      2,471      5,175          0          0          0:    8,858     7,503
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :    -7,626:    -5,703     -5,225       -243     -2,045       -625     -1,469       -172       -885          0          0          0:    1,299     1,326
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.3       68.8       18.9        7.6        0.4        4.0        3.8        7.9        0.0        0.0        0.0:     13.5      11.5
Old  :     100.0:      55.3       68.8       18.9        7.6        0.4        4.0        3.8        7.9        0.0        0.0        0.0:     13.5      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         15          .          .          .          .          .          .          0          0          0:
Old  :        26:        14         15          .          .          .          .          .          .          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  :                 46.9       47.6       63.6       66.5       46.1       45.1       59.3       61.0
Old  :                 46.9       47.6       63.6       66.5       46.1       45.1       59.3       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-02365K
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 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  :    58,715:    48,894     22,082          0     13,971        564          0      5,010      2,015          0          0          0:    7,242    15,073
Old  :    58,715:    48,894     22,082          0     13,971        564          0      5,010      2,015          0          0          0:    7,242    15,073
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :    -4,939:    -3,547     -4,747     -2,102       -841       -946       -248       -769         76          0          0          0:    1,828     2,288
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.3       37.6        0.0       23.8        1.0        0.0        8.5        3.4        0.0        0.0        0.0:     12.3      25.7
Old  :     100.0:      83.3       37.6        0.0       23.8        1.0        0.0        8.5        3.4        0.0        0.0        0.0:     12.3      25.7
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  :        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  :                 66.2       42.8       81.7       59.8       62.5       40.8       68.3       49.9
Old  :                 66.2       42.8       81.7       59.8       62.5       40.8       68.3       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 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  :    67,182:    34,631     19,694     10,254     36,155      3,772      3,757          0      3,337          0          0          0:   11,431     4,224
Old  :    67,182:    34,631     19,694     10,254     36,155      3,772      3,757          0      3,337          0          0          0:   11,431     4,224
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :    -6,582:    -4,352     -2,191       -280     -1,520       -425     -1,305     -2,149     -1,242          0          0          0:    1,022       945
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.5       29.3       15.3       53.8        5.6        5.6        0.0        5.0        0.0        0.0        0.0:     17.0       6.3
Old  :     100.0:      51.5       29.3       15.3       53.8        5.6        5.6        0.0        5.0        0.0        0.0        0.0:     17.0       6.3
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  :        26:        14         11          .          5          4          .          0          .          0          0          0:
Old  :        26:        14         11          .          5          4          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       63.1       59.6       80.5       38.8       61.3       55.3       75.2
Old  :                 40.0       63.1       59.6       80.5       38.8       61.3       55.3       75.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 2010                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,676,395:   320,446    296,646     68,792     65,050    657,466     21,446     91,694    174,071     49,894      8,151    377,464:    6,816     5,853
Old  : 1,676,395:   320,446    296,646     68,792     65,050    657,466     21,446     91,694    174,071     49,894      8,151    377,464:    6,816     5,853
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :    63,603:    10,595     12,491     -4,387        321     19,433      2,818      2,002     10,988      4,293       -901     19,802:       62      -532
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.1       17.7        4.1        3.9       39.2        1.3        5.5       10.4        3.0        0.5       22.5:      0.4       0.3
Old  :     100.0:      19.1       17.7        4.1        3.9       39.2        1.3        5.5       10.4        3.0        0.5       22.5:      0.4       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  :       140:        37         38          9         14         22         20         21         31         29          6         28:
Old  :       140:        37         38          9         14         22         20         21         31         29          6         28:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       34.2       55.8       52.3        6.1        5.1        7.7        7.3
Old  :                 33.6       34.2       55.8       52.3        6.1        5.1        7.7        7.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 2010                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    32,758:     6,275      3,723      6,477      1,285      4,040        365      5,689     12,177        445      2,935      2,738:      241       171
Old  :    32,758:     6,275      3,723      6,477      1,285      4,040        365      5,689     12,177        445      2,935      2,738:      241       171
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :     3,287:       692        -14         54        524        108       -196       -189      2,315        194        237        223:     -102        85
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.2       11.4       19.8        3.9       12.3        1.1       17.4       37.2        1.4        9.0        8.4:      0.7       0.5
Old  :     100.0:      19.2       11.4       19.8        3.9       12.3        1.1       17.4       37.2        1.4        9.0        8.4:      0.7       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  :        26:         9          6          .          4          .          .          4          6          .          .          .:
Old  :        26:         9          6          .          4          .          .          4          6          .          .          .:
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  :                 71.8       68.9       93.0       89.2       26.8       27.5       29.5       29.9
Old  :                 71.8       68.9       93.0       89.2       26.8       27.5       29.5       29.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035652
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 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  :    47,074:    26,726     42,566     18,702      3,172          0        840          0          0          0          0          0:      806     1,336
Old  :    47,074:    26,726     42,566     18,702      3,172          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:       September 28, 2010                                                               :
     :    -8,138:    -6,632     -3,922     -1,240     -3,422       -604          0          0          0          0          0          0:      338      -190
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.8       90.4       39.7        6.7        0.0        1.8        0.0        0.0        0.0        0.0        0.0:      1.7       2.8
Old  :     100.0:      56.8       90.4       39.7        6.7        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  :                 79.3       67.3       92.4       89.0       75.8       63.8       83.1       80.3
Old  :                 79.3       67.3       92.4       89.0       75.8       63.8       83.1       80.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 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  :   130,280:    74,150     69,084     35,575     33,211     10,308        406      8,540      3,584          0          0          0:    6,256     5,553
Old  :   130,280:    74,150     69,084     35,575     33,211     10,308        406      8,540      3,584          0          0          0:    6,256     5,553
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :   -14,645:    -8,457    -13,477     -3,197        -90     -1,931     -1,712      1,400     -1,371          0          0          0:    2,023       824
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.9       53.0       27.3       25.5        7.9        0.3        6.6        2.8        0.0        0.0        0.0:      4.8       4.3
Old  :     100.0:      56.9       53.0       27.3       25.5        7.9        0.3        6.6        2.8        0.0        0.0        0.0:      4.8       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        19         20          6          5          9          .          .          4          0          0          0:
Old  :        37:        19         20          6          5          9          .          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.0       41.6       62.0       63.2       38.2       39.7       50.1       55.4
Old  :                 40.0       41.6       62.0       63.2       38.2       39.7       50.1       55.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 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  :   103,383:    55,230     61,798     27,899     21,943     11,401          0      1,858      1,106          0          0          0:    7,747     5,277
Old  :   103,383:    55,230     61,798     27,899     21,943     11,401          0      1,858      1,106          0          0          0:    7,747     5,277
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :    -7,315:    -3,525     -3,806     -1,431     -1,450     -1,109       -609       -296       -112          0          0          0:     -529      -542
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.4       59.8       27.0       21.2       11.0        0.0        1.8        1.1        0.0        0.0        0.0:      7.5       5.1
Old  :     100.0:      53.4       59.8       27.0       21.2       11.0        0.0        1.8        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  :        31:        13         11          9          4          9          0          .          .          0          0          0:
Old  :        31:        13         11          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  :                 57.2       53.1       73.4       72.6       49.6       52.3       61.3       68.8
Old  :                 57.2       53.1       73.4       72.6       49.6       52.3       61.3       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 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  :   167,794:    91,395     68,221     30,007     64,062     20,978      6,168      1,612      6,704          0          0          0:   12,542     6,217
Old  :   167,794:    91,395     68,221     30,007     64,062     20,978      6,168      1,612      6,704          0          0          0:   12,542     6,217
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :   -15,941:    -7,996     -8,096     -2,774     -3,547     -2,089     -1,889       -248     -1,418          0          0          0:      225      -543
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.5       40.7       17.9       38.2       12.5        3.7        1.0        4.0        0.0        0.0        0.0:      7.5       3.7
Old  :     100.0:      54.5       40.7       17.9       38.2       12.5        3.7        1.0        4.0        0.0        0.0        0.0:      7.5       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  :        40:        22         19          5          9          9          .          .          .          0          0          0:
Old  :        40:        22         19          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  :                 32.3       32.6       53.6       56.8       25.7       25.6       38.8       44.6
Old  :                 32.3       32.6       53.6       56.8       25.7       25.6       38.8       44.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 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  : 2,660,234:   810,206    501,024     76,751    765,558    404,907    444,795     58,404    606,784     94,638    108,398    196,604:   25,549    18,555
Old  : 2,660,234:   810,206    501,024     76,751    765,558    404,907    444,795     58,404    606,784     94,638    108,398    196,604:   25,549    18,555
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :   -52,366:   -33,157    -17,901        795    -45,676      6,036     16,388     20,638    -21,283    -19,945      9,404     -5,862:    4,662     2,278
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      30.5       18.8        2.9       28.8       15.2       16.7        2.2       22.8        3.6        4.1        7.4:      1.0       0.7
Old  :     100.0:      30.5       18.8        2.9       28.8       15.2       16.7        2.2       22.8        3.6        4.1        7.4:      1.0       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  :       176:        74         62         10         19         27         23         15         36         14         15         24:
Old  :       176:        74         62         10         19         27         23         15         36         14         15         24:
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  :                 26.9       25.5       38.0       39.6       17.1       20.3       22.3       26.8
Old  :                 26.9       25.5       38.0       39.6       17.1       20.3       22.3       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 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  :   891,174:   209,742    239,022    213,604    137,096    244,864     31,473     73,175     76,545     34,081     38,262     77,735:    3,130     4,475
Old  :   891,174:   209,742    239,022    213,604    137,096    244,864     31,473     73,175     76,545     34,081     38,262     77,735:    3,130     4,475
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :    22,011:     7,327      2,481        497       -570      3,371      4,052         28      4,111     -4,278      5,666      5,947:      984       977
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.5       26.8       24.0       15.4       27.5        3.5        8.2        8.6        3.8        4.3        8.7:      0.4       0.5
Old  :     100.0:      23.5       26.8       24.0       15.4       27.5        3.5        8.2        8.6        3.8        4.3        8.7:      0.4       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        94:        22         21         13          8         18          9         14         14         12         14         21:
Old  :        94:        22         21         13          8         18          9         14         14         12         14         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       35.9       48.3       54.2       20.3       27.1       31.4       34.5
Old  :                 31.9       35.9       48.3       54.2       20.3       27.1       31.4       34.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 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  :    25,818:    21,759     15,382        145      6,946      1,590         74          0        553        105        470        576:    1,016       301
Old  :    25,818:    21,759     15,382        145      6,946      1,590         74          0        553        105        470        576:    1,016       301
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :    -1,035:      -791     -1,298       -133        307       -323         44          0          0         15        195        -15:      168        99
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.3       59.6        0.6       26.9        6.2        0.3        0.0        2.1        0.4        1.8        2.2:      3.9       1.2
Old  :     100.0:      84.3       59.6        0.6       26.9        6.2        0.3        0.0        2.1        0.4        1.8        2.2:      3.9       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        26         22          .          6          5          .          0          4          .          .          .:
Old  :        44:        26         22          .          6          5          .          0          4          .          .          .:
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  :                 38.6       45.1       59.9       69.3       25.9       37.4       39.1       51.0
Old  :                 38.6       45.1       59.9       69.3       25.9       37.4       39.1       51.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 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  :    13,725:    12,889      6,182          0      6,609        137          0          0          0        450          0          0:      249       797
Old  :    13,725:    12,889      6,182          0      6,609        137          0          0          0        450          0          0:      249       797
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :    -1,119:    -1,052       -883          0       -130        -31          0          0          0        405          0          0:     -441       -75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.9       45.0        0.0       48.2        1.0        0.0        0.0        0.0        3.3        0.0        0.0:      1.8       5.8
Old  :     100.0:      93.9       45.0        0.0       48.2        1.0        0.0        0.0        0.0        3.3        0.0        0.0:      1.8       5.8
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:        13          9          0          5          .          0          0          0          .          0          0:
Old  :        20:        13          9          0          5          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       62.4       92.2       88.0       61.4       61.9       81.0       77.5
Old  :                 67.9       62.4       92.2       88.0       61.4       61.9       81.0       77.5
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 - Options and Futures Combined, October 5, 2010                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,237:     7,142      5,961        110      1,250      1,385        186          0        152          0        105         40:      222       344
Old  :     9,237:     7,142      5,961        110      1,250      1,385        186          0        152          0        105         40:      222       344
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :      -254:      -358       -170         10       -222         68        116          0        -20        -57          0        -30:       17       120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.3       64.5        1.2       13.5       15.0        2.0        0.0        1.6        0.0        1.1        0.4:      2.4       3.7
Old  :     100.0:      77.3       64.5        1.2       13.5       15.0        2.0        0.0        1.6        0.0        1.1        0.4:      2.4       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  :        32:        20         13          .          6          5          .          0          .          0          .          .:
Old  :        32:        20         13          .          6          5          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.3       48.1       76.7       70.5       57.1       39.6       62.9       55.3
Old  :                 64.3       48.1       76.7       70.5       57.1       39.6       62.9       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, October 5, 2010                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,846:     8,654      6,801        366      2,075        316          0          0          0          0          0          0:      510       654
Old  :     9,846:     8,654      6,801        366      2,075        316          0          0          0          0          0          0:      510       654
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :       -21:       -24         42       -183        118        -81          0          0          0          0          0          0:      267      -100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.9       69.1        3.7       21.1        3.2        0.0        0.0        0.0        0.0        0.0        0.0:      5.2       6.6
Old  :     100.0:      87.9       69.1        3.7       21.1        3.2        0.0        0.0        0.0        0.0        0.0        0.0:      5.2       6.6
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  :        24:        15         16          .          4          4          0          0          0          0          0          0:
Old  :        24:        15         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  :                 61.0       59.8       78.9       76.2       57.7       57.3       70.3       69.1
Old  :                 61.0       59.8       78.9       76.2       57.7       57.3       70.3       69.1
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 - Options and Futures Combined, October 5, 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  :     4,386:     3,502      2,793         95        997        473          0          0          0        180          0          0:      136       123
Old  :     4,386:     3,502      2,793         95        997        473          0          0          0        180          0          0:      136       123
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 28, 2010                                                               :
     :      -413:      -367       -198         -5       -100        -35          0          0          0         50          0        -50:       -6       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.8       63.7        2.2       22.7       10.8        0.0        0.0        0.0        4.1        0.0        0.0:      3.1       2.8
Old  :     100.0:      79.8       63.7        2.2       22.7       10.8        0.0        0.0        0.0        4.1        0.0        0.0:      3.1       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  :        21:        15         10          .          4          .          0          0          0          .          0          0:
Old  :        21:        15         10          .          4          .          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  :                 55.4       65.9       74.9       89.4       42.5       52.3       54.5       63.6
Old  :                 55.4       65.9       74.9       89.4       42.5       52.3       54.5       63.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 8, 2010