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NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, August 3, 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  : 3,971,710: 1,503,578  1,036,112    146,250    862,652    608,415    235,493     18,563  1,117,195     58,753     37,249    261,479:   40,547    30,045
Old  : 3,971,710: 1,503,578  1,036,112    146,250    862,652    608,415    235,493     18,563  1,117,195     58,753     37,249    261,479:   40,547    30,045
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :  -194,268:   -79,503    -63,796    -14,312    -13,249    -26,653     -1,816     -6,572    -71,571      4,374     -5,040     -1,452:   -3,335    -5,935
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.9       26.1        3.7       21.7       15.3        5.9        0.5       28.1        1.5        0.9        6.6:      1.0       0.8
Old  :     100.0:      37.9       26.1        3.7       21.7       15.3        5.9        0.5       28.1        1.5        0.9        6.6:      1.0       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       221:       100         93         15         20         33         25         15         37         23         16         34:
Old  :       221:       100         93         15         20         33         25         15         37         23         16         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.6       22.7       39.3       38.9        9.8       15.5       14.9       20.8
Old  :                 22.6       22.7       39.3       38.9        9.8       15.5       14.9       20.8
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, August 3, 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  :   891,819:    96,300    120,233    154,333     83,416     94,261    145,411    179,610    217,240     14,133     63,792     91,518:   78,622    41,748
Old  :   891,819:    96,300    120,233    154,333     83,416     94,261    145,411    179,610    217,240     14,133     63,792     91,518:   78,622    41,748
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :    18,221:    -1,937      4,075     -6,376     -1,605      1,378      5,190     -6,083     10,997       -285      5,542      3,295:    5,958       621
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.8       13.5       17.3        9.4       10.6       16.3       20.1       24.4        1.6        7.2       10.3:      8.8       4.7
Old  :     100.0:      10.8       13.5       17.3        9.4       10.6       16.3       20.1       24.4        1.6        7.2       10.3:      8.8       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       284:        57         49         23          9         26         61         55         76         32         36         63:
Old  :       284:        57         49         23          9         26         61         55         76         32         36         63:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.5       31.5       29.9       43.1       15.5       20.4       21.0       27.7
Old  :                 18.5       31.5       29.9       43.1       15.5       20.4       21.0       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-02365A
Disaggregated Commitments of Traders - Options and Futures Combined, August 3, 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  :    54,235:    32,580     26,177      5,490     14,916      4,872        334        133      1,853          0          0          0:    9,106     6,284
Old  :    54,235:    32,580     26,177      5,490     14,916      4,872        334        133      1,853          0          0          0:    9,106     6,284
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :    -3,218:    -4,469     -1,105        372       -910       -466       -242        108       -108          0          0          0:    1,695      -737
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.1       48.3       10.1       27.5        9.0        0.6        0.2        3.4        0.0        0.0        0.0:     16.8      11.6
Old  :     100.0:      60.1       48.3       10.1       27.5        9.0        0.6        0.2        3.4        0.0        0.0        0.0:     16.8      11.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        15         13          .          4          5          .          .          .          0          0          0:
Old  :        23:        15         13          .          4          5          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       47.5       64.3       66.8       39.5       40.7       49.7       52.2
Old  :                 47.2       47.5       64.3       66.8       39.5       40.7       49.7       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                Code-02365B
Disaggregated Commitments of Traders - Options and Futures Combined, August 3, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    33,775:    17,630      9,241      4,288      8,847      5,635          0        559      2,560          0          0          0:    3,662     6,933
Old  :    33,775:    17,630      9,241      4,288      8,847      5,635          0        559      2,560          0          0          0:    3,662     6,933
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :    -4,010:    -3,346     -2,591        533       -578       -343       -178        559       -596          0          0          0:      -80      -461
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.2       27.4       12.7       26.2       16.7        0.0        1.7        7.6        0.0        0.0        0.0:     10.8      20.5
Old  :     100.0:      52.2       27.4       12.7       26.2       16.7        0.0        1.7        7.6        0.0        0.0        0.0:     10.8      20.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         9         11          .          .          4          0          .          .          0          0          0:
Old  :        21:         9         11          .          .          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  :                 49.7       38.4       73.2       61.4       31.6       28.9       45.2       35.2
Old  :                 49.7       38.4       73.2       61.4       31.6       28.9       45.2       35.2
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, August 3, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    60,376:    34,517     32,659     13,252     10,718      4,823          0          0          0          0          0          0:    7,784    12,176
Old  :    60,376:    34,517     32,659     13,252     10,718      4,823          0          0          0          0          0          0:    7,784    12,176
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :    -5,006:    -2,809     -3,466     -1,049       -155       -402          0          0          0          0          0          0:     -746      -983
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.2       54.1       21.9       17.8        8.0        0.0        0.0        0.0        0.0        0.0        0.0:     12.9      20.2
Old  :     100.0:      57.2       54.1       21.9       17.8        8.0        0.0        0.0        0.0        0.0        0.0        0.0:     12.9      20.2
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  :        26:        13         15          4          4          4          0          0          0          0          0          0:
Old  :        26:        13         15          4          4          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.8       46.4       64.5       62.3       38.3       41.0       54.5       52.0
Old  :                 41.8       46.4       64.5       62.3       38.3       41.0       54.5       52.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365D
Disaggregated Commitments of Traders - Options and Futures Combined, August 3, 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  :    65,567:    36,576     31,017     13,406     26,119      5,724          0          0          0          0          0          0:    9,861     2,707
Old  :    65,567:    36,576     31,017     13,406     26,119      5,724          0          0          0          0          0          0:    9,861     2,707
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :    -4,427:    -2,179     -2,223     -2,708     -1,430       -213          0          0          0          0          0          0:      673      -561
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.8       47.3       20.4       39.8        8.7        0.0        0.0        0.0        0.0        0.0        0.0:     15.0       4.1
Old  :     100.0:      55.8       47.3       20.4       39.8        8.7        0.0        0.0        0.0        0.0        0.0        0.0:     15.0       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12         11          .          5          5          0          0          0          0          0          0:
Old  :        22:        12         11          .          5          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  :                 48.0       52.0       66.6       77.2       42.9       47.7       56.9       65.9
Old  :                 48.0       52.0       66.6       77.2       42.9       47.7       56.9       65.9
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, August 3, 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  :    70,169:    40,978     47,806     12,389      8,178      1,627      2,821          0      4,597          0          0          0:    7,757     7,961
Old  :    70,169:    40,978     47,806     12,389      8,178      1,627      2,821          0      4,597          0          0          0:    7,757     7,961
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :    -7,500:    -5,953     -3,345       -119     -1,230       -749        524          0     -1,284          0          0          0:       81      -892
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.4       68.1       17.7       11.7        2.3        4.0        0.0        6.6        0.0        0.0        0.0:     11.1      11.3
Old  :     100.0:      58.4       68.1       17.7       11.7        2.3        4.0        0.0        6.6        0.0        0.0        0.0:     11.1      11.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        15         17          .          5          4          4          0          4          0          0          0:
Old  :        31:        15         17          .          5          4          4          0          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  :                 47.2       46.3       62.7       61.7       45.2       42.7       54.8       53.4
Old  :                 47.2       46.3       62.7       61.7       45.2       42.7       54.8       53.4
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, August 3, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    68,176:    57,102     27,201      2,640     13,048        853        488      8,567      1,625          0          0          0:    5,468    16,882
Old  :    68,176:    57,102     27,201      2,640     13,048        853        488      8,567      1,625          0          0          0:    5,468    16,882
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :    -5,390:    -5,366     -3,650       -831       -806       -132       -248     -1,595        453          0          0          0:      734       340
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.8       39.9        3.9       19.1        1.3        0.7       12.6        2.4        0.0        0.0        0.0:      8.0      24.8
Old  :     100.0:      83.8       39.9        3.9       19.1        1.3        0.7       12.6        2.4        0.0        0.0        0.0:      8.0      24.8
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  :        23:        11         13          .          .          .          .          .          .          0          0          0:
Old  :        23:        11         13          .          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       42.3       82.7       57.9       60.5       40.6       70.3       50.1
Old  :                 64.4       42.3       82.7       57.9       60.5       40.6       70.3       50.1
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, August 3, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    69,415:    39,314     18,827      9,888     36,035      4,220      2,440      2,248      3,849          0          0          0:    9,704     4,236
Old  :    69,415:    39,314     18,827      9,888     36,035      4,220      2,440      2,248      3,849          0          0          0:    9,704     4,236
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :    -6,420:    -1,409     -5,172        160     -1,584       -703     -3,911        790        548          0          0          0:   -1,105      -299
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.6       27.1       14.2       51.9        6.1        3.5        3.2        5.5        0.0        0.0        0.0:     14.0       6.1
Old  :     100.0:      56.6       27.1       14.2       51.9        6.1        3.5        3.2        5.5        0.0        0.0        0.0:     14.0       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        17         14          4          5          4          .          .          4          0          0          0:
Old  :        32:        17         14          4          5          4          .          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.3       54.9       56.9       74.1       35.1       52.4       52.5       68.1
Old  :                 38.3       54.9       56.9       74.1       35.1       52.4       52.5       68.1
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, August 3, 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  : 1,641,749:   313,078    296,799     98,081     85,997    640,354     15,609     81,438    175,746     53,644     15,015    339,684:    5,553     6,716
Old  : 1,641,749:   313,078    296,799     98,081     85,997    640,354     15,609     81,438    175,746     53,644     15,015    339,684:    5,553     6,716
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :    26,936:     5,797      7,048        -54        648      8,364         85       -125      2,386      1,727        553      8,193:      438      -129
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.1       18.1        6.0        5.2       39.0        1.0        5.0       10.7        3.3        0.9       20.7:      0.3       0.4
Old  :     100.0:      19.1       18.1        6.0        5.2       39.0        1.0        5.0       10.7        3.3        0.9       20.7:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       142:        40         40         11         12         23         22         20         34         19         15         31:
Old  :       142:        40         40         11         12         23         22         20         34         19         15         31:
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  :                 33.5       35.0       56.4       52.9        8.4        7.1       10.1        8.8
Old  :                 33.5       35.0       56.4       52.9        8.4        7.1       10.1        8.8
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, August 3, 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  :    53,053:    12,622     17,807      6,100      4,380      5,375      7,017      6,289     13,275      4,205      1,293      4,156:      302       477
Old  :    53,053:    12,622     17,807      6,100      4,380      5,375      7,017      6,289     13,275      4,205      1,293      4,156:      302       477
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :     4,840:      -383      1,638        -94        446        686        -16       -169      2,439      1,998       -192         59:      153       -66
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.8       33.6       11.5        8.3       10.1       13.2       11.9       25.0        7.9        2.4        7.8:      0.6       0.9
Old  :     100.0:      23.8       33.6       11.5        8.3       10.1       13.2       11.9       25.0        7.9        2.4        7.8:      0.6       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        15         14          .          7         10          4         11         11          .          .          .:
Old  :        46:        15         14          .          7         10          4         11         11          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       50.2       80.8       77.2       29.4       25.6       35.5       31.6
Old  :                 50.1       50.2       80.8       77.2       29.4       25.6       35.5       31.6
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, August 3, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    61,371:    38,485     49,463     21,142      9,718        244        840          0          0          0          0          0:      660     1,946
Old  :    61,371:    38,485     49,463     21,142      9,718        244        840          0          0          0          0          0:      660     1,946
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :    -6,438:    -5,526     -3,772     -1,240     -2,232          0        840          0          0          0          0          0:     -512      -434
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.7       80.6       34.4       15.8        0.4        1.4        0.0        0.0        0.0        0.0        0.0:      1.1       3.2
Old  :     100.0:      62.7       80.6       34.4       15.8        0.4        1.4        0.0        0.0        0.0        0.0        0.0:      1.1       3.2
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  :        26:        14         13          .          5          .          .          0          0          0          0          0:
Old  :        26:        14         13          .          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  :                 69.6       59.6       86.7       80.3       62.9       54.5       70.1       67.4
Old  :                 69.6       59.6       86.7       80.3       62.9       54.5       70.1       67.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, August 3, 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  :   150,585:    83,774     85,925     40,451     33,962     13,830      3,773      8,253      4,128          0          0          0:    4,629     4,487
Old  :   150,585:    83,774     85,925     40,451     33,962     13,830      3,773      8,253      4,128          0          0          0:    4,629     4,487
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :    -6,593:    -2,870     -6,254        372        580     -1,681     -1,243      1,522        -98          0          0          0:   -1,073      -662
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.6       57.1       26.9       22.6        9.2        2.5        5.5        2.7        0.0        0.0        0.0:      3.1       3.0
Old  :     100.0:      55.6       57.1       26.9       22.6        9.2        2.5        5.5        2.7        0.0        0.0        0.0:      3.1       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        25         27          9          4         10          4          .          4          0          0          0:
Old  :        47:        25         27          9          4         10          4          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.9       40.5       55.1       61.1       33.6       38.7       44.6       52.2
Old  :                 35.9       40.5       55.1       61.1       33.6       38.7       44.6       52.2
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, August 3, 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  :   115,996:    63,308     67,430     29,553     26,691     12,500        700      3,414        657          0          0          0:    9,278     5,304
Old  :   115,996:    63,308     67,430     29,553     26,691     12,500        700      3,414        657          0          0          0:    9,278     5,304
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :    -6,537:    -3,003     -2,916       -226     -1,290     -1,524       -447       -301       -126          0          0          0:   -1,211      -380
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.6       58.1       25.5       23.0       10.8        0.6        2.9        0.6        0.0        0.0        0.0:      8.0       4.6
Old  :     100.0:      54.6       58.1       25.5       23.0       10.8        0.6        2.9        0.6        0.0        0.0        0.0:      8.0       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        14         12          8          4          9          .          .          .          0          0          0:
Old  :        31:        14         12          8          4          9          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.0       51.9       68.7       74.1       46.3       50.6       56.9       70.5
Old  :                 54.0       51.9       68.7       74.1       46.3       50.6       56.9       70.5
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, August 3, 2010                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   194,454:   103,978     82,222     30,235     66,586     28,224      8,673      1,860      8,874          0          0          0:   14,471     6,689
Old  :   194,454:   103,978     82,222     30,235     66,586     28,224      8,673      1,860      8,874          0          0          0:   14,471     6,689
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :   -14,000:    -9,678     -9,014     -1,311     -2,662       -982        750        124     -1,399          0          0          0:   -1,380       -67
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.5       42.3       15.5       34.2       14.5        4.5        1.0        4.6        0.0        0.0        0.0:      7.4       3.4
Old  :     100.0:      53.5       42.3       15.5       34.2       14.5        4.5        1.0        4.6        0.0        0.0        0.0:      7.4       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        25         22          5         10         10          .          .          .          0          0          0:
Old  :        45:        25         22          5         10         10          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       28.2       52.8       49.3       24.4       23.0       35.4       39.5
Old  :                 32.7       28.2       52.8       49.3       24.4       23.0       35.4       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                               Code-035656
Disaggregated Commitments of Traders - Options and Futures Combined, August 3, 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  :    43,424:    30,266     17,856      5,559     14,246      3,639          0      2,355      1,189          0          0          0:    2,771     4,139
Old  :    43,424:    30,266     17,856      5,559     14,246      3,639          0      2,355      1,189          0          0          0:    2,771     4,139
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :    -3,699:    -2,491     -1,889       -360       -476       -361          0       -432        -31          0          0          0:     -456      -510
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.7       41.1       12.8       32.8        8.4        0.0        5.4        2.7        0.0        0.0        0.0:      6.4       9.5
Old  :     100.0:      69.7       41.1       12.8       32.8        8.4        0.0        5.4        2.7        0.0        0.0        0.0:      6.4       9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        11          6          .          4          4          0          .          .          0          0          0:
Old  :        20:        11          6          .          4          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       58.7       73.4       81.1       45.5       47.5       62.7       65.2
Old  :                 50.0       58.7       73.4       81.1       45.5       47.5       62.7       65.2
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, August 3, 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  : 2,691,969:   769,796    483,842     68,958    847,370    377,163    525,871     70,360    580,494    118,727     83,465    228,609:   22,351    20,666
Old  : 2,691,969:   769,796    483,842     68,958    847,370    377,163    525,871     70,360    580,494    118,727     83,465    228,609:   22,351    20,666
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :   -60,752:   -69,160    -13,097        282    -52,444      9,403    -16,164       -126     11,811       -196    -18,629      2,258:    1,014        72
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.6       18.0        2.6       31.5       14.0       19.5        2.6       21.6        4.4        3.1        8.5:      0.8       0.8
Old  :     100.0:      28.6       18.0        2.6       31.5       14.0       19.5        2.6       21.6        4.4        3.1        8.5:      0.8       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       184:        80         69         12         19         28         23         15         36         12         15         26:
Old  :       184:        80         69         12         19         28         23         15         36         12         15         26:
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  :                 30.5       27.2       40.2       41.1       19.4       21.6       26.1       29.2
Old  :                 30.5       27.2       40.2       41.1       19.4       21.6       26.1       29.2
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, August 3, 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  :   976,634:   196,345    261,758    328,278    201,382    192,879     53,311     97,850     56,754     67,722     83,505     78,286:    3,059     4,220
Old  :   976,634:   196,345    261,758    328,278    201,382    192,879     53,311     97,850     56,754     67,722     83,505     78,286:    3,059     4,220
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :   -61,128:    11,455    -13,364     20,634     -2,954    -21,782    -20,280      5,769     -8,543    -16,426      5,150    -25,925:     -261       521
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.1       26.8       33.6       20.6       19.7        5.5       10.0        5.8        6.9        8.6        8.0:      0.3       0.4
Old  :     100.0:      20.1       26.8       33.6       20.6       19.7        5.5       10.0        5.8        6.9        8.6        8.0:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        94:        25         23         11          9         17         10         14         17         16          9         21:
Old  :        94:        25         23         11          9         17         10         14         17         16          9         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       40.7       50.1       56.8       25.3       33.7       36.4       42.8
Old  :                 35.6       40.7       50.1       56.8       25.3       33.7       36.4       42.8
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, August 3, 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  :    25,272:    21,928     16,459        360      6,703      1,737         79          0         38         60          0         45:    1,025       290
Old  :    25,272:    21,928     16,459        360      6,703      1,737         79          0         38         60          0         45:    1,025       290
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :     3,298:     2,881      2,916        180        290        119         30          0        -87          0          0          0:      175        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.8       65.1        1.4       26.5        6.9        0.3        0.0        0.2        0.2        0.0        0.2:      4.1       1.1
Old  :     100.0:      86.8       65.1        1.4       26.5        6.9        0.3        0.0        0.2        0.2        0.0        0.2:      4.1       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        29         23          .          5          4          .          0          .          .          0          .:
Old  :        39:        29         23          .          5          4          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       45.8       61.0       69.0       29.4       37.1       40.8       48.0
Old  :                 39.4       45.8       61.0       69.0       29.4       37.1       40.8       48.0
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, August 3, 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  :    15,562:    14,647      7,648          0      6,719        514          0          0          0         90          0          0:      311       681
Old  :    15,562:    14,647      7,648          0      6,719        514          0          0          0         90          0          0:      311       681
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :    -1,214:      -808     -1,234          0         37       -175          0          0          0        -95          0          0:     -136       158
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.1       49.1        0.0       43.2        3.3        0.0        0.0        0.0        0.6        0.0        0.0:      2.0       4.4
Old  :     100.0:      94.1       49.1        0.0       43.2        3.3        0.0        0.0        0.0        0.6        0.0        0.0:      2.0       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        12         11          0          5          .          0          0          0          .          0          0:
Old  :        20:        12         11          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  :                 73.2       61.3       89.8       81.5       63.7       56.7       73.8       68.2
Old  :                 73.2       61.3       89.8       81.5       63.7       56.7       73.8       68.2
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, August 3, 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  :     9,160:     6,976      6,142          0      1,111      1,548        124          0         79          0          0          0:      433       280
Old  :     9,160:     6,976      6,142          0      1,111      1,548        124          0         79          0          0          0:      433       280
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :      -553:      -652       -233          0       -439         10        116          0         -1          0          0          0:      -26       110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.2       67.1        0.0       12.1       16.9        1.4        0.0        0.9        0.0        0.0        0.0:      4.7       3.1
Old  :     100.0:      76.2       67.1        0.0       12.1       16.9        1.4        0.0        0.9        0.0        0.0        0.0:      4.7       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        13         12          0          6          5          .          0          .          0          0          0:
Old  :        23:        13         12          0          6          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  :                 72.8       51.8       85.2       77.0       65.5       49.3       70.0       68.6
Old  :                 72.8       51.8       85.2       77.0       65.5       49.3       70.0       68.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, August 3, 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  :     9,391:     8,128      6,740        445      1,494        585          0          0          0          0          0          0:      233       572
Old  :     9,391:     8,128      6,740        445      1,494        585          0          0          0          0          0          0:      233       572
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :      -670:      -452       -690         52        138       -175          0          0          0          0          0          0:      -95        57
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.6       71.8        4.7       15.9        6.2        0.0        0.0        0.0        0.0        0.0        0.0:      2.5       6.1
Old  :     100.0:      86.6       71.8        4.7       15.9        6.2        0.0        0.0        0.0        0.0        0.0        0.0:      2.5       6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        16         14          .          .          4          0          0          0          0          0          0:
Old  :        25:        16         14          .          .          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  :                 52.7       58.0       72.2       78.4       45.0       52.1       58.5       65.3
Old  :                 52.7       58.0       72.2       78.4       45.0       52.1       58.5       65.3
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, August 3, 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  :     4,137:     3,251      2,195          0      1,105        553          0          0          0          0          0          0:      333       284
Old  :     4,137:     3,251      2,195          0      1,105        553          0          0          0          0          0          0:      333       284
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 27, 2010                                                                    :
     :       244:       135        205          0       -100        109          0          0          0          0          0          0:        0        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.6       53.1        0.0       26.7       13.4        0.0        0.0        0.0        0.0        0.0        0.0:      8.0       6.9
Old  :     100.0:      78.6       53.1        0.0       26.7       13.4        0.0        0.0        0.0        0.0        0.0        0.0:      8.0       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        13          9          0          5          4          0          0          0          0          0          0:
Old  :        20:        13          9          0          5          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       60.9       72.8       81.0       40.9       48.5       54.4       58.6
Old  :                 50.2       60.9       72.8       81.0       40.9       48.5       54.4       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 6, 2010