```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,512,736                :
: Positions                                                                                                    :
:1,620,022   862,834   178,400 1,122,143   616,576   298,287    60,874 1,383,089    32,689    93,541   353,500 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
: -112,457   -57,588    22,773  -134,983     2,834   -79,485    25,061    19,352     5,382   -17,657       416 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.9      19.1       4.0      24.9      13.7       6.6       1.3      30.6       0.7       2.1       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   216                     :
:       96        90        11        23        29        24        14        36        15        24        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   379,278                :
: Positions                                                                                                    :
:  216,327   255,172    43,045    21,474    63,215    21,632    16,753    18,240        86         0     1,200 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:    3,392        45    -7,179     4,339       197    12,716     1,010    -3,140    -2,073         0       278 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      67.3      11.3       5.7      16.7       5.7       4.4       4.8       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       28        24         5         8         9         5         5         9         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   199,320                :
: Positions                                                                                                    :
:  168,564   105,727     4,792    64,696    13,843     1,964     3,240     6,126         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:     -675       739    -1,406    -3,142        35     1,000      -838       998         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.6      53.0       2.4      32.5       6.9       1.0       1.6       3.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       23        24         .         9        10         .         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   334,846                :
: Positions                                                                                                    :
:  212,027   112,269    36,179   160,118    42,899    30,142     8,554     6,609         0       127       582 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:   15,948    18,451    -1,733    -1,435     2,968       899      -280       838         0         2        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      33.5      10.8      47.8      12.8       9.0       2.6       2.0       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       20        21         5        10        14         4         .         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   739,378                :
: Positions                                                                                                    :
:  500,340   280,548    86,420   280,105    84,730     7,331    36,901    51,370         0       837     1,586 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:  -12,487     3,244     6,516    -6,260     4,648    -1,304    -1,484     6,427         0       217        59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      37.9      11.7      37.9      11.5       1.0       5.0       6.9       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       37        30         6        15        19         .         7         8         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   193,301                :
: Positions                                                                                                    :
:  137,217   126,946    21,454    48,855     5,304    19,965     2,235     2,076         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:    4,873     4,861     3,571       731      -942       238     2,235      -973         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      65.7      11.1      25.3       2.7      10.3       1.2       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       27        20         5         .         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   338,688                :
: Positions                                                                                                    :
:  237,864   170,196    30,711    74,516    26,724    17,377    46,418    14,412         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:    8,278     5,809       461     1,330     1,165     2,621     4,530    -3,750         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.2      50.3       9.1      22.0       7.9       5.1      13.7       4.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       29        22         5        12        11         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   187,012                :
: Positions                                                                                                    :
:  136,828    50,753    11,152    60,492    22,950     3,373    41,022     6,433         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:    4,031    -6,477       830       786       152    -1,226    12,015       335         0    -2,256       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      27.1       6.0      32.3      12.3       1.8      21.9       3.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       23        14         .        10         6         .         4         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,046,281                :
: Positions                                                                                                    :
:   71,290    95,689   242,494    27,260   123,761   136,750   311,855   249,390    35,787    83,420   102,181 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:       90       905     3,142    -2,430    -2,749     4,315    17,803     6,169       739   -11,992    -1,387 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.8       9.1      23.2       2.6      11.8      13.1      29.8      23.8       3.4       8.0       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   316                     :
:       42        41        21        11        28        59        86        80        38        39        64 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    55,244                :
: Positions                                                                                                    :
:   28,098    27,858    11,114    18,504     4,703         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:    1,218     1,770         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      50.4      20.1      33.5       8.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       12        10         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    48,278                :
: Positions                                                                                                    :
:   27,263    33,157    10,949     1,139       590     2,580     2,485     2,575         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:        0     1,712         0      -432       432       254    -1,882       -50         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.5      68.7      22.7       2.4       1.2       5.3       5.1       5.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #02365O                                                    Open Interest is    59,170                :
: Positions                                                                                                    :
:   27,357     7,197     8,108    38,248     3,717     4,533       890     2,866         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:     -428       400         0         0         0       572         0      -166         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.2      12.2      13.7      64.6       6.3       7.7       1.5       4.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         .         4         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,674,735                :
: Positions                                                                                                    :
:  197,995   182,160    72,629    68,979   780,160    19,964    73,991   193,542    47,190    12,534   356,021 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:  -25,136   -21,744    -4,796    -4,533   -25,124    -5,131   -24,376   -31,535   -17,112      -273   -34,738 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.8      10.9       4.3       4.1      46.6       1.2       4.4      11.6       2.8       0.7      21.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   145                     :
:       37        36        13        12        23        15        26        35        31         9        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    20,489                :
: Positions                                                                                                    :
:    2,181     2,885     1,182     1,988     3,289     6,904     7,127     4,500     1,401         0       467 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:   -5,854    -5,630    -6,655    -1,349    -5,669    -1,214    -7,774    -5,589    -1,246    -1,044    -2,925 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.6      14.1       5.8       9.7      16.1      33.7      34.8      22.0       6.8       0.0       2.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        9         8         .         .         5         5        10        10         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    95,353                :
: Positions                                                                                                    :
:   50,986    45,689    26,462    27,463     8,066       290     8,738     2,106         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:   -2,624    -4,426    -1,315      -263      -514      -155       -48         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      47.9      27.8      28.8       8.5       0.3       9.2       2.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       10        14         5         5         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   143,942                :
: Positions                                                                                                    :
:   72,195    59,636    23,893    54,675    19,659    11,828         0     2,154         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:   -4,505    -1,846    -1,730    -1,771      -483     1,854         0    -1,094         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.2      41.4      16.6      38.0      13.7       8.2       0.0       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       14        12         5         7         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,574,446                :
: Positions                                                                                                    :
:  712,407   360,395   111,437   884,179   412,351   367,036    30,773   549,343   149,818    66,492   247,704 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:  -30,731   -44,108       549    33,552   -22,750    24,790   -14,184   -24,631   -14,099     6,162   -10,750 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.7      14.0       4.3      34.3      16.0      14.3       1.2      21.3       5.8       2.6       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   166                     :
:       68        52        10        19        26        22        14        35        17        12        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   967,345                :
: Positions                                                                                                    :
:  152,438   157,064   184,008   284,439   265,563   105,501    53,080    73,510    69,656    17,383   111,931 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:  -16,943   -22,046     7,393    13,427   -46,738   -31,560     3,395   -11,929     9,718   -26,566   -14,492 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.8      16.2      19.0      29.4      27.5      10.9       5.5       7.6       7.2       1.8      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    94                     :
:       19        15        10        12        18        15         9        19        16        12        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    24,162                :
: Positions                                                                                                    :
:   21,965    14,409       300     8,340       948       236       140        15       420         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:      463       293       -75        20        53        10       110       -20        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.9      59.6       1.2      34.5       3.9       1.0       0.6       0.1       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       30        23         .         6         7         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    16,069                :
: Positions                                                                                                    :
:   14,263     7,623        25     7,575       397       496         0        35       540         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:     -735      -743       -70       -46       -78        15         0       -15       -70         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     88.8      47.4       0.2      47.1       2.5       3.1       0.0       0.2       3.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        13         .         5         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     7,037                :
: Positions                                                                                                    :
:    5,507     3,389       167     2,112       701         0         0        85         0        17        20 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:      110      -644      -189       670      -442         0         0        85         0        17        20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.3      48.2       2.4      30.0      10.0       0.0       0.0       1.2       0.0       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9        11         .         5         5         0         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 1, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    10,474                :
: Positions                                                                                                    :
:    9,141     6,391       535     3,269       258         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 22, 2011                                                                          :
:     -838      -628        21       407        73         0         0         0       -30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      61.0       5.1      31.2       2.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        15         .         4         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated March 4, 2011