```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 5,088,111: 1,780,773    986,575    253,370  1,613,059    626,335    534,654     54,830  1,388,807    117,030     50,851    346,432:   40,710    21,222
Old  : 5,088,111: 1,780,773    986,575    253,370  1,613,059    626,335    534,654     54,830  1,388,807    117,030     50,851    346,432:   40,710    21,222
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :   121,575:    15,092    -17,656     24,704     31,174     14,128     37,864     14,594     54,544    -53,308     -1,961     29,366:     -815    -2,614
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.0       19.4        5.0       31.7       12.3       10.5        1.1       27.3        2.3        1.0        6.8:      0.8       0.4
Old  :     100.0:      35.0       19.4        5.0       31.7       12.3       10.5        1.1       27.3        2.3        1.0        6.8:      0.8       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  :       232:       107        104         13         26         33         30          6         35         23         18         36:
Old  :       232:       107        104         13         26         33         30          6         35         23         18         36:
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  :                 25.2       23.5       38.5       39.3       13.2       18.7       18.3       27.9
Old  :                 25.2       23.5       38.5       39.3       13.2       18.7       18.3       27.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   382,826:   223,506    258,644     47,679     20,437     58,020     17,180     17,930     23,015          0        764      1,129:   12,297     2,887
Old  :   382,826:   223,506    258,644     47,679     20,437     58,020     17,180     17,930     23,015          0        764      1,129:   12,297     2,887
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :     7,336:    -1,415      9,240      5,455     -3,641        993      1,881       -456        308          0        747       -161:      275       306
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.4       67.6       12.5        5.3       15.2        4.5        4.7        6.0        0.0        0.2        0.3:      3.2       0.8
Old  :     100.0:      58.4       67.6       12.5        5.3       15.2        4.5        4.7        6.0        0.0        0.2        0.3:      3.2       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  :        62:        29         28          7          7         11          7          4          8          0          .          .:
Old  :        62:        29         28          7          7         11          7          4          8          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  :                 27.6       45.0       45.6       68.1       22.1       32.8       32.1       41.0
Old  :                 27.6       45.0       45.6       68.1       22.1       32.8       32.1       41.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   168,511:   141,543     95,865      1,614     47,871     10,189      5,636      4,829      5,193        863          0        306:    3,167     4,258
Old  :   168,511:   141,543     95,865      1,614     47,871     10,189      5,636      4,829      5,193        863          0        306:    3,167     4,258
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :     3,972:     2,163      4,123         31      1,487       -178      1,684       -618       -141        464          0        -64:       13      -637
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.0       56.9        1.0       28.4        6.0        3.3        2.9        3.1        0.5        0.0        0.2:      1.9       2.5
Old  :     100.0:      84.0       56.9        1.0       28.4        6.0        3.3        2.9        3.1        0.5        0.0        0.2:      1.9       2.5
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  :        48:        24         27          .         11         10          .          4          4          .          0          .:
Old  :        48:        24         27          .         11         10          .          4          4          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.1       39.9       73.4       58.4       56.1       36.9       64.2       50.0
Old  :                 57.1       39.9       73.4       58.4       56.1       36.9       64.2       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   328,328:   221,178     98,118     52,561    160,977     34,930        248     13,770     13,699      1,228      1,927        215:    4,269     4,692
Old  :   328,328:   221,178     98,118     52,561    160,977     34,930        248     13,770     13,699      1,228      1,927        215:    4,269     4,692
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :     7,659:     2,346      8,058      5,372     -1,736       -640       -372        865        999         92        399          0:     -138      -286
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       29.9       16.0       49.0       10.6        0.1        4.2        4.2        0.4        0.6        0.1:      1.3       1.4
Old  :     100.0:      67.4       29.9       16.0       49.0       10.6        0.1        4.2        4.2        0.4        0.6        0.1:      1.3       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        24         17          5          9         13          .          7          4          .          .          .:
Old  :        53:        24         17          5          9         13          .          7          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.8       47.1       64.6       69.1       41.4       36.6       56.8       56.1
Old  :                 44.8       47.1       64.6       69.1       41.4       36.6       56.8       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   685,965:   478,512    285,172     91,943    246,164     86,210      1,518     34,002     23,411          0      5,530        855:    3,516     4,621
Old  :   685,965:   478,512    285,172     91,943    246,164     86,210      1,518     34,002     23,411          0      5,530        855:    3,516     4,621
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :    10,851:     7,063      8,865      4,293          8     -2,062       -277      1,633      1,807          0        424        184:     -157        -8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.8       41.6       13.4       35.9       12.6        0.2        5.0        3.4        0.0        0.8        0.1:      0.5       0.7
Old  :     100.0:      69.8       41.6       13.4       35.9       12.6        0.2        5.0        3.4        0.0        0.8        0.1:      0.5       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        70:        36         31          8         14         20          .          6          6          0          .          .:
Old  :        70:        36         31          8         14         20          .          6          6          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.7       38.2       55.3       53.3       31.0       28.5       43.6       38.9
Old  :                 41.7       38.2       55.3       53.3       31.0       28.5       43.6       38.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   181,932:   121,129    107,172     34,613     59,905      2,977     14,234        987      1,501          0          0          0:    7,478     9,390
Old  :   181,932:   121,129    107,172     34,613     59,905      2,977     14,234        987      1,501          0          0          0:    7,478     9,390
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :    -2,124:    -4,668     -1,194      1,682      1,305        -62        744     -2,388        372          0          0          0:     -192      -157
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.6       58.9       19.0       32.9        1.6        7.8        0.5        0.8        0.0        0.0        0.0:      4.1       5.2
Old  :     100.0:      66.6       58.9       19.0       32.9        1.6        7.8        0.5        0.8        0.0        0.0        0.0:      4.1       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        23         20          4          4          .          .          .          .          0          0          0:
Old  :        37:        23         20          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  :                 44.8       64.4       62.2       77.6       42.6       62.4       57.4       71.6
Old  :                 44.8       64.4       62.2       77.6       42.6       62.4       57.4       71.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   291,578:   198,999    132,840     35,957     78,722     24,104      7,214     32,741     14,763          0          0          0:   10,541     8,408
Old  :   291,578:   198,999    132,840     35,957     78,722     24,104      7,214     32,741     14,763          0          0          0:   10,541     8,408
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :    -8,834:     1,832     -3,839        360      2,831        351     -3,993       -909     -7,212          0          0          0:     -172       -56
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.2       45.6       12.3       27.0        8.3        2.5       11.2        5.1        0.0        0.0        0.0:      3.6       2.9
Old  :     100.0:      68.2       45.6       12.3       27.0        8.3        2.5       11.2        5.1        0.0        0.0        0.0:      3.6       2.9
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  :        55:        26         24          6         12         11          5          .          6          0          0          0:
Old  :        55:        26         24          6         12         11          5          .          6          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       27.3       49.7       44.9       25.3       20.3       39.5       31.4
Old  :                 28.1       27.3       49.7       44.9       25.3       20.3       39.5       31.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   161,848:   119,141     60,080      1,596     53,294     22,771      7,167     15,693      6,335        364          0        370:    4,104     3,305
Old  :   161,848:   119,141     60,080      1,596     53,294     22,771      7,167     15,693      6,335        364          0        370:    4,104     3,305
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :     8,059:     6,717      7,503     -1,613     -1,364        910      1,580      1,063        194        364          0        370:     -463      -617
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.6       37.1        1.0       32.9       14.1        4.4        9.7        3.9        0.2        0.0        0.2:      2.5       2.0
Old  :     100.0:      73.6       37.1        1.0       32.9       14.1        4.4        9.7        3.9        0.2        0.0        0.2:      2.5       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        19         24          4         12         10          .          .          4          .          0          .:
Old  :        48:        19         24          4         12         10          .          .          4          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       25.0       62.2       45.7       34.0       23.7       50.3       37.9
Old  :                 40.5       25.0       62.2       45.7       34.0       23.7       50.3       37.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,070,130:    58,736    128,762    204,242     51,166    115,831    186,143    171,383    314,240      7,184    153,183     98,345:   85,408    37,219
Old  : 1,070,130:    58,736    128,762    204,242     51,166    115,831    186,143    171,383    314,240      7,184    153,183     98,345:   85,408    37,219
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :    31,097:       253     -3,334     -4,668       -312      3,370      5,399     15,713     19,499       -687     -7,890      9,169:   -1,238    -5,118
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       5.5       12.0       19.1        4.8       10.8       17.4       16.0       29.4        0.7       14.3        9.2:      8.0       3.5
Old  :     100.0:       5.5       12.0       19.1        4.8       10.8       17.4       16.0       29.4        0.7       14.3        9.2:      8.0       3.5
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  :       341:        47         46         23         14         31         93         51         96         32         60         79:
Old  :       341:        47         46         23         14         31         93         51         96         32         60         79:
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  :                 16.4       21.4       28.2       33.1       12.7       13.5       20.5       19.9
Old  :                 16.4       21.4       28.2       33.1       12.7       13.5       20.5       19.9
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, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    44,165:    19,495     21,835      9,956     14,465      4,781          0          0          0          0          0          0:    9,933     3,084
Old  :    44,165:    19,495     21,835      9,956     14,465      4,781          0          0          0          0          0          0:    9,933     3,084
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.1       49.4       22.5       32.8       10.8        0.0        0.0        0.0        0.0        0.0        0.0:     22.5       7.0
Old  :     100.0:      44.1       49.4       22.5       32.8       10.8        0.0        0.0        0.0        0.0        0.0        0.0:     22.5       7.0
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  :        20:        10          8          .          5          4          0          0          0          0          0          0:
Old  :        20:        10          8          .          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  :                 47.0       53.1       63.5       77.5       42.2       48.9       54.0       64.1
Old  :                 47.0       53.1       63.5       77.5       42.2       48.9       54.0       64.1
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, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    38,601:    20,233     25,700      6,588      1,377      4,029      2,012        500      2,178          0          0          0:    3,561     4,817
Old  :    38,601:    20,233     25,700      6,588      1,377      4,029      2,012        500      2,178          0          0          0:    3,561     4,817
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.4       66.6       17.1        3.6       10.4        5.2        1.3        5.6        0.0        0.0        0.0:      9.2      12.5
Old  :     100.0:      52.4       66.6       17.1        3.6       10.4        5.2        1.3        5.6        0.0        0.0        0.0:      9.2      12.5
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  :        22:         9         11          .          .          4          .          .          .          0          0          0:
Old  :        22:         9         11          .          .          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  :                 48.1       50.0       68.0       68.3       46.7       48.6       60.8       60.6
Old  :                 48.1       50.0       68.0       68.3       46.7       48.6       60.8       60.6
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, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,661,842:   193,227    177,334     63,585     85,715    786,439     39,858     73,539    185,955     52,323     14,422    333,613:    6,842     4,826
Old  : 1,661,842:   193,227    177,334     63,585     85,715    786,439     39,858     73,539    185,955     52,323     14,422    333,613:    6,842     4,826
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :   -13,880:     2,406     -3,153     -1,724       -291     -5,436       -496      1,442     -5,761      3,144      4,654     -5,275:     -739       -60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.6       10.7        3.8        5.2       47.3        2.4        4.4       11.2        3.1        0.9       20.1:      0.4       0.3
Old  :     100.0:      11.6       10.7        3.8        5.2       47.3        2.4        4.4       11.2        3.1        0.9       20.1:      0.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       161:        40         40         12         15         27         22         24         35         28         15         37:
Old  :       161:        40         40         12         15         27         22         24         35         28         15         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       35.3       55.2       54.3        4.1        4.9        7.2        7.6
Old  :                 33.6       35.3       55.2       54.3        4.1        4.9        7.2        7.6
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, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    59,183:     3,824      5,428      2,934      1,416     10,744      8,896     10,023     29,382      1,787         66        980:      635     1,143
Old  :    59,183:     3,824      5,428      2,934      1,416     10,744      8,896     10,023     29,382      1,787         66        980:      635     1,143
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :     2,369:      -165       -131       -863        -29        745      1,883        946        720         -8          3         66:       -9        48
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.5        9.2        5.0        2.4       18.2       15.0       16.9       49.6        3.0        0.1        1.7:      1.1       1.9
Old  :     100.0:       6.5        9.2        5.0        2.4       18.2       15.0       16.9       49.6        3.0        0.1        1.7:      1.1       1.9
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:        10         13          .          5          6          .         16         12          4          .          5:
Old  :        46:        10         13          .          5          6          .         16         12          4          .          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.4       59.8       86.8       77.4       20.8       11.7       24.2       17.7
Old  :                 71.4       59.8       86.8       77.4       20.8       11.7       24.2       17.7
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, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    82,696:    43,796     35,425     21,824     24,091      8,982          0      6,985      2,760          0          0          0:    5,334     4,453
Old  :    82,696:    43,796     35,425     21,824     24,091      8,982          0      6,985      2,760          0          0          0:    5,334     4,453
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :         0:      -124          0          0          0          0          0          0          0          0          0          0:      124         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.0       42.8       26.4       29.1       10.9        0.0        8.4        3.3        0.0        0.0        0.0:      6.5       5.4
Old  :     100.0:      53.0       42.8       26.4       29.1       10.9        0.0        8.4        3.3        0.0        0.0        0.0:      6.5       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:         9         12          7          4          6          0          .          .          0          0          0:
Old  :        30:         9         12          7          4          6          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       40.4       72.6       63.1       45.1       37.7       58.7       53.1
Old  :                 47.7       40.4       72.6       63.1       45.1       37.7       58.7       53.1
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, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    71,516:    37,188     27,819     11,641     24,042      8,411      5,156          0        947          0          0          0:    8,172    10,296
Old  :    71,516:    37,188     27,819     11,641     24,042      8,411      5,156          0        947          0          0          0:    8,172    10,296
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :       -54:       -32        -22          0        -32          0          0          0          0          0          0          0:      -22         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.0       38.9       16.3       33.6       11.8        7.2        0.0        1.3        0.0        0.0        0.0:     11.4      14.4
Old  :     100.0:      52.0       38.9       16.3       33.6       11.8        7.2        0.0        1.3        0.0        0.0        0.0:     11.4      14.4
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  :        21:         8          9          5          4          7          .          0          .          0          0          0:
Old  :        21:         8          9          5          4          7          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       51.2       77.2       69.6       48.9       50.2       60.9       60.9
Old  :                 59.9       51.2       77.2       69.6       48.9       50.2       60.9       60.9
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, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   125,976:    68,158     50,951     18,630     46,128     17,299      4,325          0      5,185          0          0          0:   12,379     6,414
Old  :   125,976:    68,158     50,951     18,630     46,128     17,299      4,325          0      5,185          0          0          0:   12,379     6,414
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :     1,358:       547      1,325        -12          0          0        115          0      1,012          0          0          0:     -304      -979
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.1       40.4       14.8       36.6       13.7        3.4        0.0        4.1        0.0        0.0        0.0:      9.8       5.1
Old  :     100.0:      54.1       40.4       14.8       36.6       13.7        3.4        0.0        4.1        0.0        0.0        0.0:      9.8       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        16         15          5          7          6          4          0          .          0          0          0:
Old  :        35:        16         15          5          7          6          4          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       36.3       58.5       57.5       29.2       33.6       40.1       48.7
Old  :                 36.0       36.3       58.5       57.5       29.2       33.6       40.1       48.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 2,631,201:   698,956    417,993     89,830    912,669    459,612    301,148     35,443    522,318    300,989     28,786    229,534:   28,814    24,846
Old  : 2,631,201:   698,956    417,993     89,830    912,669    459,612    301,148     35,443    522,318    300,989     28,786    229,534:   28,814    24,846
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :    18,781:    -3,636      3,477    -18,574     -2,394     26,709      7,106       -816     -4,180      3,214    -14,783      9,652:   -1,510     1,116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.6       15.9        3.4       34.7       17.5       11.4        1.3       19.9       11.4        1.1        8.7:      1.1       0.9
Old  :     100.0:      26.6       15.9        3.4       34.7       17.5       11.4        1.3       19.9       11.4        1.1        8.7:      1.1       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  :       178:        76         65         10         21         28         29          8         26         22          9         24:
Old  :       178:        76         65         10         21         28         29          8         26         22          9         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       28.7       33.1       46.9       11.4       21.5       18.5       31.8
Old  :                 21.4       28.7       33.1       46.9       11.4       21.5       18.5       31.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   999,495:   155,801    154,711    252,827    310,156    284,646     74,154     40,752     78,288     55,626     32,847     91,726:    6,427     6,369
Old  :   999,495:   155,801    154,711    252,827    310,156    284,646     74,154     40,752     78,288     55,626     32,847     91,726:    6,427     6,369
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :    20,562:       835      1,494      7,133     12,208       -972      3,621        674        273      5,681      3,355      2,498:    1,493     1,032
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       15.5       25.3       31.0       28.5        7.4        4.1        7.8        5.6        3.3        9.2:      0.6       0.6
Old  :     100.0:      15.6       15.5       25.3       31.0       28.5        7.4        4.1        7.8        5.6        3.3        9.2:      0.6       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       102:        23         20         11         12         19         13         15         17         11         15         21:
Old  :       102:        23         20         11         12         19         13         15         17         11         15         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  :                 32.5       38.4       49.1       59.8       17.9       28.1       27.4       37.9
Old  :                 32.5       38.4       49.1       59.8       17.9       28.1       27.4       37.9
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, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    22,661:    21,305     12,712        549      8,970        386         67         70         20          0          0          0:      334       503
Old  :    22,661:    21,305     12,712        549      8,970        386         67         70         20          0          0          0:      334       503
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :     1,122:     1,187        822          0        180          5          5          0          0          0          0          0:      -75       115
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.0       56.1        2.4       39.6        1.7        0.3        0.3        0.1        0.0        0.0        0.0:      1.5       2.2
Old  :     100.0:      94.0       56.1        2.4       39.6        1.7        0.3        0.3        0.1        0.0        0.0        0.0:      1.5       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        30         27          .          6          5          .          .          .          0          0          0:
Old  :        44:        30         27          .          6          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  :                 52.2       43.7       70.5       67.7       45.4       37.6       56.8       57.7
Old  :                 52.2       43.7       70.5       67.7       45.4       37.6       56.8       57.7
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, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    14,918:    12,941      6,961        420      6,983        384        708          0         30        209         75         45:      181       440
Old  :    14,918:    12,941      6,961        420      6,983        384        708          0         30        209         75         45:      181       440
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :        30:       -15        -45        120         30          0        -60          0         30          0         60        -45:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.7       46.7        2.8       46.8        2.6        4.7        0.0        0.2        1.4        0.5        0.3:      1.2       2.9
Old  :     100.0:      86.7       46.7        2.8       46.8        2.6        4.7        0.0        0.2        1.4        0.5        0.3:      1.2       2.9
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  :        30:        17         17          .          4          .          .          0          .          .          .          .:
Old  :        30:        17         17          .          4          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.8       62.0       73.7       83.4       40.7       55.0       53.8       64.8
Old  :                 54.8       62.0       73.7       83.4       40.7       55.0       53.8       64.8
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, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     7,988:     5,541      4,968      1,585      1,782        487          0          0         75          0          0          0:      300       676
Old  :     7,988:     5,541      4,968      1,585      1,782        487          0          0         75          0          0          0:      300       676
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :       138:        92         26         32         53          9          0          0          0          0          0          0:        5        50
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.4       62.2       19.8       22.3        6.1        0.0        0.0        0.9        0.0        0.0        0.0:      3.8       8.5
Old  :     100.0:      69.4       62.2       19.8       22.3        6.1        0.0        0.0        0.9        0.0        0.0        0.0:      3.8       8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         11          4          4          5          0          0          .          0          0          0:
Old  :        26:        14         11          4          4          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  :                 63.8       49.1       80.1       71.6       59.8       47.1       72.0       64.8
Old  :                 63.8       49.1       80.1       71.6       59.8       47.1       72.0       64.8
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, June 14, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    11,529:     9,884      4,594        372      5,528        655          0          0          0         75          0         15:      528       737
Old  :    11,529:     9,884      4,594        372      5,528        655          0          0          0         75          0         15:      528       737
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       June 7, 2011                                                                     :
     :       710:       565        555          0        185          0          0          0          0         75          0         15:       55       -45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.7       39.8        3.2       47.9        5.7        0.0        0.0        0.0        0.7        0.0        0.1:      4.6       6.4
Old  :     100.0:      85.7       39.8        3.2       47.9        5.7        0.0        0.0        0.0        0.7        0.0        0.1:      4.6       6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        15         13          .          6          .          0          0          0          .          0          .:
Old  :        29:        15         13          .          6          .          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.1       57.1       78.0       76.8       57.2       56.1       71.0       72.9
Old  :                 62.1       57.1       78.0       76.8       57.2       56.1       71.0       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated Jun 17, 2011