```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  : 4,781,239: 1,759,512    942,924    268,169  1,423,164    607,151    413,079     44,824  1,322,488     45,865     89,929    322,273:   42,702    28,486
Old  : 4,781,239: 1,759,512    942,924    268,169  1,423,164    607,151    413,079     44,824  1,322,488     45,865     89,929    322,273:   42,702    28,486
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :   -38,576:    25,436     21,080    -19,544     10,309      4,789     38,026      6,275    -85,301    -14,291     -5,418        206:   12,103     9,484
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.8       19.7        5.6       29.8       12.7        8.6        0.9       27.7        1.0        1.9        6.7:      0.9       0.6
Old  :     100.0:      36.8       19.7        5.6       29.8       12.7        8.6        0.9       27.7        1.0        1.9        6.7:      0.9       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  :       225:       103        100         14         26         34         28          9         34         14         22         30:
Old  :       225:       103        100         14         26         34         28          9         34         14         22         30:
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  :                 24.4       24.2       38.2       39.3       11.0       18.2       16.5       25.7
Old  :                 24.4       24.2       38.2       39.3       11.0       18.2       16.5       25.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :   399,762:   245,995    274,818     43,680     29,359     52,931     17,263     12,515     25,961          0         75      1,048:   12,884     3,055
Old  :   399,762:   245,995    274,818     43,680     29,359     52,931     17,263     12,515     25,961          0         75      1,048:   12,884     3,055
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     9,167:     9,530      9,380     -2,583       -703     -2,139      1,523       -229      2,432          0          0       -239:      643       665
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.5       68.7       10.9        7.3       13.2        4.3        3.1        6.5        0.0        0.0        0.3:      3.2       0.8
Old  :     100.0:      61.5       68.7       10.9        7.3       13.2        4.3        3.1        6.5        0.0        0.0        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  :        60:        33         30          5          7          9          9          .         10          0          .          .:
Old  :        60:        33         30          5          7          9          9          .         10          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.8       48.6       50.0       68.0       20.9       33.5       32.1       39.7
Old  :                 30.8       48.6       50.0       68.0       20.9       33.5       32.1       39.7
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, May 24, 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  :   179,367:   152,889    101,310      1,686     51,556     11,964      3,305      4,577      5,448        129          0        274:    3,672     4,238
Old  :   179,367:   152,889    101,310      1,686     51,556     11,964      3,305      4,577      5,448        129          0        274:    3,672     4,238
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :    -1,026:       191      5,057        -57     -6,646       -348     -1,119         45        339       -213          0         29:      152       498
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.2       56.5        0.9       28.7        6.7        1.8        2.6        3.0        0.1        0.0        0.2:      2.0       2.4
Old  :     100.0:      85.2       56.5        0.9       28.7        6.7        1.8        2.6        3.0        0.1        0.0        0.2:      2.0       2.4
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  :        47:        28         25          .         11         12          .          .          4          .          0          .:
Old  :        47:        28         25          .         11         12          .          .          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  :                 51.7       37.0       70.3       59.3       50.0       34.0       57.4       47.3
Old  :                 51.7       37.0       70.3       59.3       50.0       34.0       57.4       47.3
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, May 24, 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  :   326,464:   225,321     96,728     35,045    160,581     42,962      3,397      7,225     13,757          0        179        458:    5,524     4,574
Old  :   326,464:   225,321     96,728     35,045    160,581     42,962      3,397      7,225     13,757          0        179        458:    5,524     4,574
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     3,577:     6,913      3,328     -1,228      1,603     -1,102        906      1,264       -867          0       -125         60:   -1,105      -584
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       29.6       10.7       49.2       13.2        1.0        2.2        4.2        0.0        0.1        0.1:      1.7       1.4
Old  :     100.0:      69.0       29.6       10.7       49.2       13.2        1.0        2.2        4.2        0.0        0.1        0.1:      1.7       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        24         18          5          9         13          .          7          5          0          .          .:
Old  :        54:        24         18          5          9         13          .          7          5          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       48.0       61.6       70.9       40.4       37.2       53.7       57.9
Old  :                 42.0       48.0       61.6       70.9       40.4       37.2       53.7       57.9
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, May 24, 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  :   687,447:   473,235    280,188     83,461    244,241     99,663        610     30,420     24,509        670      2,543        981:    4,318     4,902
Old  :   687,447:   473,235    280,188     83,461    244,241     99,663        610     30,420     24,509        670      2,543        981:    4,318     4,902
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :    14,704:    14,746     10,402      3,178       -871        995        610      6,786     -3,149       -364        818         91:   -1,403      -368
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.8       40.8       12.1       35.5       14.5        0.1        4.4        3.6        0.1        0.4        0.1:      0.6       0.7
Old  :     100.0:      68.8       40.8       12.1       35.5       14.5        0.1        4.4        3.6        0.1        0.4        0.1:      0.6       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  :        71:        37         31          9         13         21          .          6          7          .          .          .:
Old  :        71:        37         31          9         13         21          .          6          7          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.0       38.9       54.8       54.1       28.8       27.9       41.2       37.9
Old  :                 41.0       38.9       54.8       54.1       28.8       27.9       41.2       37.9
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, May 24, 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  :   196,250:   139,307    116,580     32,067     59,484      4,254      9,810      2,156      3,324          0          0          0:    7,488    10,452
Old  :   196,250:   139,307    116,580     32,067     59,484      4,254      9,810      2,156      3,324          0          0          0:    7,488    10,452
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     4,557:     4,345      3,479       -100        614         63       -740       -896      1,877          0          0          0:     -888      -580
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.0       59.4       16.3       30.3        2.2        5.0        1.1        1.7        0.0        0.0        0.0:      3.8       5.3
Old  :     100.0:      71.0       59.4       16.3       30.3        2.2        5.0        1.1        1.7        0.0        0.0        0.0:      3.8       5.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        24         20          5          .          .          .          .          .          0          0          0:
Old  :        39:        24         20          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  :                 48.9       63.4       64.4       75.4       46.8       60.0       60.7       69.6
Old  :                 48.9       63.4       64.4       75.4       46.8       60.0       60.7       69.6
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, May 24, 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  :   320,002:   214,957    167,880     40,122     73,380     24,816     10,704     25,721     19,852          0          0          0:    9,551     8,353
Old  :   320,002:   214,957    167,880     40,122     73,380     24,816     10,704     25,721     19,852          0          0          0:    9,551     8,353
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :   -18,391:    -7,597    -25,185    -10,452        705      4,453       -823      4,666     -2,661          0          0          0:   -1,311      -369
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.2       52.5       12.5       22.9        7.8        3.3        8.0        6.2        0.0        0.0        0.0:      3.0       2.6
Old  :     100.0:      67.2       52.5       12.5       22.9        7.8        3.3        8.0        6.2        0.0        0.0        0.0:      3.0       2.6
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  :        58:        31         27          6         13         12          4          .          5          0          0          0:
Old  :        58:        31         27          6         13         12          4          .          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       38.3       51.3       54.8       25.9       29.8       40.8       40.4
Old  :                 29.5       38.3       51.3       54.8       25.9       29.8       40.8       40.4
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, May 24, 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  :   184,267:   136,614     66,546      1,908     67,605     25,121      9,658     13,540      6,265          0        166        392:    4,309     4,632
Old  :   184,267:   136,614     66,546      1,908     67,605     25,121      9,658     13,540      6,265          0        166        392:    4,309     4,632
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :   -11,615:   -16,516     -8,213      1,530     -9,851      3,028      1,874      3,867     -1,782          0        -40       -208:      459     1,584
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.1       36.1        1.0       36.7       13.6        5.2        7.3        3.4        0.0        0.1        0.2:      2.3       2.5
Old  :     100.0:      74.1       36.1        1.0       36.7       13.6        5.2        7.3        3.4        0.0        0.1        0.2:      2.3       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  :        47:        22         24          .         13          9          .          .          5          0          .          .:
Old  :        47:        22         24          .         13          9          .          .          5          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.4       30.5       64.8       49.4       39.9       24.3       56.2       39.4
Old  :                 44.4       30.5       64.8       49.4       39.9       24.3       56.2       39.4
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, May 24, 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  :   974,151:    68,162    120,387    222,588     38,499    113,483    129,079    197,341    257,035     15,856    115,636     89,498:   78,450    42,272
Old  :   974,151:    68,162    120,387    222,588     38,499    113,483    129,079    197,341    257,035     15,856    115,636     89,498:   78,450    42,272
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :   -44,936:    -3,684       -612     -2,359     -1,151     -7,996     -1,881    -15,757    -19,638     -4,414      5,949     -2,407:   -2,557    -3,325
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.0       12.4       22.8        4.0       11.6       13.3       20.3       26.4        1.6       11.9        9.2:      8.1       4.3
Old  :     100.0:       7.0       12.4       22.8        4.0       11.6       13.3       20.3       26.4        1.6       11.9        9.2:      8.1       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       328:        47         43         25         10         30         65         72         90         36         56         79:
Old  :       328:        47         43         25         10         30         65         72         90         36         56         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  :                 17.5       18.5       30.4       29.8       14.7       10.0       22.0       16.4
Old  :                 17.5       18.5       30.4       29.8       14.7       10.0       22.0       16.4
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, May 24, 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  :    47,439:    21,521     23,991     10,256     15,459      4,781          0          0          0          0          0          0:   10,881     3,208
Old  :    47,439:    21,521     23,991     10,256     15,459      4,781          0          0          0          0          0          0:   10,881     3,208
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 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:      45.4       50.6       21.6       32.6       10.1        0.0        0.0        0.0        0.0        0.0        0.0:     22.9       6.8
Old  :     100.0:      45.4       50.6       21.6       32.6       10.1        0.0        0.0        0.0        0.0        0.0        0.0:     22.9       6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10          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  :                 46.4       52.1       63.1       76.9       42.3       48.2       54.6       65.1
Old  :                 46.4       52.1       63.1       76.9       42.3       48.2       54.6       65.1
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, May 24, 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  :    40,716:    21,423     27,100      7,572      1,259      3,799      2,496      1,192      1,978          0          0          0:    3,448     5,388
Old  :    40,716:    21,423     27,100      7,572      1,259      3,799      2,496      1,192      1,978          0          0          0:    3,448     5,388
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :       808:       200        400       -408          0        408          0       -200        200          0          0          0:      408         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.6       66.6       18.6        3.1        9.3        6.1        2.9        4.9        0.0        0.0        0.0:      8.5      13.2
Old  :     100.0:      52.6       66.6       18.6        3.1        9.3        6.1        2.9        4.9        0.0        0.0        0.0:      8.5      13.2
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  :        22:         9         11          .          .          .          .          .          .          0          0          0:
Old  :        22:         9         11          .          .          .          .          .          .          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  :                 47.1       50.3       68.2       68.0       46.2       48.3       62.8       61.9
Old  :                 47.1       50.3       68.2       68.0       46.2       48.3       62.8       61.9
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, May 24, 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  : 1,722,082:   200,613    184,050     79,417     89,608    804,756     44,350     90,529    186,019     55,304     16,884    344,150:    7,472     6,084
Old  : 1,722,082:   200,613    184,050     79,417     89,608    804,756     44,350     90,529    186,019     55,304     16,884    344,150:    7,472     6,084
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :    22,463:     3,057      6,456      8,945      2,275      4,082       -901      6,745        433     -1,372     -5,204      7,825:      394      -148
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.6       10.7        4.6        5.2       46.7        2.6        5.3       10.8        3.2        1.0       20.0:      0.4       0.4
Old  :     100.0:      11.6       10.7        4.6        5.2       46.7        2.6        5.3       10.8        3.2        1.0       20.0:      0.4       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  :       154:        40         38         13         15         27         22         20         37         31         10         34:
Old  :       154:        40         38         13         15         27         22         20         37         31         10         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       35.6       55.2       54.0        4.6        5.9        7.5        8.5
Old  :                 33.4       35.6       55.2       54.0        4.6        5.9        7.5        8.5
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, May 24, 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  :    47,660:     3,415      4,212      1,825      1,582     10,072     10,295     11,079     19,010      1,658         66        787:      598       852
Old  :    47,660:     3,415      4,212      1,825      1,582     10,072     10,295     11,079     19,010      1,658         66        787:      598       852
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     3,054:        21        300        491         31      1,292       -543       -325      1,712         56          4         43:      -18        -3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.2        8.8        3.8        3.3       21.1       21.6       23.2       39.9        3.5        0.1        1.7:      1.3       1.8
Old  :     100.0:       7.2        8.8        3.8        3.3       21.1       21.6       23.2       39.9        3.5        0.1        1.7:      1.3       1.8
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  :        42:        11         12          .          4          5          6         11         12          4          .          5:
Old  :        42:        11         12          .          4          5          6         11         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  :                 69.4       56.3       84.8       76.4       23.8       19.8       28.3       25.5
Old  :                 69.4       56.3       84.8       76.4       23.8       19.8       28.3       25.5
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, May 24, 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  :    89,508:    47,479     40,183     23,334     25,068      9,102        830      7,459      3,190          0          0          0:    5,573     4,506
Old  :    89,508:    47,479     40,183     23,334     25,068      9,102        830      7,459      3,190          0          0          0:    5,573     4,506
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     1,318:       478      1,320          0          0          0        720        120          0          0          0          0:      120      -122
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.0       44.9       26.1       28.0       10.2        0.9        8.3        3.6        0.0        0.0        0.0:      6.2       5.0
Old  :     100.0:      53.0       44.9       26.1       28.0       10.2        0.9        8.3        3.6        0.0        0.0        0.0:      6.2       5.0
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  :        33:        11         14          7          4          6          .          .          .          0          0          0:
Old  :        33:        11         14          7          4          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  :                 46.2       39.1       69.5       61.4       43.4       36.8       57.1       53.0
Old  :                 46.2       39.1       69.5       61.4       43.4       36.8       57.1       53.0
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, May 24, 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  :    73,020:    40,539     29,637     12,499     25,554      8,541      1,134          0      1,377          0          0          0:    8,930     7,911
Old  :    73,020:    40,539     29,637     12,499     25,554      8,541      1,134          0      1,377          0          0          0:    8,930     7,911
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :       -13:        11        -97          0         11          0        -92          0         61          0          0          0:        7        12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       40.6       17.1       35.0       11.7        1.6        0.0        1.9        0.0        0.0        0.0:     12.2      10.8
Old  :     100.0:      55.5       40.6       17.1       35.0       11.7        1.6        0.0        1.9        0.0        0.0        0.0:     12.2      10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         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  :                 60.2       52.7       75.1       71.9       48.5       51.7       59.6       63.3
Old  :                 60.2       52.7       75.1       71.9       48.5       51.7       59.6       63.3
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, May 24, 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  :   132,705:    71,492     53,437     20,126     48,650     18,371      4,623        375      3,918          0          0          0:   14,175     7,954
Old  :   132,705:    71,492     53,437     20,126     48,650     18,371      4,623        375      3,918          0          0          0:   14,175     7,954
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :     2,172:     1,994      1,223          0       -492          0       -545        375        331          0          0          0:      392       735
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.9       40.3       15.2       36.7       13.8        3.5        0.3        3.0        0.0        0.0        0.0:     10.7       6.0
Old  :     100.0:      53.9       40.3       15.2       36.7       13.8        3.5        0.3        3.0        0.0        0.0        0.0:     10.7       6.0
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  :        34:        17         15          5          7          6          .          .          .          0          0          0:
Old  :        34:        17         15          5          7          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  :                 33.3       38.7       56.4       59.5       29.2       33.3       39.8       48.6
Old  :                 33.3       38.7       56.4       59.5       29.2       33.3       39.8       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  : 2,634,426:   757,740    411,044    109,145    924,222    424,035    303,860     32,613    525,769    238,172     46,538    240,225:   35,480    29,980
Old  : 2,634,426:   757,740    411,044    109,145    924,222    424,035    303,860     32,613    525,769    238,172     46,538    240,225:   35,480    29,980
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :   -19,559:    25,105     16,849      9,581    -27,987    -14,226    -58,468     11,594      4,409     17,842     -3,808     -6,902:    3,100       512
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.8       15.6        4.1       35.1       16.1       11.5        1.2       20.0        9.0        1.8        9.1:      1.3       1.1
Old  :     100.0:      28.8       15.6        4.1       35.1       16.1       11.5        1.2       20.0        9.0        1.8        9.1:      1.3       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       175:        75         64         12         18         27         30          8         29         19         10         21:
Old  :       175:        75         64         12         18         27         30          8         29         19         10         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  :                 21.4       30.0       32.9       47.4       10.8       22.4       18.3       32.1
Old  :                 21.4       30.0       32.9       47.4       10.8       22.4       18.3       32.1
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, May 24, 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  : 1,030,108:   165,481    158,621    217,550    309,118    286,624    126,946     40,754     76,759     51,923     53,594    100,774:    4,051     3,864
Old  : 1,030,108:   165,481    158,621    217,550    309,118    286,624    126,946     40,754     76,759     51,923     53,594    100,774:    4,051     3,864
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :    38,603:     5,555      4,169      2,392      5,313     12,166     19,931        151       -120    -11,632      7,971     10,214:       97    -1,261
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.1       15.4       21.1       30.0       27.8       12.3        4.0        7.5        5.0        5.2        9.8:      0.4       0.4
Old  :     100.0:      16.1       15.4       21.1       30.0       27.8       12.3        4.0        7.5        5.0        5.2        9.8:      0.4       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  :       106:        24         21         11         12         19         15         12         17         10         20         22:
Old  :       106:        24         21         11         12         19         15         12         17         10         20         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.3       36.3       47.6       56.8       18.3       28.1       27.4       36.8
Old  :                 29.3       36.3       47.6       56.8       18.3       28.1       27.4       36.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :    22,890:    21,367     13,029        494      8,957        404         81         70         20          0          0          0:      524       410
Old  :    22,890:    21,367     13,029        494      8,957        404         81         70         20          0          0          0:      524       410
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :        57:      -125         20         20        -15         37          0          0          0          0          0          0:      125        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.3       56.9        2.2       39.1        1.8        0.4        0.3        0.1        0.0        0.0        0.0:      2.3       1.8
Old  :     100.0:      93.3       56.9        2.2       39.1        1.8        0.4        0.3        0.1        0.0        0.0        0.0:      2.3       1.8
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  :        42:        28         28          .          6          6          .          .          .          0          0          0:
Old  :        42:        28         28          .          6          6          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       41.7       66.9       67.4       37.5       35.1       47.8       51.8
Old  :                 46.7       41.7       66.9       67.4       37.5       35.1       47.8       51.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :    16,221:    14,192      7,541        205      7,464        554        768          0         10        230        110         60:      202       482
Old  :    16,221:    14,192      7,541        205      7,464        554        768          0         10        230        110         60:      202       482
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :        95:       110        110        -10          0        -15         35          0          0        -25          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.5       46.5        1.3       46.0        3.4        4.7        0.0        0.1        1.4        0.7        0.4:      1.2       3.0
Old  :     100.0:      87.5       46.5        1.3       46.0        3.4        4.7        0.0        0.1        1.4        0.7        0.4:      1.2       3.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        18         18          .          4          .          .          0          .          .          .          .:
Old  :        29:        18         18          .          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  :                 55.1       60.8       73.1       82.5       41.1       52.9       52.1       63.5
Old  :                 55.1       60.8       73.1       82.5       41.1       52.9       52.1       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :     8,050:     5,686      5,068      1,641      1,904        392          0         30         45          0          0          0:      286       611
Old  :     8,050:     5,686      5,068      1,641      1,904        392          0         30         45          0          0          0:      286       611
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :       198:        82        175        137        -46          0          0          0          0          0          0          0:      -21        69
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.6       63.0       20.4       23.7        4.9        0.0        0.4        0.6        0.0        0.0        0.0:      3.6       7.6
Old  :     100.0:      70.6       63.0       20.4       23.7        4.9        0.0        0.4        0.6        0.0        0.0        0.0:      3.6       7.6
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  :        26:        13         14          4          4          4          0          .          .          0          0          0:
Old  :        26:        13         14          4          4          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.3       48.0       84.4       72.4       65.7       44.2       77.3       65.3
Old  :                 67.3       48.0       84.4       72.4       65.7       44.2       77.3       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, May 24, 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  :    11,675:     9,889      4,895        493      5,171        800          0          0          0          0          0          0:      493       809
Old  :    11,675:     9,889      4,895        493      5,171        800          0          0          0          0          0          0:      493       809
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 17, 2011                                                                     :
     :        31:        29       -577          0        145        -25          0          0          0          0          0          0:       27       488
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.7       41.9        4.2       44.3        6.9        0.0        0.0        0.0        0.0        0.0        0.0:      4.2       6.9
Old  :     100.0:      84.7       41.9        4.2       44.3        6.9        0.0        0.0        0.0        0.0        0.0        0.0:      4.2       6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         13          .          6          .          0          0          0          0          0          0:
Old  :        28:        15         13          .          6          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.9       57.0       78.5       76.6       59.5       54.8       74.3       71.5
Old  :                 61.9       57.0       78.5       76.6       59.5       54.8       74.3       71.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 27, 2011