```
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,781,239                :
: Positions                                                                                                    :
: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 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:   25,436    21,080   -19,544    10,309     4,789    38,026     6,275   -85,301   -14,291    -5,418       206 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.8      19.7       5.6      29.8      12.7       8.6       0.9      27.7       1.0       1.9       6.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      103       100        14        26        34        28         9        34        14        22        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   399,762                :
: Positions                                                                                                    :
:  245,995   274,818    43,680    29,359    52,931    17,263    12,515    25,961         0        75     1,048 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:    9,530     9,380    -2,583      -703    -2,139     1,523      -229     2,432         0         0      -239 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.5      68.7      10.9       7.3      13.2       4.3       3.1       6.5       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       33        30         5         7         9         9         .        10         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   179,367                :
: Positions                                                                                                    :
:  152,889   101,310     1,686    51,556    11,964     3,305     4,577     5,448       129         0       274 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      191     5,057       -57    -6,646      -348    -1,119        45       339      -213         0        29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.2      56.5       0.9      28.7       6.7       1.8       2.6       3.0       0.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       28        25         .        11        12         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   326,464                :
: Positions                                                                                                    :
:  225,321    96,728    35,045   160,581    42,962     3,397     7,225    13,757         0       179       458 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:    6,913     3,328    -1,228     1,603    -1,102       906     1,264      -867         0      -125        60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      29.6      10.7      49.2      13.2       1.0       2.2       4.2       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       24        18         5         9        13         .         7         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   687,447                :
: Positions                                                                                                    :
:  473,235   280,188    83,461   244,241    99,663       610    30,420    24,509       670     2,543       981 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:   14,746    10,402     3,178      -871       995       610     6,786    -3,149      -364       818        91 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      40.8      12.1      35.5      14.5       0.1       4.4       3.6       0.1       0.4       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       37        31         9        13        21         .         6         7         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   196,250                :
: Positions                                                                                                    :
:  139,307   116,580    32,067    59,484     4,254     9,810     2,156     3,324         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:    4,345     3,479      -100       614        63      -740      -896     1,877         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.0      59.4      16.3      30.3       2.2       5.0       1.1       1.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        20         5         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   320,002                :
: Positions                                                                                                    :
:  214,957   167,880    40,122    73,380    24,816    10,704    25,721    19,852         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:   -7,597   -25,185   -10,452       705     4,453      -823     4,666    -2,661         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.2      52.5      12.5      22.9       7.8       3.3       8.0       6.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       31        27         6        13        12         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   184,267                :
: Positions                                                                                                    :
:  136,614    66,546     1,908    67,605    25,121     9,658    13,540     6,265         0       166       392 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:  -16,516    -8,213     1,530    -9,851     3,028     1,874     3,867    -1,782         0       -40      -208 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      36.1       1.0      36.7      13.6       5.2       7.3       3.4       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       22        24         .        13         9         .         .         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is   915,318                :
: Positions                                                                                                    :
:   64,133   117,832   249,307    38,602    83,923   107,273   197,655   252,158    15,151   117,109    70,029 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:   -3,064      -822    -6,441    -1,091    -3,845    -1,439   -18,067   -16,784    -4,528     6,288    -2,569 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.0      12.9      27.2       4.2       9.2      11.7      21.6      27.5       1.7      12.8       7.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   319                     :
:       47        41        24        11        29        66        68        80        29        57        65 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    47,439                :
: Positions                                                                                                    :
:   21,521    23,991    10,256    15,459     4,781         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.4      50.6      21.6      32.6      10.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    40,716                :
: Positions                                                                                                    :
:   21,423    27,100     7,572     1,259     3,799     2,496     1,192     1,978         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      200       400      -408         0       408         0      -200       200         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.6      66.6      18.6       3.1       9.3       6.1       2.9       4.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        11         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    89,508                :
: Positions                                                                                                    :
:   47,479    40,183    23,334    25,068     9,102       830     7,459     3,190         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      478     1,320         0         0         0       720       120         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.0      44.9      26.1      28.0      10.2       0.9       8.3       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       11        14         7         4         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    72,748                :
: Positions                                                                                                    :
:   40,379    29,525    12,499    25,394     8,541     1,134         0     1,377         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:        0      -104         0         0         0       -92         0        61         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      40.6      17.2      34.9      11.7       1.6       0.0       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         8         5         4         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   130,320                :
: Positions                                                                                                    :
:   69,107    51,651    20,126    48,650    18,371     4,623       375     3,918         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:    1,928     1,157         0      -492         0      -545       375       331         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.0      39.6      15.4      37.3      14.1       3.5       0.3       3.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        15         5         7         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,634,426                :
: Positions                                                                                                    :
:  757,740   411,044   109,145   924,222   424,035   303,860    32,613   525,769   238,172    46,538   240,225 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:   25,105    16,849     9,581   -27,987   -14,226   -58,468    11,594     4,409    17,842    -3,808    -6,902 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.8      15.6       4.1      35.1      16.1      11.5       1.2      20.0       9.0       1.8       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   175                     :
:       75        64        12        18        27        30         8        29        19        10        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,030,108                :
: Positions                                                                                                    :
:  165,481   158,621   217,550   309,118   286,624   126,946    40,754    76,759    51,923    53,594   100,774 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:    5,555     4,169     2,392     5,313    12,166    19,931       151      -120   -11,632     7,971    10,214 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.1      15.4      21.1      30.0      27.8      12.3       4.0       7.5       5.0       5.2       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   106                     :
:       24        21        11        12        19        15        12        17        10        20        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    22,890                :
: Positions                                                                                                    :
:   21,367    13,029       494     8,957       404        81        70        20         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:     -125        20        20       -15        37         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.3      56.9       2.2      39.1       1.8       0.4       0.3       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       28        28         .         6         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    16,221                :
: Positions                                                                                                    :
:   14,192     7,541       205     7,464       554       768         0        10       230       110        60 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:      110       110       -10         0       -15        35         0         0       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.5      46.5       1.3      46.0       3.4       4.7       0.0       0.1       1.4       0.7       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       18        18         .         4         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     8,050                :
: Positions                                                                                                    :
:    5,686     5,068     1,641     1,904       392         0        30        45         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:       82       175       137       -46         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      63.0      20.4      23.7       4.9       0.0       0.4       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        14         4         4         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 24, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    11,675                :
: Positions                                                                                                    :
:    9,889     4,895       493     5,171       800         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 17, 2011                                                                               :
:       29      -577         0       145       -25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      41.9       4.2      44.3       6.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         .         6         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated May 27, 2011