```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 4,656,086                :
: Positions                                                                                                    :
:1,730,295   910,943   161,301 1,216,870   600,495   279,251    82,165 1,433,373    83,313    57,315   335,981 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:   82,086    51,943   -14,859   133,147   -56,175    27,199   -36,457   -18,900    50,779     2,254   -37,757 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.2      19.6       3.5      26.1      12.9       6.0       1.8      30.8       1.8       1.2       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   222                     :
:       99        96        12        26        35        22        14        34        18        17        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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   370,031                :
: Positions                                                                                                    :
:  224,808   234,997    39,110    25,034    58,835     5,986    25,367    22,008     1,458         0     2,010 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:   -5,587    -3,840     2,435      -904     2,147      -465     1,609    -2,422      -965         0     1,314 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      63.5      10.6       6.8      15.9       1.6       6.9       5.9       0.4       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       32        25         8         6        12         4         6         8         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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   184,613                :
: Positions                                                                                                    :
:  149,609   101,115     7,450    57,713    12,422     3,029     2,456     7,007         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:   -3,885     2,782     1,870      -412      -665     1,400    -1,059      -307         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      54.8       4.0      31.3       6.7       1.6       1.3       3.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       22        22         .         9        10         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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   313,191                :
: Positions                                                                                                    :
:  202,555    98,503    31,588   159,409    38,669    28,706     6,541     3,541         0        37       580 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:     -871     3,652     1,606     4,157    -1,116     2,515    -2,659      -535         0    -1,160       457 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.7      31.5      10.1      50.9      12.3       9.2       2.1       1.1       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       21        20         5         9        13         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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   715,248                :
: Positions                                                                                                    :
:  486,927   254,301    82,062   262,153    96,332     1,588    53,333    40,742         0       936     1,331 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:   18,827     1,623     1,877    -1,627       947    -3,531    22,805    -9,438      -375    -5,085        33 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      35.6      11.5      36.7      13.5       0.2       7.5       5.7       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       35        26         8        13        20         .         7         7         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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   182,099                :
: Positions                                                                                                    :
:  134,781   116,443    23,456    46,816     5,446     9,778       460     2,635         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:    2,260       903       -91       488       485       116      -363       942         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      63.9      12.9      25.7       3.0       5.4       0.3       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       23        17         5         .         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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   327,711                :
: Positions                                                                                                    :
:  228,847   156,754    35,396    68,118    22,602    16,988    56,800    12,503         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:     -578     8,099     2,426       780      -222      -816    -6,803     4,875         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      47.8      10.8      20.8       6.9       5.2      17.3       3.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       25        23         7        11        12         4         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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   191,569                :
: Positions                                                                                                    :
:  145,261    57,523     3,898    63,913    23,428     3,088    30,467     9,725         0     1,593       304 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:    7,019    -3,332      -611     2,421      -886       642     4,100     1,899         0       965       -93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.8      30.0       2.0      33.4      12.2       1.6      15.9       5.1       0.0       0.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       23        16         .        12         7         .         4         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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   970,641                :
: Positions                                                                                                    :
:   66,599   108,181   231,421    36,201   115,843   138,127   240,430   218,217    17,655   113,797    93,513 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:    1,579     7,365    -7,494     9,287   -12,300     1,234   -37,939     3,688    -6,460    17,466       -81 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.9      11.1      23.8       3.7      11.9      14.2      24.8      22.5       1.8      11.7       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   307                     :
:       43        45        20        16        31        65        64        81        36        49        66 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    52,613                :
: Positions                                                                                                    :
:   30,513    27,510    10,866    17,140     4,641         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:    4,554       730         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      52.3      20.7      32.6       8.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         9         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    44,068                :
: Positions                                                                                                    :
:   22,475    29,885    10,786       642       590     2,938     2,626     2,174         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      67.8      24.5       1.5       1.3       6.7       6.0       4.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        11         4         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,771,395                :
: Positions                                                                                                    :
:  207,007   193,639    71,600    61,893   823,158    24,154    88,625   204,755    46,967     7,161   385,420 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:    2,750     1,194     2,212    -3,435     2,258     1,035     7,561       690    -5,777    -4,604    11,369 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.7      10.9       4.0       3.5      46.5       1.4       5.0      11.6       2.7       0.4      21.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   149                     :
:       37        36        14        13        26        20        26        38        25        12        34 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    25,704                :
: Positions                                                                                                    :
:    2,319     3,304       637     1,234     5,429     6,534     6,703     8,170     1,665         0       508 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      281       -79      -282      -544       590      -997      -572     1,948        -5         0       -34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.0      12.9       2.5       4.8      21.1      25.4      26.1      31.8       6.5       0.0       2.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:        8         8         .         4         6         7         8        12         5         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    95,124                :
: Positions                                                                                                    :
:   50,757    44,455    26,462    27,463     8,066         0     8,328     2,396         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      46.7      27.8      28.9       8.5       0.0       8.8       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        9        11         5         5         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    79,697                :
: Positions                                                                                                    :
:   43,888    33,542    12,452    28,292     8,439       917         0     1,410         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      42.1      15.6      35.5      10.6       1.2       0.0       1.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         8         4         4         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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   144,790                :
: Positions                                                                                                    :
:   73,809    59,265    23,893    54,675    19,659    10,287         0     3,067         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      414         1         0         0         0       -57         0       143         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      40.9      16.5      37.8      13.6       7.1       0.0       2.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        14         5         7         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 2,552,895                :
: Positions                                                                                                    :
:  713,362   372,769   106,261   854,012   418,495   343,367    39,050   526,357   167,881    70,781   250,550 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:     -969    20,064      -143   -22,687     1,333   -19,715    10,706    14,319    23,931      -710     7,214 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.9      14.6       4.2      33.5      16.4      13.5       1.5      20.6       6.6       2.8       9.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   173                     :
:       74        59        11        19        26        21        14        34        18        12        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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 1,053,967                :
: Positions                                                                                                    :
:  160,353   164,364   161,509   268,237   324,139   106,977    59,471    89,938    95,829    32,554   112,018 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:    2,279     5,832    -7,682    -3,872    30,504    10,711     4,034    -1,946     1,107      -144     2,477 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.2      15.6      15.3      25.5      30.8      10.1       5.6       8.5       9.1       3.1      10.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   103                     :
:       22        18        10        12        18        20         8        21        18        12        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    22,801                :
: Positions                                                                                                    :
:   21,223    12,885       210     8,399       730        84       140        26       295         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      378      -492         0       570        35         0         0       -10         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.1      56.5       0.9      36.8       3.2       0.4       0.6       0.1       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       29        25         .         6         8         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    16,523                :
: Positions                                                                                                    :
:   14,878     7,908        25     7,650       422       366        55        30       600         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      180       -75         0        60        25         0        35         0        15         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     90.0      47.9       0.2      46.3       2.6       2.2       0.3       0.2       3.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       16        14         .         5         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     7,492                :
: Positions                                                                                                    :
:    5,453     3,950       467     2,093       733        10         0       135         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      -22        57        24       -10        -6         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      52.7       6.2      27.9       9.8       0.1       0.0       1.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        13         .         6         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 22, 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    11,127                :
: Positions                                                                                                    :
:    9,209     6,868       595     3,094       633         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 15, 2011                                                                             :
:      316       235         0        75         0         0         0         0       -75         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.8      61.7       5.3      27.8       5.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       14        13         .         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated March 25, 2011