```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 4,544,535: 1,633,828    892,261    153,034  1,262,747    613,265    327,927     41,457  1,375,240    105,089     38,081    305,054:   31,098    16,430
Old  : 4,544,535: 1,633,828    892,261    153,034  1,262,747    613,265    327,927     41,457  1,375,240    105,089     38,081    305,054:   31,098    16,430
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :  -111,551:   -96,467    -18,682     -8,267     45,877     12,770     48,676    -40,708    -58,133     21,776    -19,234    -30,927:     -979    -2,514
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.0       19.6        3.4       27.8       13.5        7.2        0.9       30.3        2.3        0.8        6.7:      0.7       0.4
Old  :     100.0:      36.0       19.6        3.4       27.8       13.5        7.2        0.9       30.3        2.3        0.8        6.7:      0.7       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       220:       100         97         10         28         35         29          7         33         18         18         33:
Old  :       220:       100         97         10         28         35         29          7         33         18         18         33:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       26.6       38.4       41.8        9.9       17.0       14.8       24.2
Old  :                 24.0       26.6       38.4       41.8        9.9       17.0       14.8       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   370,078:   222,470    235,192     38,182     26,633     61,907      3,843     17,687     25,514      1,258          0      1,637:   15,267     1,508
Old  :   370,078:   222,470    235,192     38,182     26,633     61,907      3,843     17,687     25,514      1,258          0      1,637:   15,267     1,508
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :        47:    -2,338        195       -928      1,599      3,072     -2,143     -7,680      3,506       -200          0       -373:     -549      -272
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.1       63.6       10.3        7.2       16.7        1.0        4.8        6.9        0.3        0.0        0.4:      4.1       0.4
Old  :     100.0:      60.1       63.6       10.3        7.2       16.7        1.0        4.8        6.9        0.3        0.0        0.4:      4.1       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        32         27          8          6         12          4          6          7          .          0          .:
Old  :        59:        32         27          8          6         12          4          6          7          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.1       45.8       49.0       67.0       21.8       27.3       30.7       36.3
Old  :                 30.1       45.8       49.0       67.0       21.8       27.3       30.7       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   188,004:   151,836    104,215      7,306     56,556     14,293      2,787      2,882      6,557          0          0          0:    5,225     3,501
Old  :   188,004:   151,836    104,215      7,306     56,556     14,293      2,787      2,882      6,557          0          0          0:    5,225     3,501
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :     3,391:     2,227      3,100       -144     -1,157      1,871       -242        426       -450          0          0          0:      129      -399
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.8       55.4        3.9       30.1        7.6        1.5        1.5        3.5        0.0        0.0        0.0:      2.8       1.9
Old  :     100.0:      80.8       55.4        3.9       30.1        7.6        1.5        1.5        3.5        0.0        0.0        0.0:      2.8       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        23         22          4          9         11          4          .          6          0          0          0:
Old  :        44:        23         22          4          9         11          4          .          6          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       42.3       69.6       63.7       47.7       39.2       60.6       53.9
Old  :                 50.6       42.3       69.6       63.7       47.7       39.2       60.6       53.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   321,148:   211,370     97,942     35,655    161,717     39,946     20,656      7,711      7,792          0        646        215:    5,514     5,179
Old  :   321,148:   211,370     97,942     35,655    161,717     39,946     20,656      7,711      7,792          0        646        215:    5,514     5,179
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :     7,957:     8,815       -561      4,067      2,308      1,277     -8,050      1,170      4,251          0        609       -365:   -2,038      -732
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.8       30.5       11.1       50.4       12.4        6.4        2.4        2.4        0.0        0.2        0.1:      1.7       1.6
Old  :     100.0:      65.8       30.5       11.1       50.4       12.4        6.4        2.4        2.4        0.0        0.2        0.1:      1.7       1.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        24         22          6          9         14          .          .          .          0          .          .:
Old  :        49:        24         22          6          9         14          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       44.9       64.3       70.6       41.5       39.6       57.6       62.1
Old  :                 44.7       44.9       64.3       70.6       41.5       39.6       57.6       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   730,390:   494,298    257,702     82,526    259,712    103,194        870     58,690     44,718          0        964      1,432:    3,352     3,978
Old  :   730,390:   494,298    257,702     82,526    259,712    103,194        870     58,690     44,718          0        964      1,432:    3,352     3,978
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :    15,142:     7,371      3,401        464     -2,441      6,862       -718      5,357      3,976          0         28        101:   -2,914    -2,142
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.7       35.3       11.3       35.6       14.1        0.1        8.0        6.1        0.0        0.1        0.2:      0.5       0.5
Old  :     100.0:      67.7       35.3       11.3       35.6       14.1        0.1        8.0        6.1        0.0        0.1        0.2:      0.5       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        73:        37         28          9         13         21          .          7          9          0          .          .:
Old  :        73:        37         28          9         13         21          .          7          9          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       36.4       51.5       54.2       26.6       27.4       40.2       38.0
Old  :                 36.6       36.4       51.5       54.2       26.6       27.4       40.2       38.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   190,112:   136,395    120,719     24,034     52,042      5,326     13,608          0      2,798          0          0          0:    7,951     9,227
Old  :   190,112:   136,395    120,719     24,034     52,042      5,326     13,608          0      2,798          0          0          0:    7,951     9,227
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :     8,013:     1,614      4,276        578      5,226       -120      3,830       -460        163          0          0          0:    1,948    -1,072
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.7       63.5       12.6       27.4        2.8        7.2        0.0        1.5        0.0        0.0        0.0:      4.2       4.9
Old  :     100.0:      71.7       63.5       12.6       27.4        2.8        7.2        0.0        1.5        0.0        0.0        0.0:      4.2       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        23         19          5          4          4          4          0          .          0          0          0:
Old  :        39:        23         19          5          4          4          4          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.1       64.3       60.3       78.5       44.3       61.4       57.3       71.1
Old  :                 46.1       64.3       60.3       78.5       44.3       61.4       57.3       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   339,145:   236,649    167,218     36,433     70,182     23,324     17,774     52,048     16,709          0          0          0:    8,256     9,664
Old  :   339,145:   236,649    167,218     36,433     70,182     23,324     17,774     52,048     16,709          0          0          0:    8,256     9,664
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :    11,434:     7,802     10,464      1,037      2,064        722        786     -4,752      4,206          0          0          0:   -3,119    -1,270
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.8       49.3       10.7       20.7        6.9        5.2       15.3        4.9        0.0        0.0        0.0:      2.4       2.8
Old  :     100.0:      69.8       49.3       10.7       20.7        6.9        5.2       15.3        4.9        0.0        0.0        0.0:      2.4       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        57:        27         24          6         12         11          5          .          6          0          0          0:
Old  :        57:        27         24          6         12         11          5          .          6          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.3       48.1       52.9       60.8       28.0       42.8       44.3       53.4
Old  :                 32.3       48.1       52.9       60.8       28.0       42.8       44.3       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   196,079:   153,676     58,109      3,510     66,034     22,656      2,634     36,777      7,442          0        845        304:    5,857     3,912
Old  :   196,079:   153,676     58,109      3,510     66,034     22,656      2,634     36,777      7,442          0        845        304:    5,857     3,912
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :     4,510:     8,415        586       -388      2,121       -772       -454      6,310     -2,283          0       -748          0:       -8      -704
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.4       29.6        1.8       33.7       11.6        1.3       18.8        3.8        0.0        0.4        0.2:      3.0       2.0
Old  :     100.0:      78.4       29.6        1.8       33.7       11.6        1.3       18.8        3.8        0.0        0.4        0.2:      3.0       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        23         16          .         13          7          .          4          6          0          .          .:
Old  :        46:        23         16          .         13          7          .          4          6          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.1       36.0       68.7       57.6       53.9       32.0       61.4       48.6
Old  :                 58.1       36.0       68.7       57.6       53.9       32.0       61.4       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   935,384:    60,112    117,942    227,397     45,878    106,072    139,289    214,176    216,682     20,841    113,573     81,568:   83,423    39,491
Old  :   935,384:    60,112    117,942    227,397     45,878    106,072    139,289    214,176    216,682     20,841    113,573     81,568:   83,423    39,491
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :   -35,256:    -6,486      9,761     -4,024      9,677     -9,771      1,162    -26,254     -1,535      3,186       -223    -11,945:   -5,844    -4,968
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.4       12.6       24.3        4.9       11.3       14.9       22.9       23.2        2.2       12.1        8.7:      8.9       4.2
Old  :     100.0:       6.4       12.6       24.3        4.9       11.3       14.9       22.9       23.2        2.2       12.1        8.7:      8.9       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       310:        43         40         20         15         29         66         61         80         41         46         69:
Old  :       310:        43         40         20         15         29         66         61         80         41         46         69:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       26.6       30.5       36.6       16.5       17.7       24.9       24.1
Old  :                 18.8       26.6       30.5       36.6       16.5       17.7       24.9       24.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365D
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    52,789:    30,513     27,546     10,866     17,000      4,781          0          0          0          0          0          0:    6,629     3,462
Old  :    52,789:    30,513     27,546     10,866     17,000      4,781          0          0          0          0          0          0:    6,629     3,462
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :       176:         0         36          0       -140        140          0          0          0          0          0          0:       36       140
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.8       52.2       20.6       32.2        9.1        0.0        0.0        0.0        0.0        0.0        0.0:     12.6       6.6
Old  :     100.0:      57.8       52.2       20.6       32.2        9.1        0.0        0.0        0.0        0.0        0.0        0.0:     12.6       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12          9          .          5          4          0          0          0          0          0          0:
Old  :        22:        12          9          .          5          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.6       50.7       68.5       75.1       46.0       47.2       61.5       66.2
Old  :                 49.6       50.7       68.5       75.1       46.0       47.2       61.5       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    43,918:    22,089     28,631     10,786        642        590      3,178      3,734      2,170          0          0          0:    5,105     8,151
Old  :    43,918:    22,089     28,631     10,786        642        590      3,178      3,734      2,170          0          0          0:    5,105     8,151
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :      -150:      -386     -1,254          0          0          0        240      1,108         -4          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.3       65.2       24.6        1.5        1.3        7.2        8.5        4.9        0.0        0.0        0.0:     11.6      18.6
Old  :     100.0:      50.3       65.2       24.6        1.5        1.3        7.2        8.5        4.9        0.0        0.0        0.0:     11.6      18.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         9         11          4          .          .          .          .          .          0          0          0:
Old  :        22:         9         11          4          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       58.1       70.4       71.5       46.4       55.9       67.2       67.7
Old  :                 47.6       58.1       70.4       71.5       46.4       55.9       67.2       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,635,746:   187,031    175,286     65,496     64,858    788,827     25,228     76,707    173,311     42,558      5,598    344,858:    8,436     6,301
Old  : 1,635,746:   187,031    175,286     65,496     64,858    788,827     25,228     76,707    173,311     42,558      5,598    344,858:    8,436     6,301
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :  -135,649:   -19,976    -18,353     -6,104      2,964    -34,331      1,075    -11,918    -31,444     -4,408     -1,563    -40,562:      103      -442
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.4       10.7        4.0        4.0       48.2        1.5        4.7       10.6        2.6        0.3       21.1:      0.5       0.4
Old  :     100.0:      11.4       10.7        4.0        4.0       48.2        1.5        4.7       10.6        2.6        0.3       21.1:      0.5       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        36         35         10         16         24         18         26         33         25         10         32:
Old  :       143:        36         35         10         16         24         18         26         33         25         10         32:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       34.6       57.3       54.5        4.5        4.5        6.9        6.6
Old  :                 34.2       34.6       57.3       54.5        4.5        4.5        6.9        6.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    27,767:     2,123      3,735      1,597      1,377      5,138      6,469      6,793      9,900      1,540          0        624:      376       200
Old  :    27,767:     2,123      3,735      1,597      1,377      5,138      6,469      6,793      9,900      1,540          0        624:      376       200
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :     2,063:      -196        431        960        142       -291        -65         89      1,731       -124          0        116:      -67      -155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.6       13.5        5.8        5.0       18.5       23.3       24.5       35.7        5.5        0.0        2.2:      1.4       0.7
Old  :     100.0:       7.6       13.5        5.8        5.0       18.5       23.3       24.5       35.7        5.5        0.0        2.2:      1.4       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:         8          9          .          .          5          7          9         12          5          0          4:
Old  :        39:         8          9          .          .          5          7          9         12          5          0          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.8       52.7       79.9       71.0       25.3       22.8       32.4       30.2
Old  :                 61.8       52.7       79.9       71.0       25.3       22.8       32.4       30.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    95,764:    51,001     45,191     26,462     27,463      8,066        478      8,230      2,278          0          0          0:    7,479     4,536
Old  :    95,764:    51,001     45,191     26,462     27,463      8,066        478      8,230      2,278          0          0          0:    7,479     4,536
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :       640:       244        736          0          0          0        478        -98       -118          0          0          0:       36       120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.3       47.2       27.6       28.7        8.4        0.5        8.6        2.4        0.0        0.0        0.0:      7.8       4.7
Old  :     100.0:      53.3       47.2       27.6       28.7        8.4        0.5        8.6        2.4        0.0        0.0        0.0:      7.8       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:         9         11          5          5          6          .          .          .          0          0          0:
Old  :        28:         9         11          5          5          6          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       38.1       70.2       62.2       44.5       37.8       59.6       57.2
Old  :                 47.3       38.1       70.2       62.2       44.5       37.8       59.6       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    79,855:    43,837     33,542     14,548     28,128      8,656        866          0      1,554          0          0          0:   10,394     7,975
Old  :    79,855:    43,837     33,542     14,548     28,128      8,656        866          0      1,554          0          0          0:   10,394     7,975
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :       158:       -51          0      2,096       -164        217        -51          0        144          0          0          0:   -2,197       -39
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.9       42.0       18.2       35.2       10.8        1.1        0.0        1.9        0.0        0.0        0.0:     13.0      10.0
Old  :     100.0:      54.9       42.0       18.2       35.2       10.8        1.1        0.0        1.9        0.0        0.0        0.0:     13.0      10.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         7          8          5          4          7          .          0          .          0          0          0:
Old  :        21:         7          8          5          4          7          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       52.5       74.4       72.1       47.7       51.6       60.6       65.3
Old  :                 58.2       52.5       74.4       72.1       47.7       51.6       60.6       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   145,219:    74,217     59,801     23,893     54,675     19,659     11,291          0      2,918          0          0          0:   13,241     8,166
Old  :   145,219:    74,217     59,801     23,893     54,675     19,659     11,291          0      2,918          0          0          0:   13,241     8,166
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :       429:       408        536          0          0          0      1,004          0       -149          0          0          0:     -834        42
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.1       41.2       16.5       37.6       13.5        7.8        0.0        2.0        0.0        0.0        0.0:      9.1       5.6
Old  :     100.0:      51.1       41.2       16.5       37.6       13.5        7.8        0.0        2.0        0.0        0.0        0.0:      9.1       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        17         14          5          7          6          .          0          .          0          0          0:
Old  :        35:        17         14          5          7          6          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.8       38.9       54.7       62.0       29.2       33.3       43.6       49.6
Old  :                 31.8       38.9       54.7       62.0       29.2       33.3       43.6       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,633,067:   742,488    396,325    124,327    898,597    409,733    334,351     59,059    551,208    199,201     55,326    240,404:   31,355    22,415
Old  : 2,633,067:   742,488    396,325    124,327    898,597    409,733    334,351     59,059    551,208    199,201     55,326    240,404:   31,355    22,415
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :    80,172:    29,126     23,556     18,066     44,585     -8,762     -9,016     20,009     24,851     31,320    -15,455    -10,146:    4,733     1,534
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.2       15.1        4.7       34.1       15.6       12.7        2.2       20.9        7.6        2.1        9.1:      1.2       0.9
Old  :     100.0:      28.2       15.1        4.7       34.1       15.6       12.7        2.2       20.9        7.6        2.1        9.1:      1.2       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       175:        75         60         11         19         27         20         17         33         20         10         25:
Old  :       175:        75         60         11         19         27         20         17         33         20         10         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.2       29.2       36.0       46.3       13.8       22.6       21.4       30.8
Old  :                 26.2       29.2       36.0       46.3       13.8       22.6       21.4       30.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   961,715:   150,083    152,161    168,918    264,339    300,506     88,732     43,008     76,143     82,814     30,500     90,751:    3,768     4,307
Old  :   961,715:   150,083    152,161    168,918    264,339    300,506     88,732     43,008     76,143     82,814     30,500     90,751:    3,768     4,307
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :   -92,252:   -10,270    -12,203      7,409     -3,898    -23,633    -18,245    -16,463    -13,795    -13,015     -2,054    -21,267:      564     1,061
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.6       15.8       17.6       27.5       31.2        9.2        4.5        7.9        8.6        3.2        9.4:      0.4       0.4
Old  :     100.0:      15.6       15.8       17.6       27.5       31.2        9.2        4.5        7.9        8.6        3.2        9.4:      0.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        93:        21         15         10         12         17         14         10         17         13         13         22:
Old  :        93:        21         15         10         12         17         14         10         17         13         13         22:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.7       38.5       44.4       60.4       13.3       25.3       23.5       35.0
Old  :                 25.7       38.5       44.4       60.4       13.3       25.3       23.5       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    23,254:    21,648     13,052        210      8,754        765        109        140         19        305          0          0:      198       524
Old  :    23,254:    21,648     13,052        210      8,754        765        109        140         19        305          0          0:      198       524
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :       453:       425        167          0        355         35         25          0         -7         10          0          0:      -35       -97
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.1       56.1        0.9       37.6        3.3        0.5        0.6        0.1        1.3        0.0        0.0:      0.9       2.3
Old  :     100.0:      93.1       56.1        0.9       37.6        3.3        0.5        0.6        0.1        1.3        0.0        0.0:      0.9       2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        30         28          .          6          8          .          .          .          .          0          0:
Old  :        43:        30         28          .          6          8          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       43.6       65.2       66.3       33.8       35.3       44.7       49.8
Old  :                 42.2       43.6       65.2       66.3       33.8       35.3       44.7       49.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    16,974:    15,053      8,148          0      7,850        417        466          0        100        650          0          0:      288       459
Old  :    16,974:    15,053      8,148          0      7,850        417        466          0        100        650          0          0:      288       459
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :       451:       175        240        -25        200         -5        100        -55         70         50          0          0:       86         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.7       48.0        0.0       46.2        2.5        2.7        0.0        0.6        3.8        0.0        0.0:      1.7       2.7
Old  :     100.0:      88.7       48.0        0.0       46.2        2.5        2.7        0.0        0.6        3.8        0.0        0.0:      1.7       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        16         14          0          6          4          .          0          .          .          0          0:
Old  :        27:        16         14          0          6          4          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.4       62.1       80.8       86.1       45.7       52.7       61.2       69.9
Old  :                 59.4       62.1       80.8       86.1       45.7       52.7       61.2       69.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     7,873:     5,608      4,195        712      2,124        813         25          0        120          0          0          0:      595       621
Old  :     7,873:     5,608      4,195        712      2,124        813         25          0        120          0          0          0:      595       621
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :       381:       155        245        245         31         80         15          0        -15          0          0          0:      -99        40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.2       53.3        9.0       27.0       10.3        0.3        0.0        1.5        0.0        0.0        0.0:      7.6       7.9
Old  :     100.0:      71.2       53.3        9.0       27.0       10.3        0.3        0.0        1.5        0.0        0.0        0.0:      7.6       7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        12         13          .          5          6          .          0          .          0          0          0:
Old  :        25:        12         13          .          5          6          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.3       53.8       77.8       73.8       64.6       49.5       69.4       62.4
Old  :                 66.3       53.8       77.8       73.8       64.6       49.5       69.4       62.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, March 29, 2011                  
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    11,527:     9,659      6,748        595      3,694        633          0          0          0          0          0          0:      640       452
Old  :    11,527:     9,659      6,748        595      3,694        633          0          0          0          0          0          0:      640       452
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 22, 2011                                                                   :
     :       400:       450       -120          0        600          0          0          0          0          0          0          0:      -50       -80
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.8       58.5        5.2       32.0        5.5        0.0        0.0        0.0        0.0        0.0        0.0:      5.6       3.9
Old  :     100.0:      83.8       58.5        5.2       32.0        5.5        0.0        0.0        0.0        0.0        0.0        0.0:      5.6       3.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         14          .          4          4          0          0          0          0          0          0:
Old  :        26:        15         14          .          4          4          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.7       57.9       74.4       77.2       52.9       57.9       69.1       71.3
Old  :                 55.7       57.9       74.4       77.2       52.9       57.9       69.1       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 1, 2011