```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, February 15, 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  : 4,642,292: 1,752,717    901,496    171,458  1,286,945    576,706    387,364     34,046  1,351,385     18,006    117,790    358,046:   26,610    15,878
Old  : 4,642,292: 1,752,717    901,496    171,458  1,286,945    576,706    387,364     34,046  1,351,385     18,006    117,790    358,046:   26,610    15,878
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :    51,133:    18,697     53,466     17,114    -29,998     27,186     12,939      4,129    -32,608      2,628     22,116      7,758:   -2,581      -916
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.8       19.4        3.7       27.7       12.4        8.3        0.7       29.1        0.4        2.5        7.7:      0.6       0.3
Old  :     100.0:      37.8       19.4        3.7       27.7       12.4        8.3        0.7       29.1        0.4        2.5        7.7:      0.6       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       215:        98         91         11         25         33         23         12         33          9         29         34:
Old  :       215:        98         91         11         25         33         23         12         33          9         29         34:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.4       26.1       38.7       39.9       10.6       16.4       16.3       22.8
Old  :                 24.4       26.1       38.7       39.9       10.6       16.4       16.3       22.8
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, February 15, 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  :   369,412:   204,674    256,019     52,430     15,962     60,478     11,477     12,468     19,782      2,129          0        956:   17,486     3,747
Old  :   369,412:   204,674    256,019     52,430     15,962     60,478     11,477     12,468     19,782      2,129          0        956:   17,486     3,747
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :     2,195:     3,196     -7,167     -1,676     -2,702      3,090     -8,589      1,660      7,612       -548          0        525:   -1,415      -823
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.4       69.3       14.2        4.3       16.4        3.1        3.4        5.4        0.6        0.0        0.3:      4.7       1.0
Old  :     100.0:      55.4       69.3       14.2        4.3       16.4        3.1        3.4        5.4        0.6        0.0        0.3:      4.7       1.0
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  :        54:        29         23          6          6          9          5          5          7          .          0          .:
Old  :        54:        29         23          6          6          9          5          5          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  :                 35.3       52.3       51.8       70.1       20.4       32.7       29.6       38.4
Old  :                 35.3       52.3       51.8       70.1       20.4       32.7       29.6       38.4
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, February 15, 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  :   199,349:   171,501    102,161      3,092     74,206     10,608      1,979      2,126      5,303          0          0          0:    6,866     4,945
Old  :   199,349:   171,501    102,161      3,092     74,206     10,608      1,979      2,126      5,303          0          0          0:    6,866     4,945
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :     9,972:    12,626      7,844     -4,557      3,487       -791       -884        -21        487          0          0          0:    3,091    -1,034
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.0       51.2        1.6       37.2        5.3        1.0        1.1        2.7        0.0        0.0        0.0:      3.4       2.5
Old  :     100.0:      86.0       51.2        1.6       37.2        5.3        1.0        1.1        2.7        0.0        0.0        0.0:      3.4       2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        22         25          .         10          9          .          .          4          0          0          0:
Old  :        43:        22         25          .         10          9          .          .          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  :                 60.6       41.7       75.2       67.3       59.5       39.7       67.3       58.5
Old  :                 60.6       41.7       75.2       67.3       59.5       39.7       67.3       58.5
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, February 15, 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  :   317,042:   192,379     99,480     39,149    150,448     47,776     26,773      7,668      6,207          0          0          0:    4,758     5,463
Old  :   317,042:   192,379     99,480     39,149    150,448     47,776     26,773      7,668      6,207          0          0          0:    4,758     5,463
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :    -1,505:    -1,624     -2,726      2,802      3,524     -4,610      2,814      2,205       -355          0          0          0:     -532       457
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       31.4       12.3       47.5       15.1        8.4        2.4        2.0        0.0        0.0        0.0:      1.5       1.7
Old  :     100.0:      60.7       31.4       12.3       47.5       15.1        8.4        2.4        2.0        0.0        0.0        0.0:      1.5       1.7
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  :        46:        21         18          5         10         14          4          .          5          0          0          0:
Old  :        46:        21         18          5         10         14          4          .          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       48.1       64.8       74.1       42.3       41.0       58.7       61.2
Old  :                 44.1       48.1       64.8       74.1       42.3       41.0       58.7       61.2
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, February 15, 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  :   731,900:   518,098    279,469     77,475    292,132     76,891     12,180     38,404     42,360         54        331      1,108:    3,734     1,205
Old  :   731,900:   518,098    279,469     77,475    292,132     76,891     12,180     38,404     42,360         54        331      1,108:    3,734     1,205
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :    11,330:    13,523       -614     -6,947      5,962      1,029       -273      1,039      4,070         54        -40        344:     -470      -460
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.8       38.2       10.6       39.9       10.5        1.7        5.2        5.8        0.0        0.0        0.2:      0.5       0.2
Old  :     100.0:      70.8       38.2       10.6       39.9       10.5        1.7        5.2        5.8        0.0        0.0        0.2:      0.5       0.2
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  :        71:        38         29          6         15         20          .          6          8          .          .          .:
Old  :        71:        38         29          6         15         20          .          6          8          .          .          .:
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  :                 38.8       39.9       53.3       56.6       25.5       28.9       38.0       38.4
Old  :                 38.8       39.9       53.3       56.6       25.5       28.9       38.0       38.4
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, February 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   184,764:   128,766    118,039     19,475     47,941      5,326     17,973      1,849      3,693          0          0          0:    9,531     7,916
Old  :   184,764:   128,766    118,039     19,475     47,941      5,326     17,973      1,849      3,693          0          0          0:    9,531     7,916
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :    -4,385:    -3,983     -1,025        285        946        665      2,751        724     -4,807          0          0          0:      704      -888
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.7       63.9       10.5       25.9        2.9        9.7        1.0        2.0        0.0        0.0        0.0:      5.2       4.3
Old  :     100.0:      69.7       63.9       10.5       25.9        2.9        9.7        1.0        2.0        0.0        0.0        0.0:      5.2       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        26         20          4          .          4          4          .          4          0          0          0:
Old  :        41:        26         20          4          .          4          4          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       65.1       59.2       79.8       38.7       62.0       54.0       70.6
Old  :                 43.4       65.1       59.2       79.8       38.7       62.0       54.0       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, February 15, 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  :   332,034:   228,014    164,685     29,915     71,601     25,863     17,420     43,345     19,197          0          0          0:   11,625     7,343
Old  :   332,034:   228,014    164,685     29,915     71,601     25,863     17,420     43,345     19,197          0          0          0:   11,625     7,343
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :     3,007:     5,374     -2,405      4,077      1,300        -32      1,518     15,801    -10,701          0          0          0:    2,771      -956
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.7       49.6        9.0       21.6        7.8        5.2       13.1        5.8        0.0        0.0        0.0:      3.5       2.2
Old  :     100.0:      68.7       49.6        9.0       21.6        7.8        5.2       13.1        5.8        0.0        0.0        0.0:      3.5       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        29         21          5         11         10          .          4          5          0          0          0:
Old  :        55:        29         21          5         11         10          .          4          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.3       42.6       53.6       56.1       28.8       34.9       44.3       47.1
Old  :                 34.3       42.6       53.6       56.1       28.8       34.9       44.3       47.1
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, February 15, 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  :   183,708:   132,613     59,035      9,461     61,140     21,519      6,222     26,130      5,762          0      2,164          0:    8,131     7,958
Old  :   183,708:   132,613     59,035      9,461     61,140     21,519      6,222     26,130      5,762          0      2,164          0:    8,131     7,958
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :      -195:    -2,626      1,115     -2,016     -2,328      3,122      1,226     -2,410       -225          0       -236          0:      324       767
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.2       32.1        5.2       33.3       11.7        3.4       14.2        3.1        0.0        1.2        0.0:      4.4       4.3
Old  :     100.0:      72.2       32.1        5.2       33.3       11.7        3.4       14.2        3.1        0.0        1.2        0.0:      4.4       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        20         11          .         10          6          .          .          4          0          .          0:
Old  :        40:        20         11          .         10          6          .          .          4          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       40.8       65.5       63.5       48.6       35.3       58.1       53.4
Old  :                 52.7       40.8       65.5       63.5       48.6       35.3       58.1       53.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, February 15, 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  : 1,014,270:    70,121    100,297    236,909     35,978    123,018    137,684    282,001    229,865     29,463     95,916    102,686:   84,524    44,509
Old  : 1,014,270:    70,121    100,297    236,909     35,978    123,018    137,684    282,001    229,865     29,463     95,916    102,686:   84,524    44,509
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :    49,715:     8,618      6,253      7,004    -12,997     16,867     -9,934     22,302     14,379      4,027     -8,297      8,155:      599     3,052
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.9        9.9       23.4        3.5       12.1       13.6       27.8       22.7        2.9        9.5       10.1:      8.3       4.4
Old  :     100.0:       6.9        9.9       23.4        3.5       12.1       13.6       27.8       22.7        2.9        9.5       10.1:      8.3       4.4
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  :       316:        45         46         22         13         32         56         74         79         41         48         68:
Old  :       316:        45         46         22         13         32         56         74         79         41         48         68:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.9       23.6       30.4       36.5       15.6       15.9       23.4       22.9
Old  :                 17.9       23.6       30.4       36.5       15.6       15.9       23.4       22.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365C
Disaggregated Commitments of Traders - Options and Futures Combined, February 15, 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  :    46,435:    34,127     22,610      4,578     17,202      2,097          0          0          0          0          0          0:    5,633     4,526
Old  :    46,435:    34,127     22,610      4,578     17,202      2,097          0          0          0          0          0          0:    5,633     4,526
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.5       48.7        9.9       37.0        4.5        0.0        0.0        0.0        0.0        0.0        0.0:     12.1       9.7
Old  :     100.0:      73.5       48.7        9.9       37.0        4.5        0.0        0.0        0.0        0.0        0.0        0.0:     12.1       9.7
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  :        23:        14          9          .          5          .          0          0          0          0          0          0:
Old  :        23:        14          9          .          5          .          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  :                 37.3       64.6       63.2       84.5       35.1       63.2       58.7       75.7
Old  :                 37.3       64.6       63.2       84.5       35.1       63.2       58.7       75.7
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, February 15, 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  :    53,840:    26,880     26,088     11,114     18,504      4,703          0          0          0          0          0          0:   11,143     4,545
Old  :    53,840:    26,880     26,088     11,114     18,504      4,703          0          0          0          0          0          0:   11,143     4,545
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :       365:         0          0          0        365          0          0          0          0          0          0          0:      365         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.9       48.5       20.6       34.4        8.7        0.0        0.0        0.0        0.0        0.0        0.0:     20.7       8.4
Old  :     100.0:      49.9       48.5       20.6       34.4        8.7        0.0        0.0        0.0        0.0        0.0        0.0:     20.7       8.4
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  :        20:        11          9          .          5          4          0          0          0          0          0          0:
Old  :        20:        11          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  :                 47.3       52.1       65.2       74.3       43.8       47.9       57.5       65.0
Old  :                 47.3       52.1       65.2       74.3       43.8       47.9       57.5       65.0
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, February 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    47,192:    25,551     31,445     10,949      1,571        158      2,326      2,655      3,397          0          0          0:    4,811     7,966
Old  :    47,192:    25,551     31,445     10,949      1,571        158      2,326      2,655      3,397          0          0          0:    4,811     7,966
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :     1,426:     2,363        783         62          0          0          0        844         43          0          0          0:   -1,042      -244
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.1       66.6       23.2        3.3        0.3        4.9        5.6        7.2        0.0        0.0        0.0:     10.2      16.9
Old  :     100.0:      54.1       66.6       23.2        3.3        0.3        4.9        5.6        7.2        0.0        0.0        0.0:     10.2      16.9
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  :        21:        11         10          .          .          .          .          .          .          0          0          0:
Old  :        21:        11         10          .          .          .          .          .          .          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  :                 45.7       56.0       66.8       72.1       45.0       51.4       64.1       62.6
Old  :                 45.7       56.0       66.8       72.1       45.0       51.4       64.1       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, February 15, 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  : 1,778,432:   218,679    199,121     78,729     72,665    790,712     17,724     99,127    217,803     66,743      9,859    381,429:    6,614     7,717
Old  : 1,778,432:   218,679    199,121     78,729     72,665    790,712     17,724     99,127    217,803     66,743      9,859    381,429:    6,614     7,717
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :    49,453:     8,960      5,643     -3,449      2,699     17,871       -715     -2,114     13,802      4,218      2,425      8,620:      146       505
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.3       11.2        4.4        4.1       44.5        1.0        5.6       12.2        3.8        0.6       21.4:      0.4       0.4
Old  :     100.0:      12.3       11.2        4.4        4.1       44.5        1.0        5.6       12.2        3.8        0.6       21.4:      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  :       152:        41         39         13         12         23         15         29         34         29         12         37:
Old  :       152:        41         39         13         12         23         15         29         34         29         12         37:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       33.3       54.7       51.1        5.5        5.2        7.4        7.5
Old  :                 32.1       33.3       54.7       51.1        5.5        5.2        7.4        7.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, February 15, 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  :    51,251:     8,290      8,507      7,919      3,169      8,961      7,847     15,405     10,435      2,711      1,039      3,348:    1,739       386
Old  :    51,251:     8,290      8,507      7,919      3,169      8,961      7,847     15,405     10,435      2,711      1,039      3,348:    1,739       386
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :    -1,450:       231        759       -499        611        812      2,139      1,199     -4,635        239        -61        103:      160      -240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.2       16.6       15.5        6.2       17.5       15.3       30.1       20.4        5.3        2.0        6.5:      3.4       0.8
Old  :     100.0:      16.2       16.6       15.5        6.2       17.5       15.3       30.1       20.4        5.3        2.0        6.5:      3.4       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        12         12          4          6          7          9          8         12          .          .          4:
Old  :        48:        12         12          4          6          7          9          8         12          .          .          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  :                 54.4       56.2       74.1       74.9       25.4       29.7       32.8       34.8
Old  :                 54.4       56.2       74.1       74.9       25.4       29.7       32.8       34.8
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, February 15, 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  :    99,433:    52,745     49,272     27,777     27,726      8,580        420      8,678      1,748          0          0          0:    8,163     3,429
Old  :    99,433:    52,745     49,272     27,777     27,726      8,580        420      8,678      1,748          0          0          0:    8,163     3,429
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :      -660:      -310       -339       -365        123       -123        420         85       -282          0          0          0:        0      -124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.0       49.6       27.9       27.9        8.6        0.4        8.7        1.8        0.0        0.0        0.0:      8.2       3.4
Old  :     100.0:      53.0       49.6       27.9       27.9        8.6        0.4        8.7        1.8        0.0        0.0        0.0:      8.2       3.4
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  :        33:        11         17          5          5          7          .          .          .          0          0          0:
Old  :        33:        11         17          5          5          7          .          .          .          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  :                 46.8       37.2       70.0       59.8       44.6       37.1       59.1       55.8
Old  :                 46.8       37.2       70.0       59.8       44.6       37.1       59.1       55.8
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, February 15, 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  :   149,820:    76,059     61,112     25,623     56,446     20,142      9,553          0      3,382          0          0          0:   15,061     8,738
Old  :   149,820:    76,059     61,112     25,623     56,446     20,142      9,553          0      3,382          0          0          0:   15,061     8,738
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :       331:     1,357        687          0          0          0       -848          0       -304          0          0          0:      126       -52
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.8       40.8       17.1       37.7       13.4        6.4        0.0        2.3        0.0        0.0        0.0:     10.1       5.8
Old  :     100.0:      50.8       40.8       17.1       37.7       13.4        6.4        0.0        2.3        0.0        0.0        0.0:     10.1       5.8
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  :        34:        17         14          6          6          6          .          0          .          0          0          0:
Old  :        34:        17         14          6          6          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  :                 32.0       38.4       54.4       61.8       28.1       33.4       42.8       50.0
Old  :                 32.0       38.4       54.4       61.8       28.1       33.4       42.8       50.0
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, February 15, 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  : 2,625,379:   724,513    396,699    114,701    852,860    425,142    338,512     35,388    585,077    162,688     52,928    254,878:   19,868    22,407
Old  : 2,625,379:   724,513    396,699    114,701    852,860    425,142    338,512     35,388    585,077    162,688     52,928    254,878:   19,868    22,407
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :    51,451:    32,721     16,909     -9,225    -17,334     12,988     -5,413        612     26,756    -10,107     10,116       -976:    4,707     2,380
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.6       15.1        4.4       32.5       16.2       12.9        1.3       22.3        6.2        2.0        9.7:      0.8       0.9
Old  :     100.0:      27.6       15.1        4.4       32.5       16.2       12.9        1.3       22.3        6.2        2.0        9.7:      0.8       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  :       177:        74         58         12         19         28         21         14         36         19         13         26:
Old  :       177:        74         58         12         19         28         21         14         36         19         13         26:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.2       27.1       35.6       43.5       13.7       22.3       20.0       29.7
Old  :                 25.2       27.1       35.6       43.5       13.7       22.3       20.0       29.7
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, February 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,036,019:   165,488    176,985    179,054    263,095    296,994    132,085     45,819     79,409     47,350     38,868    130,813:    4,826     4,036
Old  : 1,036,019:   165,488    176,985    179,054    263,095    296,994    132,085     45,819     79,409     47,350     38,868    130,813:    4,826     4,036
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :    32,764:     6,577      9,968     -3,439    -25,019     22,475      5,070        -29      2,429    -19,445      4,961     17,775:    1,322       204
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.0       17.1       17.3       25.4       28.7       12.7        4.4        7.7        4.6        3.8       12.6:      0.5       0.4
Old  :     100.0:      16.0       17.1       17.3       25.4       28.7       12.7        4.4        7.7        4.6        3.8       12.6:      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  :        99:        20         18         10         12         19         15         12         20         10         18         25:
Old  :        99:        20         18         10         12         19         15         12         20         10         18         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  :                 25.3       34.5       44.5       56.1       13.7       26.3       23.1       34.0
Old  :                 25.3       34.5       44.5       56.1       13.7       26.3       23.1       34.0
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, February 15, 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  :    23,708:    21,282     14,066        350      8,130      1,091        151         30         41        340          0          0:      453       350
Old  :    23,708:    21,282     14,066        350      8,130      1,091        151         30         41        340          0          0:      453       350
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :       -43:       -33       -192         75        129        -20        -60          5        -65         25          0          0:       35       100
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.8       59.3        1.5       34.3        4.6        0.6        0.1        0.2        1.4        0.0        0.0:      1.9       1.5
Old  :     100.0:      89.8       59.3        1.5       34.3        4.6        0.6        0.1        0.2        1.4        0.0        0.0:      1.9       1.5
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  :        43:        30         25          .          6          7          .          .          .          .          0          0:
Old  :        43:        30         25          .          6          7          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       45.9       59.6       65.6       24.0       35.8       37.9       48.3
Old  :                 36.7       45.9       59.6       65.6       24.0       35.8       37.9       48.3
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, February 15, 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  :    16,772:    14,888      8,146         95      7,621        475        426          0         45        585          0          0:      258       485
Old  :    16,772:    14,888      8,146         95      7,621        475        426          0         45        585          0          0:      258       485
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :       260:       280        155        -20         60          0         60          0         45         30          0          0:     -135         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.8       48.6        0.6       45.4        2.8        2.5        0.0        0.3        3.5        0.0        0.0:      1.5       2.9
Old  :     100.0:      88.8       48.6        0.6       45.4        2.8        2.5        0.0        0.3        3.5        0.0        0.0:      1.5       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        15         12          .          5          4          .          0          .          .          0          0:
Old  :        26:        15         12          .          5          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  :                 61.4       63.1       82.5       88.5       49.4       54.2       65.1       71.7
Old  :                 61.4       63.1       82.5       88.5       49.4       54.2       65.1       71.7
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, February 15, 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  :     7,062:     5,117      3,908        356      1,322      1,173          0          0          0          0          0          0:      416       659
Old  :     7,062:     5,117      3,908        356      1,322      1,173          0          0          0          0          0          0:      416       659
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :        76:        70         40          0        284          6          0          0          0          0          0          0:        0      -254
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       55.3        5.0       18.7       16.6        0.0        0.0        0.0        0.0        0.0        0.0:      5.9       9.3
Old  :     100.0:      72.5       55.3        5.0       18.7       16.6        0.0        0.0        0.0        0.0        0.0        0.0:      5.9       9.3
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  :        22:        12          9          .          6          6          0          0          0          0          0          0:
Old  :        22:        12          9          .          6          6          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.4       53.6       81.6       72.9       62.4       43.7       67.2       58.0
Old  :                 67.4       53.6       81.6       72.9       62.4       43.7       67.2       58.0
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, February 15, 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  :    10,907:     9,629      6,611        514      2,818        200          0          0          0          0          0          0:      564     1,278
Old  :    10,907:     9,629      6,611        514      2,818        200          0          0          0          0          0          0:      564     1,278
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 8, 2011                                                                 :
     :        80:        75       -250          0          0         15          0          0          0          0          0          0:      -10       315
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.3       60.6        4.7       25.8        1.8        0.0        0.0        0.0        0.0        0.0        0.0:      5.2      11.7
Old  :     100.0:      88.3       60.6        4.7       25.8        1.8        0.0        0.0        0.0        0.0        0.0        0.0:      5.2      11.7
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  :        20:        11         12          .          .          .          0          0          0          0          0          0:
Old  :        20:        11         12          .          .          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.2       61.7       81.2       79.3       54.0       61.0       70.9       72.9
Old  :                 61.2       61.7       81.2       79.3       54.0       61.0       70.9       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 18, 2011