```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,966,536                :
: Positions                                                                                                    :
:1,765,681 1,004,231   228,666 1,581,885   612,207   496,790    40,236 1,334,263   170,338    52,812   317,066 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:  123,664    84,847   -13,460   135,746     8,407    65,916     3,528   -12,397    48,794     1,921    14,522 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.6      20.2       4.6      31.9      12.3      10.0       0.8      26.9       3.4       1.1       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   229                     :
:      104       101        12        26        32        30         6        35        24        18        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   375,490                :
: Positions                                                                                                    :
:  224,921   249,404    42,224    24,078    57,027    15,299    18,386    22,707         0        17     1,290 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:  -18,815   -19,157     1,429     2,972    -3,527     2,141     2,468    -5,766         0      -553       459 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      66.4      11.2       6.4      15.2       4.1       4.9       6.0       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       29        28         6         8        10         7         4         8         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   164,539                :
: Positions                                                                                                    :
:  139,380    91,742     1,583    46,384    10,367     3,952     5,447     5,334       399         0       370 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:  -11,257    -9,524      -103    -2,860    -2,211       561       748        50       210         0       156 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      55.8       1.0      28.2       6.3       2.4       3.3       3.2       0.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       23        27         .        11        10         .         4         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   320,669                :
: Positions                                                                                                    :
:  218,832    90,060    47,189   162,713    35,570       620    12,905    12,700     1,136     1,528       215 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -8,621    -8,910    10,601     3,680    -8,038    -1,575     4,022    -2,083         0       578         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      28.1      14.7      50.7      11.1       0.2       4.0       4.0       0.4       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       23        18         5         9        13         .         8         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   675,114                :
: Positions                                                                                                    :
:  471,449   276,307    87,650   246,156    88,272     1,795    32,369    21,604         0     5,106       671 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -6,049    -3,165     6,176       474   -11,744     1,249     3,041    -4,388         0       821       243 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      40.9      13.0      36.5      13.1       0.3       4.8       3.2       0.0       0.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       36        30         8        14        20         .         6         7         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   184,056                :
: Positions                                                                                                    :
:  125,797   108,366    32,931    58,600     3,039    13,490     3,375     1,129         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -9,843   -10,612      -672      -884    -1,091       588     2,112    -1,753      -542         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.3      58.9      17.9      31.8       1.7       7.3       1.8       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       22        20         4         4         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   300,412                :
: Positions                                                                                                    :
:  197,167   136,679    35,597    75,891    23,753    11,207    33,650    21,975         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:  -21,747   -19,062    -2,587     2,215    -1,939       540    -3,315     1,863         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      45.5      11.8      25.3       7.9       3.7      11.2       7.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       27        25         6        12        11         4         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   153,789                :
: Positions                                                                                                    :
:  112,424    52,577     3,209    54,658    21,861     5,587    14,630     6,141         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:  -15,289   -17,982      -373    -4,493    -3,600    -3,243     4,216    -1,275         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.1      34.2       2.1      35.5      14.2       3.6       9.5       4.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       20        24         4        12         9         .         4         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,039,032                :
: Positions                                                                                                    :
:   58,483   132,096   208,910    51,477   112,461   180,744   155,670   294,741     7,871   161,074    89,176 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -3,592     4,223    -8,762     4,405     1,565    47,871     7,635    24,276       222    27,099    -3,400 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.6      12.7      20.1       5.0      10.8      17.4      15.0      28.4       0.8      15.5       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   334                     :
:       46        46        23        13        30        89        50        93        32        64        75 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    44,165                :
: Positions                                                                                                    :
:   19,495    21,835     9,956    14,465     4,781         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -2,026    -2,156      -300      -994         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.1      49.4      22.5      32.8      10.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    38,601                :
: Positions                                                                                                    :
:   20,233    25,700     6,588     1,377     4,029     2,012       500     2,178         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -1,710    -1,688      -984       118       230      -484      -404       -16         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      66.6      17.1       3.6      10.4       5.2       1.3       5.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        11         .         .         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,675,722                :
: Positions                                                                                                    :
:  190,820   180,487    65,309    86,006   791,875    40,353    72,097   191,716    49,178     9,768   338,888 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:    2,540     4,154    -9,853    -4,187     8,817       139     2,334     9,629     6,410    -2,487     7,961 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.4      10.8       3.9       5.1      47.3       2.4       4.3      11.4       2.9       0.6      20.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   160                     :
:       38        39        14        13        27        21        25        35        32        11        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    56,814                :
: Positions                                                                                                    :
:    3,989     5,559     3,797     1,444     9,999     7,013     9,077    28,662     1,795        64       915 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:      441     1,173     1,665        77      -419    -3,047    -2,129     7,963       129        -9        63 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.0       9.8       6.7       2.5      17.6      12.3      16.0      50.4       3.2       0.1       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       11        13         .         5         6         5        13        12         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    82,696                :
: Positions                                                                                                    :
:   43,920    35,425    21,824    24,091     8,982         0     6,985     2,760         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -3,559    -4,758    -1,510      -977      -120      -830      -474      -430         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.1      42.8      26.4      29.1      10.9       0.0       8.4       3.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        9        12         7         4         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    71,570                :
: Positions                                                                                                    :
:   37,220    27,841    11,641    24,074     8,411     5,156         0       947         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -1,723    -1,766      -948    -1,314      -130      -242         0       -64         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      38.9      16.3      33.6      11.8       7.2       0.0       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8         9         5         4         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   124,618                :
: Positions                                                                                                    :
:   67,611    49,625    18,642    46,128    17,299     4,210         0     4,173         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -2,996    -3,984    -1,484    -2,522    -1,072    -1,096         0       -52         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.3      39.8      15.0      37.0      13.9       3.4       0.0       3.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        15         5         7         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,612,420                :
: Positions                                                                                                    :
:  702,592   414,516   108,404   915,063   432,903   294,042    36,259   526,498   297,775    43,569   219,882 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -1,182    32,005    -3,622    11,334     9,095    -1,662     3,111     3,868    59,180     7,644   -18,369 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.9      15.9       4.1      35.0      16.6      11.3       1.4      20.2      11.4       1.7       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   178                     :
:       76        65        11        20        28        27        10        26        21        10        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   978,933                :
: Positions                                                                                                    :
:  154,966   153,217   245,694   297,948   285,618    70,533    40,078    78,015    49,945    29,492    89,228 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:    2,641     5,435    25,622    -3,231     9,257    -6,475     5,173     7,314   -11,339     2,906     2,822 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.8      15.7      25.1      30.4      29.2       7.2       4.1       8.0       5.1       3.0       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   101                     :
:       23        19        11        12        19        14        13        17        10        16        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    21,539                :
: Positions                                                                                                    :
:   20,118    11,890       549     8,790       381        62        70        20         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -1,593    -1,208        25      -328       -53       -24         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.4      55.2       2.5      40.8       1.8       0.3       0.3       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       30        27         .         6         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    14,888                :
: Positions                                                                                                    :
:   12,956     7,006       300     6,953       384       768         0         0       209        15        90 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:   -1,221      -640        95      -511      -170         0         0       -10       -71       -25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      47.1       2.0      46.7       2.6       5.2       0.0       0.0       1.4       0.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        17         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     7,850                :
: Positions                                                                                                    :
:    5,449     4,942     1,553     1,729       478         0         0        75         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:     -307      -514       -94      -123         1         0         0        30      -260         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      63.0      19.8      22.0       6.1       0.0       0.0       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       14        13         4         4         4         0         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 7, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    10,819                :
: Positions                                                                                                    :
:    9,319     4,039       372     5,343       655         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 31, 2011                                                                               :
:     -754      -910      -121        37      -145         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      37.3       3.4      49.4       6.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         .         6         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated June 10, 2011