```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 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  : 4,637,200: 1,654,106    897,695    179,668  1,257,788    646,748    294,528     48,422  1,403,236    108,293     40,794    322,756:   27,865    19,761
Old  : 4,637,200: 1,654,106    897,695    179,668  1,257,788    646,748    294,528     48,422  1,403,236    108,293     40,794    322,756:   27,865    19,761
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :    92,665:    20,278      5,434     26,634     -4,959     33,483    -33,399      6,965     27,996      3,204      2,713     17,702:   -3,233     3,331
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.7       19.4        3.9       27.1       13.9        6.4        1.0       30.3        2.3        0.9        7.0:      0.6       0.4
Old  :     100.0:      35.7       19.4        3.9       27.1       13.9        6.4        1.0       30.3        2.3        0.9        7.0:      0.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       220:        96         95         13         28         37         30          5         34         20         17         33:
Old  :       220:        96         95         13         28         37         30          5         34         20         17         33:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       27.0       37.9       41.1        9.1       17.1       14.1       23.4
Old  :                 23.8       27.0       37.9       41.1        9.1       17.1       14.1       23.4
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, April 5, 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  :   359,603:   211,127    233,643     44,438     29,309     56,242      8,529     12,164     23,400          0        903        918:   14,949     3,024
Old  :   359,603:   211,127    233,643     44,438     29,309     56,242      8,529     12,164     23,400          0        903        918:   14,949     3,024
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :   -10,475:   -11,343     -1,549      6,256      2,676     -5,665      4,686     -5,523     -2,114     -1,258        903       -719:     -318     1,516
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.7       65.0       12.4        8.2       15.6        2.4        3.4        6.5        0.0        0.3        0.3:      4.2       0.8
Old  :     100.0:      58.7       65.0       12.4        8.2       15.6        2.4        3.4        6.5        0.0        0.3        0.3:      4.2       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  :        58:        29         25          7          7         11          7          4          8          0          .          .:
Old  :        58:        29         25          7          7         11          7          4          8          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  :                 29.9       48.3       49.0       68.5       23.2       32.3       33.6       40.9
Old  :                 29.9       48.3       49.0       68.5       23.2       32.3       33.6       40.9
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, April 5, 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  :   175,251:   142,708     95,627      5,314     58,592     13,394      3,741          0      3,872        249          0        152:    5,821     3,614
Old  :   175,251:   142,708     95,627      5,314     58,592     13,394      3,741          0      3,872        249          0        152:    5,821     3,614
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :   -12,753:    -9,128     -8,588     -1,992      2,036       -899        954     -2,882     -2,685        249          0        152:      596       113
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.4       54.6        3.0       33.4        7.6        2.1        0.0        2.2        0.1        0.0        0.1:      3.3       2.1
Old  :     100.0:      81.4       54.6        3.0       33.4        7.6        2.1        0.0        2.2        0.1        0.0        0.1:      3.3       2.1
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:        21         21          .         10         12          4          0          4          .          0          .:
Old  :        41:        21         21          .         10         12          4          0          4          .          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  :                 52.3       43.3       72.2       67.0       50.2       39.9       64.0       57.6
Old  :                 52.3       43.3       72.2       67.0       50.2       39.9       64.0       57.6
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, April 5, 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  :   307,077:   203,308     87,678     34,847    154,476     42,555      9,535      4,917     11,405          0          0          0:    5,427     6,046
Old  :   307,077:   203,308     87,678     34,847    154,476     42,555      9,535      4,917     11,405          0          0          0:    5,427     6,046
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :   -14,071:    -8,062    -10,264       -808     -7,241      2,609    -11,121     -2,794      3,613          0       -646       -215:      -87       867
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.2       28.6       11.3       50.3       13.9        3.1        1.6        3.7        0.0        0.0        0.0:      1.8       2.0
Old  :     100.0:      66.2       28.6       11.3       50.3       13.9        3.1        1.6        3.7        0.0        0.0        0.0:      1.8       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        47:        22         17          5          9         13          .          .          .          0          0          0:
Old  :        47:        22         17          5          9         13          .          .          .          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  :                 44.0       45.0       63.3       71.0       41.9       38.5       56.8       61.5
Old  :                 44.0       45.0       63.3       71.0       41.9       38.5       56.8       61.5
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, April 5, 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  :   720,822:   485,524    257,462     87,306    268,664     97,551        497     45,892     43,387          0      1,632      1,158:    5,399     5,076
Old  :   720,822:   485,524    257,462     87,306    268,664     97,551        497     45,892     43,387          0      1,632      1,158:    5,399     5,076
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :    -9,568:    -8,774       -240      4,780      8,952     -5,643       -373    -12,798     -1,331          0        668       -274:    2,047     1,098
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.4       35.7       12.1       37.3       13.5        0.1        6.4        6.0        0.0        0.2        0.2:      0.7       0.7
Old  :     100.0:      67.4       35.7       12.1       37.3       13.5        0.1        6.4        6.0        0.0        0.2        0.2:      0.7       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        36         28          6         15         20          .          6          7          0          .          .:
Old  :        69:        36         28          6         15         20          .          6          7          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       38.5       53.8       56.0       27.4       28.0       40.7       39.1
Old  :                 39.0       38.5       53.8       56.0       27.4       28.0       40.7       39.1
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, April 5, 2011                   
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   190,918:   133,644    110,801     31,011     62,137      5,094      9,918          0      2,917          0          0          0:    8,334     9,969
Old  :   190,918:   133,644    110,801     31,011     62,137      5,094      9,918          0      2,917          0          0          0:    8,334     9,969
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :       806:    -2,751     -9,918      6,977     10,095       -232     -3,690          0        119          0          0          0:      383       742
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.0       58.0       16.2       32.5        2.7        5.2        0.0        1.5        0.0        0.0        0.0:      4.4       5.2
Old  :     100.0:      70.0       58.0       16.2       32.5        2.7        5.2        0.0        1.5        0.0        0.0        0.0:      4.4       5.2
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  :        37:        23         18          4          4          .          4          0          .          0          0          0:
Old  :        37:        23         18          4          4          .          4          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       65.5       64.0       79.0       48.5       62.2       61.4       72.2
Old  :                 49.9       65.5       64.0       79.0       48.5       62.2       61.4       72.2
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, April 5, 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  :   318,297:   218,455    150,031     37,804     68,475     19,931     13,719     49,682     18,743          0          0          0:    9,645    11,435
Old  :   318,297:   218,455    150,031     37,804     68,475     19,931     13,719     49,682     18,743          0          0          0:    9,645    11,435
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :   -20,848:   -18,194    -17,187      1,371     -1,707     -3,393     -4,055     -2,366      2,034          0          0          0:    1,389     1,771
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.6       47.1       11.9       21.5        6.3        4.3       15.6        5.9        0.0        0.0        0.0:      3.0       3.6
Old  :     100.0:      68.6       47.1       11.9       21.5        6.3        4.3       15.6        5.9        0.0        0.0        0.0:      3.0       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        24         22          6         12         10          4          .          4          0          0          0:
Old  :        51:        24         22          6         12         10          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  :                 32.3       47.6       53.7       61.6       27.5       41.7       45.1       53.0
Old  :                 32.3       47.6       53.7       61.6       27.5       41.7       45.1       53.0
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, April 5, 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  :   183,889:   135,320     66,748      1,743     70,900     21,644      7,877      8,347     10,567          0        301        611:    6,127     4,771
Old  :   183,889:   135,320     66,748      1,743     70,900     21,644      7,877      8,347     10,567          0        301        611:    6,127     4,771
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :   -12,190:   -18,356      8,639     -1,767      4,866     -1,012      5,243    -28,430      3,125          0       -544        307:      270       859
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.6       36.3        0.9       38.6       11.8        4.3        4.5        5.7        0.0        0.2        0.3:      3.3       2.6
Old  :     100.0:      73.6       36.3        0.9       38.6       11.8        4.3        4.5        5.7        0.0        0.2        0.3:      3.3       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        18         16          .         14          8          .          .          5          0          .          .:
Old  :        43:        18         16          .         14          8          .          .          5          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  :                 62.9       32.4       76.7       54.2       58.1       29.5       64.5       46.8
Old  :                 62.9       32.4       76.7       54.2       58.1       29.5       64.5       46.8
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, April 5, 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  :   969,483:    62,753    125,969    224,385     45,498    105,190    145,512    212,916    238,568     13,594    113,068     88,401:   91,080    39,873
Old  :   969,483:    62,753    125,969    224,385     45,498    105,190    145,512    212,916    238,568     13,594    113,068     88,401:   91,080    39,873
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :    34,099:     2,640      8,026     -3,012       -380       -883      6,223     -1,261     21,886     -7,247       -505      6,833:    7,657       382
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.5       13.0       23.1        4.7       10.9       15.0       22.0       24.6        1.4       11.7        9.1:      9.4       4.1
Old  :     100.0:       6.5       13.0       23.1        4.7       10.9       15.0       22.0       24.6        1.4       11.7        9.1:      9.4       4.1
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  :       306:        46         43         20         14         29         61         61         84         42         44         67:
Old  :       306:        46         43         20         14         29         61         61         84         42         44         67:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.2       25.7       29.9       36.7       15.8       18.1       23.9       24.4
Old  :                 18.2       25.7       29.9       36.7       15.8       18.1       23.9       24.4
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, April 5, 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  :    49,173:    22,827     25,048     10,566     16,006      4,781          0          0          0          0          0          0:   10,999     3,338
Old  :    49,173:    22,827     25,048     10,566     16,006      4,781          0          0          0          0          0          0:   10,999     3,338
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :    -3,616:    -7,686     -2,498       -300       -994          0          0          0          0          0          0          0:    4,370      -124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.4       50.9       21.5       32.6        9.7        0.0        0.0        0.0        0.0        0.0        0.0:     22.4       6.8
Old  :     100.0:      46.4       50.9       21.5       32.6        9.7        0.0        0.0        0.0        0.0        0.0        0.0:     22.4       6.8
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  :        21:        11          9          .          5          4          0          0          0          0          0          0:
Old  :        21:        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  :                 45.6       51.9       62.4       74.9       41.7       48.1       54.2       64.5
Old  :                 45.6       51.9       62.4       74.9       41.7       48.1       54.2       64.5
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, April 5, 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  : 1,682,910:   189,619    179,562     72,514     71,651    802,788     25,855     79,647    182,375     47,281      7,609    352,962:    9,518     6,316
Old  : 1,682,910:   189,619    179,562     72,514     71,651    802,788     25,855     79,647    182,375     47,281      7,609    352,962:    9,518     6,316
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :    47,164:     2,588      4,276      7,018      6,793     13,960        627      2,941      9,064      4,722      2,011      8,104:    1,081        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.3       10.7        4.3        4.3       47.7        1.5        4.7       10.8        2.8        0.5       21.0:      0.6       0.4
Old  :     100.0:      11.3       10.7        4.3        4.3       47.7        1.5        4.7       10.8        2.8        0.5       21.0:      0.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       143:        36         35         10         16         24         20         23         34         22         14         33:
Old  :       143:        36         35         10         16         24         20         23         34         22         14         33:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.2       34.5       57.0       54.2        4.6        4.5        7.1        6.7
Old  :                 34.2       34.5       57.0       54.2        4.6        4.5        7.1        6.7
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, April 5, 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  :    29,269:     2,116      3,573      1,551      1,564      5,663      6,727      6,928     10,405      1,731        233        722:      352       181
Old  :    29,269:     2,116      3,573      1,551      1,564      5,663      6,727      6,928     10,405      1,731        233        722:      352       181
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :     1,502:        -7       -162        -46        187        526        258        135        505        191        233         98:      -24       -19
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.2       12.2        5.3        5.3       19.3       23.0       23.7       35.6        5.9        0.8        2.5:      1.2       0.6
Old  :     100.0:       7.2       12.2        5.3        5.3       19.3       23.0       23.7       35.6        5.9        0.8        2.5:      1.2       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:         8          9          .          .          5          7          9         12          4          .          4:
Old  :        40:         8          9          .          .          5          7          9         12          4          .          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       52.3       78.6       70.6       24.7       22.4       31.7       29.7
Old  :                 61.1       52.3       78.6       70.6       24.7       22.4       31.7       29.7
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, April 5, 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  :    91,440:    48,782     41,875     24,962     26,076      8,356        606      8,610      2,222          0          0          0:    6,512     4,301
Old  :    91,440:    48,782     41,875     24,962     26,076      8,356        606      8,610      2,222          0          0          0:    6,512     4,301
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :    -4,324:    -2,219     -3,316     -1,500     -1,387        290        128        380        -56          0          0          0:     -967      -235
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.3       45.8       27.3       28.5        9.1        0.7        9.4        2.4        0.0        0.0        0.0:      7.1       4.7
Old  :     100.0:      53.3       45.8       27.3       28.5        9.1        0.7        9.4        2.4        0.0        0.0        0.0:      7.1       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:         9         11          6          4          6          .          .          .          0          0          0:
Old  :        28:         9         11          6          4          6          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.4       39.2       70.8       62.9       44.4       38.6       59.6       57.2
Old  :                 47.4       39.2       70.8       62.9       44.4       38.6       59.6       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, April 5, 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  :    76,054:    42,184     31,624     13,450     26,939      8,526        938          0      1,306          0          0          0:    9,650     7,659
Old  :    76,054:    42,184     31,624     13,450     26,939      8,526        938          0      1,306          0          0          0:    9,650     7,659
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :    -3,801:    -1,653     -1,918     -1,098     -1,189       -130         72          0       -248          0          0          0:     -744      -316
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       41.6       17.7       35.4       11.2        1.2        0.0        1.7        0.0        0.0        0.0:     12.7      10.1
Old  :     100.0:      55.5       41.6       17.7       35.4       11.2        1.2        0.0        1.7        0.0        0.0        0.0:     12.7      10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         7          8          5          4          7          .          0          .          0          0          0:
Old  :        21:         7          8          5          4          7          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.5       52.9       74.9       72.5       48.4       51.9       60.5       65.0
Old  :                 59.5       52.9       74.9       72.5       48.4       51.9       60.5       65.0
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, April 5, 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  :   138,984:    71,246     57,673     22,195     51,709     19,151     10,224          0      2,677          0          0          0:   13,491     7,774
Old  :   138,984:    71,246     57,673     22,195     51,709     19,151     10,224          0      2,677          0          0          0:   13,491     7,774
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :    -6,235:    -2,971     -2,128     -1,698     -2,966       -508     -1,067          0       -241          0          0          0:      250      -393
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.3       41.5       16.0       37.2       13.8        7.4        0.0        1.9        0.0        0.0        0.0:      9.7       5.6
Old  :     100.0:      51.3       41.5       16.0       37.2       13.8        7.4        0.0        1.9        0.0        0.0        0.0:      9.7       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        33:        15         13          5          7          6          .          0          .          0          0          0:
Old  :        33:        15         13          5          7          6          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.7       39.0       56.1       61.6       29.1       33.6       43.0       49.3
Old  :                 32.7       39.0       56.1       61.6       29.1       33.6       43.0       49.3
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, April 5, 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  : 2,599,652:   713,965    383,685    104,048    932,253    404,858    430,976     39,414    504,060    183,626     78,373    231,453:   26,666    25,556
Old  : 2,599,652:   713,965    383,685    104,048    932,253    404,858    430,976     39,414    504,060    183,626     78,373    231,453:   26,666    25,556
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :   -33,415:   -28,523    -12,640    -20,279     33,656     -4,875     96,625    -19,645    -47,148    -15,575     23,047     -8,951:   -4,689     3,141
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.5       14.8        4.0       35.9       15.6       16.6        1.5       19.4        7.1        3.0        8.9:      1.0       1.0
Old  :     100.0:      27.5       14.8        4.0       35.9       15.6       16.6        1.5       19.4        7.1        3.0        8.9:      1.0       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  :       170:        72         57         10         20         27         25         11         30         19          9         23:
Old  :       170:        72         57         10         20         27         25         11         30         19          9         23:
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  :                 28.1       30.2       38.2       46.6       16.6       24.0       24.4       32.4
Old  :                 28.1       30.2       38.2       46.6       16.6       24.0       24.4       32.4
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, April 5, 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  :   991,711:   156,786    152,828    180,588    280,687    302,915     92,182     44,051     76,400     79,857     31,521     99,334:    3,649     3,975
Old  :   991,711:   156,786    152,828    180,588    280,687    302,915     92,182     44,051     76,400     79,857     31,521     99,334:    3,649     3,975
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :    29,996:     6,703        667     11,670     16,348      2,409      3,450      1,043        257     -2,957      1,021      8,583:     -119      -332
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.8       15.4       18.2       28.3       30.5        9.3        4.4        7.7        8.1        3.2       10.0:      0.4       0.4
Old  :     100.0:      15.8       15.4       18.2       28.3       30.5        9.3        4.4        7.7        8.1        3.2       10.0:      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  :        94:        22         16         11         11         17         13         10         17         15         12         23:
Old  :        94:        22         16         11         11         17         13         10         17         15         12         23:
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  :                 25.8       37.2       44.5       59.7       12.8       24.4       22.9       34.7
Old  :                 25.8       37.2       44.5       59.7       12.8       24.4       22.9       34.7
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, April 5, 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  :    22,507:    21,184     12,881        180      8,409        628         74         70         24        210          0          0:      207       495
Old  :    22,507:    21,184     12,881        180      8,409        628         74         70         24        210          0          0:      207       495
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :      -747:      -464       -171        -30       -345       -137        -35        -70          5        -95          0          0:        9       -29
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.1       57.2        0.8       37.4        2.8        0.3        0.3        0.1        0.9        0.0        0.0:      0.9       2.2
Old  :     100.0:      94.1       57.2        0.8       37.4        2.8        0.3        0.3        0.1        0.9        0.0        0.0:      0.9       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  :        41:        27         25          .          7          6          .          .          .          .          0          0:
Old  :        41:        27         25          .          7          6          .          .          .          .          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  :                 46.2       43.4       69.2       67.2       37.5       34.2       49.5       48.1
Old  :                 46.2       43.4       69.2       67.2       37.5       34.2       49.5       48.1
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, April 5, 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  :    15,762:    13,772      7,029        125      7,794        420        637          0         70        465          0          0:      273       449
Old  :    15,762:    13,772      7,029        125      7,794        420        637          0         70        465          0          0:      273       449
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :    -1,212:    -1,281     -1,119        125        -56          3        171          0        -30       -185          0          0:      -15       -10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.4       44.6        0.8       49.4        2.7        4.0        0.0        0.4        3.0        0.0        0.0:      1.7       2.8
Old  :     100.0:      87.4       44.6        0.8       49.4        2.7        4.0        0.0        0.4        3.0        0.0        0.0:      1.7       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        15         13          .          5          .          .          0          .          .          0          0:
Old  :        27:        15         13          .          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  :                 58.5       63.9       79.5       87.1       44.4       55.1       59.9       71.4
Old  :                 58.5       63.9       79.5       87.1       44.4       55.1       59.9       71.4
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, April 5, 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  :     7,673:     5,681      3,971        875      2,449        469          0         60         90          0          0          0:      558       634
Old  :     7,673:     5,681      3,971        875      2,449        469          0         60         90          0          0          0:      558       634
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :      -200:        73       -224        163        325       -344        -25         60        -30          0          0          0:      -37        13
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       51.8       11.4       31.9        6.1        0.0        0.8        1.2        0.0        0.0        0.0:      7.3       8.3
Old  :     100.0:      74.0       51.8       11.4       31.9        6.1        0.0        0.8        1.2        0.0        0.0        0.0:      7.3       8.3
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  :        23:        12         10          .          5          4          0          .          .          0          0          0:
Old  :        23:        12         10          .          5          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.9       55.0       80.2       75.2       66.1       52.8       73.8       65.8
Old  :                 67.9       55.0       80.2       75.2       66.1       52.8       73.8       65.8
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, April 5, 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  :    10,876:     9,141      6,174        610      3,824        525          0          0          0          0          0          0:      600       353
Old  :    10,876:     9,141      6,174        610      3,824        525          0          0          0          0          0          0:      600       353
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 29, 2011                                                                   :
     :      -651:      -518       -574         15        130       -108          0          0          0          0          0          0:      -40       -99
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.0       56.8        5.6       35.2        4.8        0.0        0.0        0.0        0.0        0.0        0.0:      5.5       3.2
Old  :     100.0:      84.0       56.8        5.6       35.2        4.8        0.0        0.0        0.0        0.0        0.0        0.0:      5.5       3.2
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  :        26:        14         12          .          4          .          0          0          0          0          0          0:
Old  :        26:        14         12          .          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  :                 59.4       59.6       76.9       80.2       58.4       59.6       75.8       75.7
Old  :                 59.4       59.6       76.9       80.2       58.4       59.6       75.8       75.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 8, 2011