```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,540,077                :
: Positions                                                                                                    :
:1,620,650   873,435   173,590 1,084,809   640,535   273,872    87,033 1,410,757    33,917    62,445   354,972 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:      628    10,601    -4,810   -37,334    23,959   -24,415    26,159    27,668     1,228   -31,096     1,472 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.7      19.2       3.8      23.9      14.1       6.0       1.9      31.1       0.7       1.4       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   215                     :
:       94        90        11        24        30        23        12        36        18        20        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   367,814                :
: Positions                                                                                                    :
:  214,273   239,381    35,948    21,035    59,493     7,050    16,708    27,827     1,519         0       756 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -2,054   -15,791    -7,097      -439    -3,722   -14,582       -45     9,587     1,433         0      -444 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      65.1       9.8       5.7      16.2       1.9       4.5       7.6       0.4       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       27        22         4         8         9         4         6         9         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   185,955                :
: Positions                                                                                                    :
:  155,105    95,645     5,950    62,044    11,625     1,321     3,811     6,854         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:  -13,459   -10,082     1,158    -2,652    -2,218      -643       571       728         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      51.4       3.2      33.4       6.3       0.7       2.0       3.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        20         .         9         9         .         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   310,047                :
: Positions                                                                                                    :
:  199,421    92,339    30,956   155,605    41,278    25,996    10,124     4,408         0        63       460 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:  -12,606   -19,930    -5,223    -4,513    -1,621    -4,146     1,570    -2,201         0       -64      -122 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.3      29.8      10.0      50.2      13.3       8.4       3.3       1.4       0.0       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       19        19         5         9        13         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   702,460                :
: Positions                                                                                                    :
:  473,446   256,740    84,135   266,243    86,990     4,654    33,229    47,461       563     5,772     1,199 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:  -26,894   -23,808    -2,285   -13,862     2,260    -2,677    -3,672    -3,909       563     4,935      -387 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.4      36.5      12.0      37.9      12.4       0.7       4.7       6.8       0.1       0.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       35        26         7        13        19         4         5         9         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   179,542                :
: Positions                                                                                                    :
:  124,415   114,553    22,447    47,244     5,085    16,627         0       730         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:  -12,802   -12,393       993    -1,611      -219    -3,338    -2,235    -1,346         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.3      63.8      12.5      26.3       2.8       9.3       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       20        16         5         .         4         4         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   321,671                :
: Positions                                                                                                    :
:  226,581   152,983    36,176    68,316    22,454    18,140    59,787     6,282         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:  -11,283   -17,213     5,465    -6,200    -4,270       763    13,369    -8,130         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      47.6      11.2      21.2       7.0       5.6      18.6       2.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       24        20         6        11        10         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   180,940                :
: Positions                                                                                                    :
:  134,013    57,572     6,769    60,238    22,854     2,382    27,389     7,136        29         0       308 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -2,815     6,819    -4,383      -254       -96      -991   -13,633       703        29         0       308 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      31.8       3.7      33.3      12.6       1.3      15.1       3.9       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       19        14         .        11         6         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,023,666                :
: Positions                                                                                                    :
:   69,639    99,191   243,168    26,975   133,726   135,803   294,430   233,801    28,281    86,904    92,626 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -1,651     3,503       674      -285     9,965      -947   -17,426   -15,589    -7,507     3,484    -9,555 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.8       9.7      23.8       2.6      13.1      13.3      28.8      22.8       2.8       8.5       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   302                     :
:       39        41        19        13        28        56        80        76        35        44        58 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    52,275                :
: Positions                                                                                                    :
:   25,959    26,780    10,866    17,140     4,641         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -2,139    -1,078      -248    -1,364       -62         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.7      51.2      20.8      32.8       8.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11         9         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    43,960                :
: Positions                                                                                                    :
:   22,149    29,765    10,786       642       590     2,938     2,522     2,174         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -5,114    -3,392      -163      -497         0       358        37      -401         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.4      67.7      24.5       1.5       1.3       6.7       5.7       4.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8        10         4         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,742,197                :
: Positions                                                                                                    :
:  204,099   190,610    71,649    68,740   809,819    22,997    76,190   204,857    48,150    12,051   372,444 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:    6,104     8,450      -980      -239    29,659     3,033     2,199    11,315       961      -483    16,424 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.7      10.9       4.1       3.9      46.5       1.3       4.4      11.8       2.8       0.7      21.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   149                     :
:       38        36        13        13        24        19        25        34        28        11        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    20,505                :
: Positions                                                                                                    :
:    2,237     2,903       964     1,979     3,288     6,553     6,687     4,888     1,383         0       515 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:       56        18      -218        -9        -1      -351      -441       388       -17         0        48 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.9      14.2       4.7       9.7      16.0      32.0      32.6      23.8       6.7       0.0       2.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        8         8         .         .         5         6         9        11         4         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    95,124                :
: Positions                                                                                                    :
:   50,757    44,455    26,462    27,463     8,066         0     8,328     2,396         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:     -229    -1,234         0         0         0      -290      -410       290         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      46.7      27.8      28.9       8.5       0.0       8.8       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        9        11         5         5         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   144,051                :
: Positions                                                                                                    :
:   73,096    59,424    23,893    54,675    19,659    10,840         0     2,596         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:      901      -212         0         0         0      -988         0       442         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.7      41.3      16.6      38.0      13.6       7.5       0.0       1.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       15        13         5         7         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,548,265                :
: Positions                                                                                                    :
:  722,586   363,755   108,892   880,090   404,585   371,557    26,429   529,976   141,919    76,091   244,447 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   10,179     3,360    -2,545    -4,089    -7,766     4,521    -4,344   -19,367    -7,899     9,599    -3,257 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.4      14.3       4.3      34.5      15.9      14.6       1.0      20.8       5.6       3.0       9.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   168                     :
:       70        54        10        19        26        21        13        35        17        12        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,001,854                :
: Positions                                                                                                    :
:  157,814   156,190   178,630   280,724   281,718    97,637    53,800    87,968    83,191    26,669   110,747 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:    5,376      -874    -5,378    -3,715    16,155    -7,864       720    14,458    13,535     9,286    -1,184 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.8      15.6      17.8      28.0      28.1       9.7       5.4       8.8       8.3       2.7      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       20        15        10        12        18        14        10        18        17        11        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    22,267                :
: Positions                                                                                                    :
:   20,575    13,152       195     7,979       710       129       140        31       295         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:   -1,390    -1,257      -105      -361      -238      -107         0        16      -125         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      59.1       0.9      35.8       3.2       0.6       0.6       0.1       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       30        25         .         6         7         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    16,379                :
: Positions                                                                                                    :
:   14,698     7,863        25     7,590       397       366        80        10       585         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:      435       240         0        15         0      -130        80       -25        45         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.7      48.0       0.2      46.3       2.4       2.2       0.5       0.1       3.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       15        14         .         5         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     7,534                :
: Positions                                                                                                    :
:    5,530     3,868       443     2,078       782         0         5       145         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:       23       479       276       -34        81         0         5        60         0       -17       -20 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      51.3       5.9      27.6      10.4       0.0       0.1       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        12         .         6         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 8, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    10,739                :
: Positions                                                                                                    :
:    8,971     6,591       595     3,094       453         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     March 1, 2011                                                                              :
:     -170       200        60      -175       195         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.5      61.4       5.5      28.8       4.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       12        12         .         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated March 11, 2011