```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 5,125,118: 1,865,781  1,388,819    307,659  1,195,348    669,149    654,520    143,695  1,019,497     35,752    136,673    560,150:   12,610    11,787
Old  : 5,125,118: 1,865,781  1,388,819    307,659  1,195,348    669,149    654,520    143,695  1,019,497     35,752    136,673    560,150:   12,610    11,787
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :  -167,556:  -121,037     -1,900    -15,166     25,747    -17,148     10,361    -25,807    -38,320     18,917   -103,039     -2,802:   -2,361    -4,287
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.4       27.1        6.0       23.3       13.1       12.8        2.8       19.9        0.7        2.7       10.9:      0.2       0.2
Old  :     100.0:      36.4       27.1        6.0       23.3       13.1       12.8        2.8       19.9        0.7        2.7       10.9:      0.2       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       225:       108        107         11         22         28         19         13         29         15         22         31:
Old  :       225:       108        107         11         22         28         19         13         29         15         22         31:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       21.0       41.8       35.3       18.3       16.3       25.3       23.2
Old  :                 24.1       21.0       41.8       35.3       18.3       16.3       25.3       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   335,149:   212,679    224,254     50,789     40,459     35,343      5,011     18,699      5,055      6,413      2,420      4,229:   15,630     4,690
Old  :   335,149:   212,679    224,254     50,789     40,459     35,343      5,011     18,699      5,055      6,413      2,420      4,229:   15,630     4,690
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :     5,033:    10,037      7,630      1,258      3,806     -2,334        -61     -4,308       -139     -6,013      1,190        546:    1,739    -1,358
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.5       66.9       15.2       12.1       10.5        1.5        5.6        1.5        1.9        0.7        1.3:      4.7       1.4
Old  :     100.0:      63.5       66.9       15.2       12.1       10.5        1.5        5.6        1.5        1.9        0.7        1.3:      4.7       1.4
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  :        56:        32         33          6          4          9          .          .          4          .          .          .:
Old  :        56:        32         33          6          4          9          .          .          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  :                 40.4       47.3       54.6       64.5       34.3       37.1       43.5       48.4
Old  :                 40.4       47.3       54.6       64.5       34.3       37.1       43.5       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   182,597:   121,290    106,744     26,357     36,301     26,750          0      5,425          0      1,581      1,574      3,402:    3,217     2,401
Old  :   182,597:   121,290    106,744     26,357     36,301     26,750          0      5,425          0      1,581      1,574      3,402:    3,217     2,401
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :     1,106:       218        821      1,897        648       -552          0          0          0       -132      1,005     -1,092:      767       276
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.4       58.5       14.4       19.9       14.6        0.0        3.0        0.0        0.9        0.9        1.9:      1.8       1.3
Old  :     100.0:      66.4       58.5       14.4       19.9       14.6        0.0        3.0        0.0        0.9        0.9        1.9:      1.8       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        24         26          .          9         11          0          .          0          .          .          .:
Old  :        43:        24         26          .          9         11          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       37.6       73.7       54.5       50.5       31.9       58.3       43.6
Old  :                 58.5       37.6       73.7       54.5       50.5       31.9       58.3       43.6
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   284,943:   195,926    118,083     50,042    107,794     27,715      4,680     11,733        465        422      6,086      1,542:    4,151    11,525
Old  :   284,943:   195,926    118,083     50,042    107,794     27,715      4,680     11,733        465        422      6,086      1,542:    4,151    11,525
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :       653:    -2,816       -118       -780     -3,307      4,248          0        462       -216        254       -317       -218:      181       119
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.8       41.4       17.6       37.8        9.7        1.6        4.1        0.2        0.1        2.1        0.5:      1.5       4.0
Old  :     100.0:      68.8       41.4       17.6       37.8        9.7        1.6        4.1        0.2        0.1        2.1        0.5:      1.5       4.0
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  :        52:        24         25          4          8          9          .          .          .          .          .          .:
Old  :        52:        24         25          4          8          9          .          .          .          .          .          .:
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  :                 48.2       49.6       65.7       71.1       46.0       42.1       62.8       57.8
Old  :                 48.2       49.6       65.7       71.1       46.0       42.1       62.8       57.8
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   742,259:   584,020    257,989      9,752    294,467    132,931          0     42,088      9,382        736        797      1,869:    3,569     2,736
Old  :   742,259:   584,020    257,989      9,752    294,467    132,931          0     42,088      9,382        736        797      1,869:    3,569     2,736
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :    19,848:    15,861     14,772     -1,115     -3,798     10,481          0      5,390     -2,622        736       -676     -1,002:   -2,491    -2,697
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       34.8        1.3       39.7       17.9        0.0        5.7        1.3        0.1        0.1        0.3:      0.5       0.4
Old  :     100.0:      78.7       34.8        1.3       39.7       17.9        0.0        5.7        1.3        0.1        0.1        0.3:      0.5       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        70:        36         32          5         15         19          0          6          .          .          .          .:
Old  :        70:        36         32          5         15         19          0          6          .          .          .          .:
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  :                 39.4       38.3       58.1       54.6       33.2       28.9       49.2       41.1
Old  :                 39.4       38.3       58.1       54.6       33.2       28.9       49.2       41.1
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   239,987:   162,911    209,248     34,918     10,421     14,455     15,351          0        859      2,903          0        370:    8,220     4,634
Old  :   239,987:   162,911    209,248     34,918     10,421     14,455     15,351          0        859      2,903          0        370:    8,220     4,634
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :       450:      -194        -89         94        674         92       -178          0        -62       -566          0        241:    1,023      -406
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.9       87.2       14.5        4.3        6.0        6.4        0.0        0.4        1.2        0.0        0.2:      3.4       1.9
Old  :     100.0:      67.9       87.2       14.5        4.3        6.0        6.4        0.0        0.4        1.2        0.0        0.2:      3.4       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        26         22          .          .          .          .          0          .          .          0          .:
Old  :        40:        26         22          .          .          .          .          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  :                 46.4       58.3       67.7       78.8       39.6       58.1       55.3       70.3
Old  :                 46.4       58.3       67.7       78.8       39.6       58.1       55.3       70.3
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   390,265:   295,842    263,617     28,751     54,438     15,434      1,840      8,258     37,232      2,215        279        920:    8,031    10,087
Old  :   390,265:   295,842    263,617     28,751     54,438     15,434      1,840      8,258     37,232      2,215        279        920:    8,031    10,087
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :     2,414:       849      2,969      2,449      2,866       -211         10     -2,628       -952         54        279        225:      -10      -134
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.8       67.5        7.4       13.9        4.0        0.5        2.1        9.5        0.6        0.1        0.2:      2.1       2.6
Old  :     100.0:      75.8       67.5        7.4       13.9        4.0        0.5        2.1        9.5        0.6        0.1        0.2:      2.1       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  :        60:        32         28          5          9          9          .          6          4          .          .          .:
Old  :        60:        32         28          5          9          9          .          6          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  :                 36.8       57.3       54.5       68.6       32.5       51.3       47.3       59.7
Old  :                 36.8       57.3       54.5       68.6       32.5       51.3       47.3       59.7
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   220,702:   167,037    101,231      6,080     63,939     20,154     17,826     18,858      2,391          0      3,064      4,261:    2,953     6,804
Old  :   220,702:   167,037    101,231      6,080     63,939     20,154     17,826     18,858      2,391          0      3,064      4,261:    2,953     6,804
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :     1,834:    -1,460      3,033          0     -3,020      1,331      1,323        898        200          0     -1,083        440:        0        35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       45.9        2.8       29.0        9.1        8.1        8.5        1.1        0.0        1.4        1.9:      1.3       3.1
Old  :     100.0:      75.7       45.9        2.8       29.0        9.1        8.1        8.5        1.1        0.0        1.4        1.9:      1.3       3.1
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  :        47:        22         21          5          7          8          4          .          .          0          .          .:
Old  :        47:        22         21          5          7          8          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  :                 59.1       43.6       72.2       59.5       58.9       39.8       66.3       53.7
Old  :                 59.1       43.6       72.2       59.5       58.9       39.8       66.3       53.7
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,257,703:   130,443    129,507    215,615    113,473    131,160    203,266    306,643    307,687     54,903     73,327    148,116:   66,513    47,790
Old  : 1,257,703:   130,443    129,507    215,615    113,473    131,160    203,266    306,643    307,687     54,903     73,327    148,116:   66,513    47,790
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :   -27,038:    15,298     14,408      5,782     -1,433    -13,920        930     -4,566    -16,064    -18,289     -4,300      2,284:   -3,059    -3,447
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.4       10.3       17.1        9.0       10.4       16.2       24.4       24.5        4.4        5.8       11.8:      5.3       3.8
Old  :     100.0:      10.4       10.3       17.1        9.0       10.4       16.2       24.4       24.5        4.4        5.8       11.8:      5.3       3.8
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  :       341:        44         39         21         16         28         56         93         82         50         45         59:
Old  :       341:        44         39         21         16         28         56         93         82         50         45         59:
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  :                 18.1       23.9       30.8       36.2       10.9       17.4       18.6       21.7
Old  :                 18.1       23.9       30.8       36.2       10.9       17.4       18.6       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-02365O
Disaggregated Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    52,716:    38,509     11,927      6,032     19,641      1,796        623     11,650         36          0        637        552:    5,168     6,477
Old  :    52,716:    38,509     11,927      6,032     19,641      1,796        623     11,650         36          0        637        552:    5,168     6,477
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :         0:         0          0          0       -248          0          0          0          0          0          0          0:        0       248
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.0       22.6       11.4       37.3        3.4        1.2       22.1        0.1        0.0        1.2        1.0:      9.8      12.3
Old  :     100.0:      73.0       22.6       11.4       37.3        3.4        1.2       22.1        0.1        0.0        1.2        1.0:      9.8      12.3
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  :        21:         7          6          .          5          .          .          .          .          0          .          .:
Old  :        21:         7          6          .          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  :                 74.8       47.6       87.4       72.3       74.1       46.3       84.9       71.0
Old  :                 74.8       47.6       87.4       72.3       74.1       46.3       84.9       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    76,791:     3,480      1,442     32,073     18,882      5,708      5,801      4,706        575      6,450     24,192     20,129:    2,575     1,157
Old  :    76,791:     3,480      1,442     32,073     18,882      5,708      5,801      4,706        575      6,450     24,192     20,129:    2,575     1,157
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :   -26,658:       354     -1,227     17,174     12,428    -31,016        125     -2,501       -225     -4,415      4,778     -9,439:      784       544
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       4.5        1.9       41.8       24.6        7.4        7.6        6.1        0.7        8.4       31.5       26.2:      3.4       1.5
Old  :     100.0:       4.5        1.9       41.8       24.6        7.4        7.6        6.1        0.7        8.4       31.5       26.2:      3.4       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:         5          4          5          .          5          .          .          .          6          4         10:
Old  :        25:         5          4          5          .          5          .          .          .          6          4         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.2       75.9       77.0       88.1       52.0       56.0       57.9       62.2
Old  :                 60.2       75.9       77.0       88.1       52.0       56.0       57.9       62.2
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    70,268:    39,014     28,989     13,654     20,001      7,969          0      1,357        877          0        943      1,273:    7,481     8,859
Old  :    70,268:    39,014     28,989     13,654     20,001      7,969          0      1,357        877          0        943      1,273:    7,481     8,859
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :    -3,441:    -3,371     -2,358        151     -1,209       -497          0        275        -85          0        516        555:     -194      -638
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.5       41.3       19.4       28.5       11.3        0.0        1.9        1.2        0.0        1.3        1.8:     10.6      12.6
Old  :     100.0:      55.5       41.3       19.4       28.5       11.3        0.0        1.9        1.2        0.0        1.3        1.8:     10.6      12.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11          8          4          4          .          0          .          .          0          .          .:
Old  :        22:        11          8          4          4          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.0       39.9       69.0       63.5       35.2       34.5       52.9       51.8
Old  :                 45.0       39.9       69.0       63.5       35.2       34.5       52.9       51.8
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 2,697,093:   582,867    471,520    336,219    702,220    489,570    344,469    167,999    554,257    151,740     82,835    204,286:   33,685    24,406
Old  : 2,697,093:   582,867    471,520    336,219    702,220    489,570    344,469    167,999    554,257    151,740     82,835    204,286:   33,685    24,406
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :  -151,143:   -28,604    -33,952    -41,142    -44,918    -23,402      9,422    -10,050    -18,799    -19,727     10,630    -30,789:    1,898       137
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.6       17.5       12.5       26.0       18.2       12.8        6.2       20.6        5.6        3.1        7.6:      1.2       0.9
Old  :     100.0:      21.6       17.5       12.5       26.0       18.2       12.8        6.2       20.6        5.6        3.1        7.6:      1.2       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       145:        65         58          8         17         23         14         13         23         12         10         17:
Old  :       145:        65         58          8         17         23         14         13         23         12         10         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.5       25.4       44.7       41.8       19.4       14.9       26.5       24.5
Old  :                 30.5       25.4       44.7       41.8       19.4       14.9       26.5       24.5
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,333,614:   120,632    211,251    284,905    249,224    355,088    157,367    171,762    169,461     88,837     21,726    151,322:    6,002     3,780
Old  : 1,333,614:   120,632    211,251    284,905    249,224    355,088    157,367    171,762    169,461     88,837     21,726    151,322:    6,002     3,780
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :  -168,366:   -13,994    -15,297    -42,603     25,074    -20,686      1,217    -81,718    -40,461    -43,961    -27,322     -9,615:    1,737     1,659
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.0       15.8       21.4       18.7       26.6       11.8       12.9       12.7        6.7        1.6       11.3:      0.5       0.3
Old  :     100.0:       9.0       15.8       21.4       18.7       26.6       11.8       12.9       12.7        6.7        1.6       11.3:      0.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        87:        17         17         14          9         18         16         11         20          8         10         15:
Old  :        87:        17         17         14          9         18         16         11         20          8         10         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       42.4       59.7       59.5       20.9       27.9       29.3       39.3
Old  :                 38.7       42.4       59.7       59.5       20.9       27.9       29.3       39.3
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    24,730:    21,141     17,184        265      5,970        746      1,860          0          0        461         45          0:      257       785
Old  :    24,730:    21,141     17,184        265      5,970        746      1,860          0          0        461         45          0:      257       785
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :     1,817:     1,462      2,706         65       -926         12        180          0          0         98         45          0:        0       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.5       69.5        1.1       24.1        3.0        7.5        0.0        0.0        1.9        0.2        0.0:      1.0       3.2
Old  :     100.0:      85.5       69.5        1.1       24.1        3.0        7.5        0.0        0.0        1.9        0.2        0.0:      1.0       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  :        41:        23         23          .          8          7          .          0          0          .          .          0:
Old  :        41:        23         23          .          8          7          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       42.5       66.8       65.2       50.2       39.2       63.4       57.0
Old  :                 50.5       42.5       66.8       65.2       50.2       39.2       63.4       57.0
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     8,222:     5,961      3,016        316      4,593        263      1,160          0          0         40          0          0:      482       350
Old  :     8,222:     5,961      3,016        316      4,593        263      1,160          0          0         40          0          0:      482       350
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :      -693:      -702       -209        -27       -374         71          0          0          0          0          0          0:      -35      -181
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       36.7        3.8       55.9        3.2       14.1        0.0        0.0        0.5        0.0        0.0:      5.9       4.3
Old  :     100.0:      72.5       36.7        3.8       55.9        3.2       14.1        0.0        0.0        0.5        0.0        0.0:      5.9       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12          8          .          4          .          .          0          0          .          0          0:
Old  :        23:        12          8          .          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  :                 59.0       66.4       77.0       86.5       59.0       66.1       72.6       82.6
Old  :                 59.0       66.4       77.0       86.5       59.0       66.1       72.6       82.6
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     6,933:     4,454      2,778      1,165      1,259        712          0      1,500          0        130        130         15:      457       539
Old  :     6,933:     4,454      2,778      1,165      1,259        712          0      1,500          0        130        130         15:      457       539
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :      -363:      -186       -730       -384         22        139          0        120          0          0         20         15:       53        51
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.2       40.1       16.8       18.2       10.3        0.0       21.6        0.0        1.9        1.9        0.2:      6.6       7.8
Old  :     100.0:      64.2       40.1       16.8       18.2       10.3        0.0       21.6        0.0        1.9        1.9        0.2:      6.6       7.8
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  :        20:         9          7          .          4          5          0          .          0          .          .          .:
Old  :        20:         9          7          .          4          5          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       57.2       81.3       77.0       56.8       50.5       67.6       63.3
Old  :                 59.4       57.2       81.3       77.0       56.8       50.5       67.6       63.3
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 - Futures Only, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :     9,405:     4,365      4,100      3,096      4,453        255          0          0          0        940          0          0:      749       597
Old  :     9,405:     4,365      4,100      3,096      4,453        255          0          0          0        940          0          0:      749       597
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 24, 2012                                                                   :
     :      -410:       -24        107       -328       -436        -18          0          0          0        125          0         -5:     -160       -58
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      46.4       43.6       32.9       47.3        2.7        0.0        0.0        0.0       10.0        0.0        0.0:      8.0       6.3
Old  :     100.0:      46.4       43.6       32.9       47.3        2.7        0.0        0.0        0.0       10.0        0.0        0.0:      8.0       6.3
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  :        29:        16         12          .          6          4          0          0          0          .          0          0:
Old  :        29:        16         12          .          6          4          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  :                 50.2       51.6       71.5       75.3       50.2       49.0       65.8       67.3
Old  :                 50.2       51.6       71.5       75.3       50.2       49.0       65.8       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 4, 2012