```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, May 22, 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  : 5,216,584: 1,981,589  1,462,689    333,633  1,371,045    585,071    760,083    159,225    925,534     64,624    147,060    545,166:   20,884    20,794
Old  : 5,216,584: 1,981,589  1,462,689    333,633  1,371,045    585,071    760,083    159,225    925,534     64,624    147,060    545,166:   20,884    20,794
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :    84,990:    80,605     33,260     11,082     79,147    -59,323     60,702     43,183    -56,138     -3,500     -4,480     49,381:    2,181       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.0       28.0        6.4       26.3       11.2       14.6        3.1       17.7        1.2        2.8       10.5:      0.4       0.4
Old  :     100.0:      38.0       28.0        6.4       26.3       11.2       14.6        3.1       17.7        1.2        2.8       10.5:      0.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       229:       110        107         11         22         28         23         13         31         22         16         32:
Old  :       229:       110        107         11         22         28         23         13         31         22         16         32:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       20.3       41.1       34.3       18.5       17.1       26.5       25.3
Old  :                 23.8       20.3       41.1       34.3       18.5       17.1       26.5       25.3
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 22, 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  :   323,391:   222,309    223,861     42,542     48,687     31,169      1,835      7,141      4,899      1,116        838      2,030:   17,491     4,766
Old  :   323,391:   222,309    223,861     42,542     48,687     31,169      1,835      7,141      4,899      1,116        838      2,030:   17,491     4,766
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :    -1,781:     5,898      4,929     -3,156      2,758        823       -155     -7,012     -1,536     -2,610       -331     -1,596:      551       184
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.7       69.2       13.2       15.1        9.6        0.6        2.2        1.5        0.3        0.3        0.6:      5.4       1.5
Old  :     100.0:      68.7       69.2       13.2       15.1        9.6        0.6        2.2        1.5        0.3        0.3        0.6:      5.4       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  :        54:        30         30          6          4          9          .          4          4          .          .          .:
Old  :        54:        30         30          6          4          9          .          4          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       53.2       63.7       67.5       43.5       46.9       54.2       54.6
Old  :                 47.9       53.2       63.7       67.5       43.5       46.9       54.2       54.6
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 22, 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  :   178,211:   117,243     91,924     29,333     46,610     23,013        629      9,899      3,715        414        177        802:    3,062     2,071
Old  :   178,211:   117,243     91,924     29,333     46,610     23,013        629      9,899      3,715        414        177        802:    3,062     2,071
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :     1,600:      -876       -211      1,477       -251        105        629      1,882      3,715     -1,218     -1,086     -2,916:      684       362
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.8       51.6       16.5       26.2       12.9        0.4        5.6        2.1        0.2        0.1        0.5:      1.7       1.2
Old  :     100.0:      65.8       51.6       16.5       26.2       12.9        0.4        5.6        2.1        0.2        0.1        0.5:      1.7       1.2
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          .         10         11          .          .          .          .          .          .:
Old  :        41:        23         23          .         10         11          .          .          .          .          .          .:
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  :                 60.7       35.8       76.6       56.4       55.3       33.7       62.7       49.9
Old  :                 60.7       35.8       76.6       56.4       55.3       33.7       62.7       49.9
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 22, 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  :   272,636:   190,327    113,393     41,425     94,986     30,182      2,518     16,352      1,628        239          0        465:    5,852    15,630
Old  :   272,636:   190,327    113,393     41,425     94,986     30,182      2,518     16,352      1,628        239          0        465:    5,852    15,630
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :     1,341:      -320      1,621       -518       -756      1,285     -1,162      5,029      1,317         31     -6,397       -718:    1,426       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.8       41.6       15.2       34.8       11.1        0.9        6.0        0.6        0.1        0.0        0.2:      2.1       5.7
Old  :     100.0:      69.8       41.6       15.2       34.8       11.1        0.9        6.0        0.6        0.1        0.0        0.2:      2.1       5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        23         22          4          8         10          .          .          4          .          0          .:
Old  :        46:        23         22          4          8         10          .          .          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  :                 49.2       50.1       68.1       69.8       46.9       40.6       63.4       56.7
Old  :                 49.2       50.1       68.1       69.8       46.9       40.6       63.4       56.7
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 22, 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  :   788,720:   623,873    293,924      7,626    310,301    130,485          0     27,875     21,252        835        715      1,096:    3,553     3,072
Old  :   788,720:   623,873    293,924      7,626    310,301    130,485          0     27,875     21,252        835        715      1,096:    3,553     3,072
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :    23,771:    17,736     18,288     -1,780      2,936      5,450          0     -5,299      3,654     -1,189        155       -871:      771      -542
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.1       37.3        1.0       39.3       16.5        0.0        3.5        2.7        0.1        0.1        0.1:      0.5       0.4
Old  :     100.0:      79.1       37.3        1.0       39.3       16.5        0.0        3.5        2.7        0.1        0.1        0.1:      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  :        68:        38         29          4         15         19          0          7          5          .          .          .:
Old  :        68:        38         29          4         15         19          0          7          5          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       36.2       56.2       53.5       30.0       29.1       44.5       38.8
Old  :                 37.5       36.2       56.2       53.5       30.0       29.1       44.5       38.8
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 22, 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  :   232,058:   153,871    198,890     36,602     10,444     17,171     17,326          0      1,323          0          0          0:    5,765     4,230
Old  :   232,058:   153,871    198,890     36,602     10,444     17,171     17,326          0      1,323          0          0          0:    5,765     4,230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :     3,923:     2,407      3,291      1,464        924        399      4,943          0        997     -2,747          0     -1,012:   -2,528      -676
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.3       85.7       15.8        4.5        7.4        7.5        0.0        0.6        0.0        0.0        0.0:      2.5       1.8
Old  :     100.0:      66.3       85.7       15.8        4.5        7.4        7.5        0.0        0.6        0.0        0.0        0.0:      2.5       1.8
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  :        40:        25         25          .          .          .          .          0          .          0          0          0:
Old  :        40:        25         25          .          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       57.9       68.8       77.7       40.2       57.8       56.8       69.8
Old  :                 47.9       57.9       68.8       77.7       40.2       57.8       56.8       69.8
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 22, 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  :   361,815:   272,155    225,717     26,279     62,920     10,941      1,718     10,003     43,419          0          0          0:    7,303     8,815
Old  :   361,815:   272,155    225,717     26,279     62,920     10,941      1,718     10,003     43,419          0          0          0:    7,303     8,815
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :      -994:      -978     -3,682     -1,469      5,043       -608        728     -5,708      4,078     -2,315          0       -357:      -73       240
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.2       62.4        7.3       17.4        3.0        0.5        2.8       12.0        0.0        0.0        0.0:      2.0       2.4
Old  :     100.0:      75.2       62.4        7.3       17.4        3.0        0.5        2.8       12.0        0.0        0.0        0.0:      2.0       2.4
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  :        58:        30         27          4         11          9          .          6          5          0          0          0:
Old  :        58:        30         27          4         11          9          .          6          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.7       52.2       57.3       64.3       32.2       43.3       46.5       53.2
Old  :                 38.7       52.2       57.3       64.3       32.2       43.3       46.5       53.2
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 22, 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  :   185,420:   130,252     91,489      5,339     62,142     18,979     23,854      1,472      4,502          0      1,404          0:    2,494     5,432
Old  :   185,420:   130,252     91,489      5,339     62,142     18,979     23,854      1,472      4,502          0      1,404          0:    2,494     5,432
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :    -8,557:    -8,780     -1,954        -60      1,200        483      3,268     -9,530      2,292     -4,532        120     -1,260:       32        92
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.2       49.3        2.9       33.5       10.2       12.9        0.8        2.4        0.0        0.8        0.0:      1.3       2.9
Old  :     100.0:      70.2       49.3        2.9       33.5       10.2       12.9        0.8        2.4        0.0        0.8        0.0:      1.3       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        20         22          4          8          9          5          .          .          0          .          0:
Old  :        48:        20         22          4          8          9          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  :                 54.8       39.4       69.9       57.7       52.4       32.1       61.1       47.8
Old  :                 54.8       39.4       69.9       57.7       52.4       32.1       61.1       47.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, May 22, 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  : 1,210,292:   111,534    119,943    216,354    118,632    118,518    197,269    256,988    314,006     43,500     99,462    138,337:   70,774    44,406
Old  : 1,210,292:   111,534    119,943    216,354    118,632    118,518    197,269    256,988    314,006     43,500     99,462    138,337:   70,774    44,406
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :   -12,297:    -7,655     -5,673      5,374     -2,221     -3,028     -8,328    -11,040     -8,484     -6,003      2,966     18,183:   -2,356    -3,000
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.2        9.9       17.9        9.8        9.8       16.3       21.2       25.9        3.6        8.2       11.4:      5.8       3.7
Old  :     100.0:       9.2        9.9       17.9        9.8        9.8       16.3       21.2       25.9        3.6        8.2       11.4:      5.8       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       322:        43         39         24         11         28         61         75         79         47         45         62:
Old  :       322:        43         39         24         11         28         61         75         79         47         45         62:
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  :                 16.9       24.4       27.6       36.7       10.9       17.2       18.9       22.4
Old  :                 16.9       24.4       27.6       36.7       10.9       17.2       18.9       22.4
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 22, 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  :    44,337:    31,429     10,098      5,965     17,822      1,491        625      8,067        886          0          0          0:    3,941     5,973
Old  :    44,337:    31,429     10,098      5,965     17,822      1,491        625      8,067        886          0          0          0:    3,941     5,973
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :    -1,500:    -1,800          0          0          0          0          0     -1,413        852          0       -387       -552:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.9       22.8       13.5       40.2        3.4        1.4       18.2        2.0        0.0        0.0        0.0:      8.9      13.5
Old  :     100.0:      70.9       22.8       13.5       40.2        3.4        1.4       18.2        2.0        0.0        0.0        0.0:      8.9      13.5
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  :        21:         6          6          .          5          .          .          .          .          0          0          0:
Old  :        21:         6          6          .          5          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.9       46.1       86.3       70.9       71.4       44.0       83.9       67.3
Old  :                 72.9       46.1       86.3       70.9       71.4       44.0       83.9       67.3
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 22, 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  :    81,998:     4,730      2,592     27,483     16,644      7,538      5,666      5,250        975      4,797     19,141     28,148:    2,661     1,710
Old  :    81,998:     4,730      2,592     27,483     16,644      7,538      5,666      5,250        975      4,797     19,141     28,148:    2,661     1,710
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :        89:       350        300       -940     -2,000      1,255          0       -156          0         95        910       -691:       20       471
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       5.8        3.2       33.5       20.3        9.2        6.9        6.4        1.2        5.9       23.3       34.3:      3.2       2.1
Old  :     100.0:       5.8        3.2       33.5       20.3        9.2        6.9        6.4        1.2        5.9       23.3       34.3:      3.2       2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:         7          6          5          .          5          .          .          .          7          4         11:
Old  :        29:         7          6          5          .          5          .          .          .          7          4         11:
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  :                 56.0       69.6       73.7       82.1       43.2       45.0       46.9       50.0
Old  :                 56.0       69.6       73.7       82.1       43.2       45.0       46.9       50.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Futures Only, May 22, 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  :    71,529:    40,126     30,131     13,630     19,857      7,993          0      1,778      2,911          0          0          0:    6,869     8,859
Old  :    71,529:    40,126     30,131     13,630     19,857      7,993          0      1,778      2,911          0          0          0:    6,869     8,859
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :       650:        -8        542        -24       -144         24          0        374      2,054          0       -804     -1,396:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.1       42.1       19.1       27.8       11.2        0.0        2.5        4.1        0.0        0.0        0.0:      9.6      12.4
Old  :     100.0:      56.1       42.1       19.1       27.8       11.2        0.0        2.5        4.1        0.0        0.0        0.0:      9.6      12.4
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  :        23:        12          9          4          4          .          0          .          .          0          0          0:
Old  :        23:        12          9          4          4          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.2       39.4       68.3       62.7       34.6       33.9       53.2       51.5
Old  :                 44.2       39.4       68.3       62.7       34.6       33.9       53.2       51.5
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 22, 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  : 2,801,708:   649,573    512,736    346,064    766,912    500,712    324,846    135,696    568,903    140,068     52,660    239,895:   31,647    24,194
Old  : 2,801,708:   649,573    512,736    346,064    766,912    500,712    324,846    135,696    568,903    140,068     52,660    239,895:   31,647    24,194
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :    34,726:    29,700     33,205      9,367    -25,182      4,332    -13,085     10,970      9,191    -25,302    -18,190     21,014:     -491      -614
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.2       18.3       12.4       27.4       17.9       11.6        4.8       20.3        5.0        1.9        8.6:      1.1       0.9
Old  :     100.0:      23.2       18.3       12.4       27.4       17.9       11.6        4.8       20.3        5.0        1.9        8.6:      1.1       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  :       156:        71         60          8         17         23         16         12         25         15          7         19:
Old  :       156:        71         60          8         17         23         16         12         25         15          7         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.7       26.0       42.5       42.3       18.0       15.7       25.0       25.3
Old  :                 29.7       26.0       42.5       42.3       18.0       15.7       25.0       25.3
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 22, 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  : 1,504,715:   127,433    231,416    346,434    298,196    358,551    153,155    260,690    191,568    168,807      7,168    152,036:    6,731     5,090
Old  : 1,504,715:   127,433    231,416    346,434    298,196    358,551    153,155    260,690    191,568    168,807      7,168    152,036:    6,731     5,090
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :    34,961:       722      8,582      3,696     21,785    -14,220     -9,156    -13,131     30,741     14,407     -7,356      6,796:    1,975     1,764
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.5       15.4       23.0       19.8       23.8       10.2       17.3       12.7       11.2        0.5       10.1:      0.4       0.3
Old  :     100.0:       8.5       15.4       23.0       19.8       23.8       10.2       17.3       12.7       11.2        0.5       10.1:      0.4       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  :        88:        20         18         15          8         17         14         12         21         12          6         16:
Old  :        88:        20         18         15          8         17         14         12         21         12          6         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       43.6       58.8       60.2       23.2       29.7       33.8       41.3
Old  :                 37.4       43.6       58.8       60.2       23.2       29.7       33.8       41.3
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 22, 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  :    25,974:    22,029     18,623        335      5,847        830      2,160          0          0        366         45          0:      254       629
Old  :    25,974:    22,029     18,623        335      5,847        830      2,160          0          0        366         45          0:      254       629
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :     1,112:       947        967          0        -13        158        180          0          0       -173          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       71.7        1.3       22.5        3.2        8.3        0.0        0.0        1.4        0.2        0.0:      1.0       2.4
Old  :     100.0:      84.8       71.7        1.3       22.5        3.2        8.3        0.0        0.0        1.4        0.2        0.0:      1.0       2.4
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  :        45:        28         24          .          8          7          .          0          0          .          .          0:
Old  :        45:        28         24          .          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  :                 46.8       44.4       65.8       64.8       46.5       41.9       61.5       59.4
Old  :                 46.8       44.4       65.8       64.8       46.5       41.9       61.5       59.4
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 22, 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  :     8,357:     5,986      3,001        316      4,701        263      1,280          0          0          0          0          0:      512       392
Old  :     8,357:     5,986      3,001        316      4,701        263      1,280          0          0          0          0          0:      512       392
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :        30:        25          0          0          0          0          0          0          0          0          0          0:        5        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.6       35.9        3.8       56.3        3.1       15.3        0.0        0.0        0.0        0.0        0.0:      6.1       4.7
Old  :     100.0:      71.6       35.9        3.8       56.3        3.1       15.3        0.0        0.0        0.0        0.0        0.0:      6.1       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12          8          .          4          .          .          0          0          0          0          0:
Old  :        22:        12          8          .          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  :                 60.0       65.5       77.1       86.6       60.0       64.9       73.1       82.5
Old  :                 60.0       65.5       77.1       86.6       60.0       64.9       73.1       82.5
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 22, 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  :     8,235:     5,597      3,509        987      1,443      1,037          0      1,500          0        134          0          0:      480       746
Old  :     8,235:     5,597      3,509        987      1,443      1,037          0      1,500          0        134          0          0:      480       746
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :       482:       496        325       -100        130         32          0          0          0          4          0          0:       50        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.0       42.6       12.0       17.5       12.6        0.0       18.2        0.0        1.6        0.0        0.0:      5.8       9.1
Old  :     100.0:      68.0       42.6       12.0       17.5       12.6        0.0       18.2        0.0        1.6        0.0        0.0:      5.8       9.1
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  :        22:         9          8          .          5          6          0          .          0          .          0          0:
Old  :        22:         9          8          .          5          6          0          .          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.7       54.5       82.9       74.2       60.0       49.3       67.9       63.2
Old  :                 62.7       54.5       82.9       74.2       60.0       49.3       67.9       63.2
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 22, 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  :    10,356:     5,082      4,753      3,420      4,727        210          0          0          0      1,060          0          0:      584       666
Old  :    10,356:     5,082      4,753      3,420      4,727        210          0          0          0      1,060          0          0:      584       666
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 15, 2012                                                                     :
     :       235:       240        265          0        -38          0          0          0          0          0          0          0:       -5         8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.1       45.9       33.0       45.6        2.0        0.0        0.0        0.0       10.2        0.0        0.0:      5.6       6.4
Old  :     100.0:      49.1       45.9       33.0       45.6        2.0        0.0        0.0        0.0       10.2        0.0        0.0:      5.6       6.4
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  :        30:        18         14          .          6          4          0          0          0          .          0          0:
Old  :        30:        18         14          .          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  :                 50.7       49.9       71.3       72.6       49.9       46.0       64.5       63.9
Old  :                 50.7       49.9       71.3       72.6       49.9       46.0       64.5       63.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 25, 2012