```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, March 27, 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  : 5,180,969: 1,961,576  1,360,087    362,824  1,216,451    640,593    665,855    197,203    971,615     14,800    226,695    553,252:   10,454    15,073
Old  : 5,180,969: 1,961,576  1,360,087    362,824  1,216,451    640,593    665,855    197,203    971,615     14,800    226,695    553,252:   10,454    15,073
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :   -29,809:    29,693     39,627    -16,002    -13,497     -1,478     67,991     13,664    -97,826       -582     42,362    -11,781:      176      -880
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.9       26.3        7.0       23.5       12.4       12.9        3.8       18.8        0.3        4.4       10.7:      0.2       0.3
Old  :     100.0:      37.9       26.3        7.0       23.5       12.4       12.9        3.8       18.8        0.3        4.4       10.7:      0.2       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  :       231:       113        106         13         20         29         18         18         34          9         28         28:
Old  :       231:       113        106         13         20         29         18         18         34          9         28         28:
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  :                 23.1       20.4       41.0       34.6       18.1       15.4       25.8       22.9
Old  :                 23.1       20.4       41.0       34.6       18.1       15.4       25.8       22.9
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, March 27, 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  :   364,233:   231,894    224,388     54,051     50,512     46,400     11,400     28,736      4,847        428      1,762      1,288:   13,925     6,300
Old  :   364,233:   231,894    224,388     54,051     50,512     46,400     11,400     28,736      4,847        428      1,762      1,288:   13,925     6,300
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :    -4,189:    -4,249       -572      2,706      3,465     -3,482      4,378      1,135     -2,509        188       -766        337:   -1,558    -1,797
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.7       61.6       14.8       13.9       12.7        3.1        7.9        1.3        0.1        0.5        0.4:      3.8       1.7
Old  :     100.0:      63.7       61.6       14.8       13.9       12.7        3.1        7.9        1.3        0.1        0.5        0.4:      3.8       1.7
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  :        55:        32         29          6          4          8          .          .          6          .          .          .:
Old  :        55:        32         29          6          4          8          .          .          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  :                 36.9       45.0       59.2       68.1       31.6       36.4       46.0       53.5
Old  :                 36.9       45.0       59.2       68.1       31.6       36.4       46.0       53.5
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, March 27, 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  :   177,757:   114,691    115,774     27,525     29,376     23,038          0        317      6,315      1,758          0        479:    3,951     2,458
Old  :   177,757:   114,691    115,774     27,525     29,376     23,038          0        317      6,315      1,758          0        479:    3,951     2,458
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :       752:     2,271        -38     -2,147       -512        512       -436        317         -7        215          0         30:      314       450
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.5       65.1       15.5       16.5       13.0        0.0        0.2        3.6        1.0        0.0        0.3:      2.2       1.4
Old  :     100.0:      64.5       65.1       15.5       16.5       13.0        0.0        0.2        3.6        1.0        0.0        0.3:      2.2       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  :        41:        22         25          .          9         11          0          .          .          .          0          .:
Old  :        41:        22         25          .          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  :                 55.1       43.2       69.4       58.9       50.0       38.1       55.6       48.1
Old  :                 55.1       43.2       69.4       58.9       50.0       38.1       55.6       48.1
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, March 27, 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  :   314,054:   223,149    126,860     54,607    143,061     17,662     10,826     10,614      2,515        832        163        481:    3,982    12,698
Old  :   314,054:   223,149    126,860     54,607    143,061     17,662     10,826     10,614      2,515        832        163        481:    3,982    12,698
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :   -11,005:   -12,914    -14,475      2,139        749      1,523        780      1,803       -421       -178        163       -515:   -1,419       168
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.1       40.4       17.4       45.6        5.6        3.4        3.4        0.8        0.3        0.1        0.2:      1.3       4.0
Old  :     100.0:      71.1       40.4       17.4       45.6        5.6        3.4        3.4        0.8        0.3        0.1        0.2:      1.3       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  :        48:        25         25          4          8         10          .          .          .          .          .          .:
Old  :        48:        25         25          4          8         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  :                 46.5       53.0       65.7       71.0       45.0       47.2       62.4       61.2
Old  :                 46.5       53.0       65.7       71.0       45.0       47.2       62.4       61.2
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, March 27, 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  :   779,236:   607,106    277,186     11,800    296,156    140,139        285     41,672     16,352        199      3,670      1,052:    2,303     3,009
Old  :   779,236:   607,106    277,186     11,800    296,156    140,139        285     41,672     16,352        199      3,670      1,052:    2,303     3,009
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :    31,741:    22,614     -3,659        533     25,688      7,207       -104      1,374      2,006        199       -288        -44:     -670      -543
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.9       35.6        1.5       38.0       18.0        0.0        5.3        2.1        0.0        0.5        0.1:      0.3       0.4
Old  :     100.0:      77.9       35.6        1.5       38.0       18.0        0.0        5.3        2.1        0.0        0.5        0.1:      0.3       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  :        69:        35         28          4         16         19          .          6          5          .          .          .:
Old  :        69:        35         28          4         16         19          .          6          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  :                 38.5       39.6       57.1       55.7       32.2       29.3       47.3       41.3
Old  :                 38.5       39.6       57.1       55.7       32.2       29.3       47.3       41.3
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, March 27, 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  :   238,067:   164,781    215,196     46,681      4,902      7,810     12,449      1,412      1,532          0      1,914          0:    4,814     5,301
Old  :   238,067:   164,781    215,196     46,681      4,902      7,810     12,449      1,412      1,532          0      1,914          0:    4,814     5,301
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :     8,118:    10,519      5,620     -2,720       -300      4,269     -1,015      1,012     -1,797          0        210          0:   -1,138      -896
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       90.4       19.6        2.1        3.3        5.2        0.6        0.6        0.0        0.8        0.0:      2.0       2.2
Old  :     100.0:      69.2       90.4       19.6        2.1        3.3        5.2        0.6        0.6        0.0        0.8        0.0:      2.0       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        29         23          4          .          .          .          .          .          0          .          0:
Old  :        45:        29         23          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  :                 40.7       61.2       63.5       78.1       33.6       61.1       54.2       72.1
Old  :                 40.7       61.2       63.5       78.1       33.6       61.1       54.2       72.1
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, March 27, 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  :   396,191:   292,628    279,918     34,890     48,119     13,713      7,980      6,544     38,231          0          0          0:    8,749     9,666
Old  :   396,191:   292,628    279,918     34,890     48,119     13,713      7,980      6,544     38,231          0          0          0:    8,749     9,666
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :    -3,851:    -5,680       -484     -2,835       -701          0      1,386     -7,279      3,764          0          0          0:     -486       849
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.9       70.7        8.8       12.1        3.5        2.0        1.7        9.6        0.0        0.0        0.0:      2.2       2.4
Old  :     100.0:      73.9       70.7        8.8       12.1        3.5        2.0        1.7        9.6        0.0        0.0        0.0:      2.2       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  :        57:        31         26          5          9          8          4          4          6          0          0          0:
Old  :        57:        31         26          5          9          8          4          4          6          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       58.8       53.2       70.2       31.5       52.9       46.8       61.8
Old  :                 35.2       58.8       53.2       70.2       31.5       52.9       46.8       61.8
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, March 27, 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  :   242,679:   190,031    109,462      9,356     68,488     19,838     13,896     29,962      8,045          0      1,986          0:    1,513     4,898
Old  :   242,679:   190,031    109,462      9,356     68,488     19,838     13,896     29,962      8,045          0      1,986          0:    1,513     4,898
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :    -2,077:    -2,534     -3,952       -218       -838          0        669      2,158        834          0          0          0:     -828      -279
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.3       45.1        3.9       28.2        8.2        5.7       12.3        3.3        0.0        0.8        0.0:      0.6       2.0
Old  :     100.0:      78.3       45.1        3.9       28.2        8.2        5.7       12.3        3.3        0.0        0.8        0.0:      0.6       2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        22         23          7          6          8          .          .          .          0          .          0:
Old  :        49:        22         23          7          6          8          .          .          .          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  :                 62.1       44.3       75.5       61.3       61.3       40.7       68.7       57.3
Old  :                 62.1       44.3       75.5       61.3       61.3       40.7       68.7       57.3
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, March 27, 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  : 1,231,442:   131,252    135,487    233,655    101,632    109,987    208,128    321,305    290,606     50,909     86,473    132,295:   74,610    53,657
Old  : 1,231,442:   131,252    135,487    233,655    101,632    109,987    208,128    321,305    290,606     50,909     86,473    132,295:   74,610    53,657
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :    -7,237:     8,866     -6,742     -1,195     -4,679     -2,574     -1,931     13,277     -3,651     -3,315     -3,082       -311:   -3,126       525
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.7       11.0       19.0        8.3        8.9       16.9       26.1       23.6        4.1        7.0       10.7:      6.1       4.4
Old  :     100.0:      10.7       11.0       19.0        8.3        8.9       16.9       26.1       23.6        4.1        7.0       10.7:      6.1       4.4
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  :       331:        44         38         26         11         31         61         94         83         49         37         53:
Old  :       331:        44         38         26         11         31         61         94         83         49         37         53:
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  :                 17.7       26.1       30.3       37.8       11.7       18.7       19.0       23.7
Old  :                 17.7       26.1       30.3       37.8       11.7       18.7       19.0       23.7
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, March 27, 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  :    59,198:    43,799     13,738      6,288     21,891      1,900        621     14,368        822          0          0          0:    5,768     6,479
Old  :    59,198:    43,799     13,738      6,288     21,891      1,900        621     14,368        822          0          0          0:    5,768     6,479
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :        90:       270          0          0          0          0          0        150        -60          0          0          0:     -120         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       23.2       10.6       37.0        3.2        1.0       24.3        1.4        0.0        0.0        0.0:      9.7      10.9
Old  :     100.0:      74.0       23.2       10.6       37.0        3.2        1.0       24.3        1.4        0.0        0.0        0.0:      9.7      10.9
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  :        22:         8          6          .          5          .          .          .          .          0          0          0:
Old  :        22:         8          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  :                 74.4       47.5       87.2       73.1       74.3       46.4       84.5       71.9
Old  :                 74.4       47.5       87.2       73.1       74.3       46.4       84.5       71.9
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, March 27, 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  :   109,148:     1,388      2,392      2,052      3,940     49,721     11,267      2,656      1,050      7,450     14,113     34,373:    1,847       903
Old  :   109,148:     1,388      2,392      2,052      3,940     49,721     11,267      2,656      1,050      7,450     14,113     34,373:    1,847       903
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :       403:        44        396     -1,348        200       -402        100          0          0        400     -1,589      1,609:        0       189
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       1.3        2.2        1.9        3.6       45.6       10.3        2.4        1.0        6.8       12.9       31.5:      1.7       0.8
Old  :     100.0:       1.3        2.2        1.9        3.6       45.6       10.3        2.4        1.0        6.8       12.9       31.5:      1.7       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:         4          4          .          .          6          4          .          5          5          5         11:
Old  :        26:         4          4          .          .          6          4          .          5          5          5         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  :                 67.2       71.4       82.6       90.0       15.7       14.7       18.8       19.2
Old  :                 67.2       71.4       82.6       90.0       15.7       14.7       18.8       19.2
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, March 27, 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  :    77,965:    45,347     32,811     12,997     22,380      9,359          0      1,565      1,929          0          0          0:    8,333     9,921
Old  :    77,965:    45,347     32,811     12,997     22,380      9,359          0      1,565      1,929          0          0          0:    8,333     9,921
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :       278:       176        336          0          0          0          0       -172        102          0          0          0:        0        12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.2       42.1       16.7       28.7       12.0        0.0        2.0        2.5        0.0        0.0        0.0:     10.7      12.7
Old  :     100.0:      58.2       42.1       16.7       28.7       12.0        0.0        2.0        2.5        0.0        0.0        0.0:     10.7      12.7
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  :        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  :                 45.3       39.3       70.5       64.1       33.8       33.4       54.4       54.4
Old  :                 45.3       39.3       70.5       64.1       33.8       33.4       54.4       54.4
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, March 27, 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  : 2,830,439:   615,750    494,028    412,169    727,838    492,260    340,101    254,475    520,262    157,100     58,332    262,134:   30,663    21,110
Old  : 2,830,439:   615,750    494,028    412,169    727,838    492,260    340,101    254,475    520,262    157,100     58,332    262,134:   30,663    21,110
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :    51,632:    15,540     22,837     10,789      3,498     -6,813      4,243     29,313      3,282      3,250    -24,841     23,861:   -2,520       495
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.8       17.5       14.6       25.7       17.4       12.0        9.0       18.4        5.6        2.1        9.3:      1.1       0.7
Old  :     100.0:      21.8       17.5       14.6       25.7       17.4       12.0        9.0       18.4        5.6        2.1        9.3:      1.1       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       164:        75         62          8         18         23         18         14         25         15         10         19:
Old  :       164:        75         62          8         18         23         18         14         25         15         10         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  :                 31.9       25.2       44.7       42.9       21.8       15.6       27.9       26.3
Old  :                 31.9       25.2       44.7       42.9       21.8       15.6       27.9       26.3
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, March 27, 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  : 1,592,249:   120,216    228,277    378,052    291,027    370,544    150,540    199,693    255,562    134,558     66,880    178,356:    4,421     1,910
Old  : 1,592,249:   120,216    228,277    378,052    291,027    370,544    150,540    199,693    255,562    134,558     66,880    178,356:    4,421     1,910
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :    76,698:     4,961      2,516        492      8,705      3,325     -4,177    -20,467     72,983      2,741     13,264     -3,334:     -293      -294
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.6       14.3       23.7       18.3       23.3        9.5       12.5       16.1        8.5        4.2       11.2:      0.3       0.1
Old  :     100.0:       7.6       14.3       23.7       18.3       23.3        9.5       12.5       16.1        8.5        4.2       11.2:      0.3       0.1
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  :        90:        19         20         15          8         19         16          8         19          9         12         16:
Old  :        90:        19         20         15          8         19         16          8         19          9         12         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  :                 36.9       40.7       60.1       57.4       21.2       25.7       30.2       35.2
Old  :                 36.9       40.7       60.1       57.4       21.2       25.7       30.2       35.2
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, March 27, 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  :    23,202:    20,676     14,328        255      6,787        832        660          0          0        170        249        308:      301       698
Old  :    23,202:    20,676     14,328        255      6,787        832        660          0          0        170        249        308:      301       698
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :     1,623:     1,370      1,405          0         75        -25          0          0          0          0          0        273:        5      -105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      89.1       61.8        1.1       29.3        3.6        2.8        0.0        0.0        0.7        1.1        1.3:      1.3       3.0
Old  :     100.0:      89.1       61.8        1.1       29.3        3.6        2.8        0.0        0.0        0.7        1.1        1.3:      1.3       3.0
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  :        42:        25         23          .          8          7          .          0          0          .          .          .:
Old  :        42:        25         23          .          8          7          .          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  :                 50.0       35.1       64.7       59.0       47.3       32.7       57.6       50.8
Old  :                 50.0       35.1       64.7       59.0       47.3       32.7       57.6       50.8
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, March 27, 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  :     9,451:     7,177      3,574        195      5,179        220      1,160          0          0        100          0          0:      599       478
Old  :     9,451:     7,177      3,574        195      5,179        220      1,160          0          0        100          0          0:      599       478
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :       -76:         3        -51          0         45        -45          0          0          0          0          0          0:      -34       -25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.9       37.8        2.1       54.8        2.3       12.3        0.0        0.0        1.1        0.0        0.0:      6.3       5.1
Old  :     100.0:      75.9       37.8        2.1       54.8        2.3       12.3        0.0        0.0        1.1        0.0        0.0:      6.3       5.1
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  :        23:        14         11          .          4          .          .          0          0          .          0          0:
Old  :        23:        14         11          .          4          .          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       62.7       69.2       84.1       47.1       57.9       60.8       72.0
Old  :                 49.4       62.7       69.2       84.1       47.1       57.9       60.8       72.0
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, March 27, 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  :     6,537:     4,320      3,345      1,390      1,491        497          0        540          0          0         85         15:      315       564
Old  :     6,537:     4,320      3,345      1,390      1,491        497          0        540          0          0         85         15:      315       564
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :        28:        -8         94         20        -87         16          0          0          0          0          0          0:        0         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.1       51.2       21.3       22.8        7.6        0.0        8.3        0.0        0.0        1.3        0.2:      4.8       8.6
Old  :     100.0:      66.1       51.2       21.3       22.8        7.6        0.0        8.3        0.0        0.0        1.3        0.2:      4.8       8.6
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  :        21:        10          7          .          5          6          0          .          0          0          .          .:
Old  :        21:        10          7          .          5          6          0          .          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.4       52.2       81.6       75.9       50.8       40.3       62.7       57.6
Old  :                 56.4       52.2       81.6       75.9       50.8       40.3       62.7       57.6
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, March 27, 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  :     9,631:     4,178      3,656      3,055      4,944        314          0          0          0        830          0         25:    1,229       692
Old  :     9,631:     4,178      3,656      3,055      4,944        314          0          0          0        830          0         25:    1,229       692
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       March 20, 2012                                                                   :
     :       533:       -40        423         90         80        -15          0          0          0        120          0          0:      378        45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      43.4       38.0       31.7       51.3        3.3        0.0        0.0        0.0        8.6        0.0        0.3:     12.8       7.2
Old  :     100.0:      43.4       38.0       31.7       51.3        3.3        0.0        0.0        0.0        8.6        0.0        0.3:     12.8       7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:        14         10          .          6          4          0          0          0          .          0          .:
Old  :        26:        14         10          .          6          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  :                 51.2       52.9       73.2       77.7       47.6       50.6       68.0       71.9
Old  :                 51.2       52.9       73.2       77.7       47.6       50.6       68.0       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 30, 2012