```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, February 28, 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  : 5,179,871: 1,842,150  1,265,521    308,494  1,147,458    796,811    655,768    323,460    992,886     37,484    102,815    541,434:    4,844     9,486
Old  : 5,179,871: 1,842,150  1,265,521    308,494  1,147,458    796,811    655,768    323,460    992,886     37,484    102,815    541,434:    4,844     9,486
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :  -181,416:  -133,837    -29,913     -4,326     -2,051     -2,893     38,759    -13,215    -70,712     -9,070    -62,879      7,342:   -6,679    -7,095
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      35.6       24.4        6.0       22.2       15.4       12.7        6.2       19.2        0.7        2.0       10.5:      0.1       0.2
Old  :     100.0:      35.6       24.4        6.0       22.2       15.4       12.7        6.2       19.2        0.7        2.0       10.5:      0.1       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       226:       109         99         12         22         30         22         15         32         13         22         31:
Old  :       226:       109         99         12         22         30         22         15         32         13         22         31:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       22.3       40.8       36.5       17.2       15.5       24.2       24.1
Old  :                 24.1       22.3       40.8       36.5       17.2       15.5       24.2       24.1
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, February 28, 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  :   397,810:   235,436    262,424     69,042     42,719     54,747      7,739     19,175     10,572      3,090        295      2,248:   14,936     5,630
Old  :   397,810:   235,436    262,424     69,042     42,719     54,747      7,739     19,175     10,572      3,090        295      2,248:   14,936     5,630
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :    30,110:    17,425     27,115       -350      3,131      9,894      1,923    -11,078      1,642      1,405       -416         19:   -1,848      -197
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.2       66.0       17.4       10.7       13.8        1.9        4.8        2.7        0.8        0.1        0.6:      3.8       1.4
Old  :     100.0:      59.2       66.0       17.4       10.7       13.8        1.9        4.8        2.7        0.8        0.1        0.6:      3.8       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        30         26          7          6         11          4          5          7          .          .          .:
Old  :        56:        30         26          7          6         11          4          5          7          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       49.7       58.2       71.9       29.2       43.2       45.6       55.7
Old  :                 34.6       49.7       58.2       71.9       29.2       43.2       45.6       55.7
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, February 28, 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  :   173,558:   108,020    112,913     32,707     29,765     21,759      1,328          0      4,838        280        637        734:    3,892     2,912
Old  :   173,558:   108,020    112,913     32,707     29,765     21,759      1,328          0      4,838        280        637        734:    3,892     2,912
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :     5,721:     1,351      4,289      2,624     -1,316      1,156       -129          0       -107        -93        637         63:      856       999
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       65.1       18.8       17.1       12.5        0.8        0.0        2.8        0.2        0.4        0.4:      2.2       1.7
Old  :     100.0:      62.2       65.1       18.8       17.1       12.5        0.8        0.0        2.8        0.2        0.4        0.4:      2.2       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  :        43:        24         25          .         10         12          .          0          .          .          .          .:
Old  :        43:        24         25          .         10         12          .          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  :                 57.6       44.1       71.3       59.0       54.6       39.2       60.5       48.9
Old  :                 57.6       44.1       71.3       59.0       54.6       39.2       60.5       48.9
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, February 28, 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  :   351,795:   254,232    148,999     50,747    154,298     22,076     11,677     13,714      4,689      5,350         59        727:    2,297     7,233
Old  :   351,795:   254,232    148,999     50,747    154,298     22,076     11,677     13,714      4,689      5,350         59        727:    2,297     7,233
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :    21,192:    17,915     18,950     -1,397      3,614      1,890        642       -490        643      1,498       -179        212:     -211    -3,448
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.3       42.4       14.4       43.9        6.3        3.3        3.9        1.3        1.5        0.0        0.2:      0.7       2.1
Old  :     100.0:      72.3       42.4       14.4       43.9        6.3        3.3        3.9        1.3        1.5        0.0        0.2:      0.7       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  :        50:        22         25          4         10         11          .          .          4          .          .          .:
Old  :        50:        22         25          4         10         11          .          .          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  :                 46.5       51.0       69.4       69.6       45.4       44.8       65.9       60.7
Old  :                 46.5       51.0       69.4       69.6       45.4       44.8       65.9       60.7
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, February 28, 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  :   748,603:   586,680    290,843     12,457    267,382    134,720        381     29,815     12,177          0     11,547      1,932:      256       187
Old  :   748,603:   586,680    290,843     12,457    267,382    134,720        381     29,815     12,177          0     11,547      1,932:      256       187
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :     6,473:     6,646      7,661     -1,387     -6,749      3,880        297      4,088       -679       -643      1,778        -49:   -1,592    -3,457
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.4       38.9        1.7       35.7       18.0        0.1        4.0        1.6        0.0        1.5        0.3:      0.0       0.0
Old  :     100.0:      78.4       38.9        1.7       35.7       18.0        0.1        4.0        1.6        0.0        1.5        0.3:      0.0       0.0
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  :        74:        38         29          5         17         21          .          5          6          0          .          .:
Old  :        74:        38         29          5         17         21          .          5          6          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  :                 38.3       39.7       55.5       56.0       29.7       32.3       44.6       41.3
Old  :                 38.3       39.7       55.5       56.0       29.7       32.3       44.6       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, February 28, 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  :   246,902:   174,496    209,861     50,035      6,240      6,270      9,242     15,453      2,559          0          0          0:    4,300     6,519
Old  :   246,902:   174,496    209,861     50,035      6,240      6,270      9,242     15,453      2,559          0          0          0:    4,300     6,519
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :    10,263:     9,285     10,122       -344     -2,427         54        948     -2,148        744          0          0          0:     -424     3,918
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.7       85.0       20.3        2.5        2.5        3.7        6.3        1.0        0.0        0.0        0.0:      1.7       2.6
Old  :     100.0:      70.7       85.0       20.3        2.5        2.5        3.7        6.3        1.0        0.0        0.0        0.0:      1.7       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        30         30          6          .          5          .          .          .          0          0          0:
Old  :        49:        30         30          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  :                 44.8       56.6       64.9       73.1       40.2       56.4       54.9       69.4
Old  :                 44.8       56.6       64.9       73.1       40.2       56.4       54.9       69.4
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, February 28, 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  :   409,624:   300,453    299,584     45,712     55,527     15,472     11,409      6,461     28,844          0          0          0:    7,734     3,736
Old  :   409,624:   300,453    299,584     45,712     55,527     15,472     11,409      6,461     28,844          0          0          0:    7,734     3,736
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :     1,307:    -4,541      6,140      2,544        241      2,283      1,618     -5,813        430          0          0          0:   -1,027    -1,974
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.3       73.1       11.2       13.6        3.8        2.8        1.6        7.0        0.0        0.0        0.0:      1.9       0.9
Old  :     100.0:      73.3       73.1       11.2       13.6        3.8        2.8        1.6        7.0        0.0        0.0        0.0:      1.9       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  :        63:        33         32          7          9         11          4          .          5          0          0          0:
Old  :        63:        33         32          7          9         11          4          .          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  :                 36.3       58.8       54.9       70.1       33.2       56.3       48.7       64.5
Old  :                 36.3       58.8       54.9       70.1       33.2       56.3       48.7       64.5
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, February 28, 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  :   264,622:   210,015    118,230      7,372     79,098     19,968     13,884     28,177      9,107          0      1,864         62:    4,214     8,116
Old  :   264,622:   210,015    118,230      7,372     79,098     19,968     13,884     28,177      9,107          0      1,864         62:    4,214     8,116
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :       264:   -16,218     -3,634      2,036      1,552        -13     13,463      2,116       -623          0          0          0:    1,619       866
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.4       44.7        2.8       29.9        7.5        5.2       10.6        3.4        0.0        0.7        0.0:      1.6       3.1
Old  :     100.0:      79.4       44.7        2.8       29.9        7.5        5.2       10.6        3.4        0.0        0.7        0.0:      1.6       3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        20         20          5          6          7          .          .          .          0          .          .:
Old  :        45:        20         20          5          6          7          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       43.2       75.4       60.9       62.8       39.9       69.5       57.2
Old  :                 63.8       43.2       75.4       60.9       62.8       39.9       69.5       57.2
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, February 28, 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  : 1,204,381:   131,609    155,960    237,395    105,922    115,551    205,842    287,578    285,498     40,077     89,797    118,324:   70,085    45,751
Old  : 1,204,381:   131,609    155,960    237,395    105,922    115,551    205,842    287,578    285,498     40,077     89,797    118,324:   70,085    45,751
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :   -48,532:     1,973      1,391      1,957     -3,782     -2,317     -8,900      2,004    -28,647     -4,389     -8,766     -8,523:      314       108
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.9       12.9       19.7        8.8        9.6       17.1       23.9       23.7        3.3        7.5        9.8:      5.8       3.8
Old  :     100.0:      10.9       12.9       19.7        8.8        9.6       17.1       23.9       23.7        3.3        7.5        9.8:      5.8       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       324:        39         37         28         10         29         60         88         79         37         42         58:
Old  :       324:        39         37         28         10         29         60         88         79         37         42         58:
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  :                 19.4       23.6       33.2       37.1       12.2       18.1       19.5       23.2
Old  :                 19.4       23.6       33.2       37.1       12.2       18.1       19.5       23.2
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, February 28, 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  :    62,040:    44,988     13,778      7,326     23,609      1,900        427     14,879      1,076          0          0          0:    6,323     6,798
Old  :    62,040:    44,988     13,778      7,326     23,609      1,900        427     14,879      1,076          0          0          0:    6,323     6,798
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       22.2       11.8       38.1        3.1        0.7       24.0        1.7        0.0        0.0        0.0:     10.2      11.0
Old  :     100.0:      72.5       22.2       11.8       38.1        3.1        0.7       24.0        1.7        0.0        0.0        0.0:     10.2      11.0
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  :        22:         9          6          .          5          .          .          .          .          0          0          0:
Old  :        22:         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  :                 73.0       47.6       86.5       72.1       73.0       46.6       83.6       71.0
Old  :                 73.0       47.6       86.5       72.1       73.0       46.6       83.6       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, February 28, 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  :    98,580:     1,150      2,100      3,500      2,874     48,816     11,626      2,656        800      7,605     17,308     23,310:    1,773       716
Old  :    98,580:     1,150      2,100      3,500      2,874     48,816     11,626      2,656        800      7,605     17,308     23,310:    1,773       716
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :    -9,590:      -445          0      3,200     -1,675     -4,625      3,384      2,000     -6,500     -2,392      3,413     -2,131:      -81       -72
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       1.2        2.1        3.6        2.9       49.5       11.8        2.7        0.8        7.7       17.6       23.6:      1.8       0.7
Old  :     100.0:       1.2        2.1        3.6        2.9       49.5       11.8        2.7        0.8        7.7       17.6       23.6:      1.8       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  :        25:         4          4          .          .          5          4          .          5          5          6         10:
Old  :        25:         4          4          .          .          5          4          .          5          5          6         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  :                 68.7       71.0       83.9       91.2       18.9       18.7       22.6       23.7
Old  :                 68.7       71.0       83.9       91.2       18.9       18.7       22.6       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Futures Only, February 28, 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  :    50,515:    27,784     16,413     13,055     13,889      2,707          0      6,932      1,950          0          0          0:    5,019     8,624
Old  :    50,515:    27,784     16,413     13,055     13,889      2,707          0      6,932      1,950          0          0          0:    5,019     8,624
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :       124:        62        124          0          0          0          0       -122         62          0          0          0:        0        60
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.0       32.5       25.8       27.5        5.4        0.0       13.7        3.9        0.0        0.0        0.0:      9.9      17.1
Old  :     100.0:      55.0       32.5       25.8       27.5        5.4        0.0       13.7        3.9        0.0        0.0        0.0:      9.9      17.1
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  :        20:         9          7          4          .          4          0          .          .          0          0          0:
Old  :        20:         9          7          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  :                 51.3       53.6       77.6       71.9       49.2       48.7       71.1       65.0
Old  :                 51.3       53.6       77.6       71.9       49.2       48.7       71.1       65.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Futures Only, February 28, 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  :    82,347:    47,704     34,094     13,057     24,457      9,762        337      1,653      2,687          0          0          0:    8,800     9,694
Old  :    82,347:    47,704     34,094     13,057     24,457      9,762        337      1,653      2,687          0          0          0:    8,800     9,694
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :     1,061:       575        923          0          0          0        337         97        149          0          0          0:        0      -108
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.9       41.4       15.9       29.7       11.9        0.4        2.0        3.3        0.0        0.0        0.0:     10.7      11.8
Old  :     100.0:      57.9       41.4       15.9       29.7       11.9        0.4        2.0        3.3        0.0        0.0        0.0:     10.7      11.8
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  :        25:        12         10          4          4          .          .          .          .          0          0          0:
Old  :        25:        12         10          4          4          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.6       39.2       68.5       63.5       32.9       34.0       54.5       54.8
Old  :                 44.6       39.2       68.5       63.5       32.9       34.0       54.5       54.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, February 28, 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  : 2,761,983:   552,464    451,059    410,368    748,224    506,255    302,505    216,217    532,072    201,588     65,949    221,034:   35,697    21,173
Old  : 2,761,983:   552,464    451,059    410,368    748,224    506,255    302,505    216,217    532,072    201,588     65,949    221,034:   35,697    21,173
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :  -178,916:   -72,645    -26,357     -5,651     -1,999    -41,076    -23,049    -42,440    -41,860     -7,844    -39,974     15,364:   -2,155      -574
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      20.0       16.3       14.9       27.1       18.3       11.0        7.8       19.3        7.3        2.4        8.0:      1.3       0.8
Old  :     100.0:      20.0       16.3       14.9       27.1       18.3       11.0        7.8       19.3        7.3        2.4        8.0:      1.3       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  :       156:        66         59          8         19         25         17         15         25         15          9         18:
Old  :       156:        66         59          8         19         25         17         15         25         15          9         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       28.3       45.1       46.5       22.0       18.5       28.2       28.5
Old  :                 30.9       28.3       45.1       46.5       22.0       18.5       28.2       28.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, February 28, 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  : 1,231,179:   112,785    212,648    284,658    251,546    334,890    162,681    111,912    134,477     59,058     45,820    137,682:    4,948     2,204
Old  : 1,231,179:   112,785    212,648    284,658    251,546    334,890    162,681    111,912    134,477     59,058     45,820    137,682:    4,948     2,204
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :  -235,479:    -9,435    -22,831     -5,345   -166,404    -10,411   -145,551     69,773    -68,572     12,579    -27,966     -9,510:      766       442
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.2       17.3       23.1       20.4       27.2       13.2        9.1       10.9        4.8        3.7       11.2:      0.4       0.2
Old  :     100.0:       9.2       17.3       23.1       20.4       27.2       13.2        9.1       10.9        4.8        3.7       11.2:      0.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        84:        18         19         15          9         18         13          9         18          6         10         12:
Old  :        84:        18         19         15          9         18         13          9         18          6         10         12:
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  :                 36.7       38.3       59.2       58.2       18.6       25.5       29.2       38.0
Old  :                 36.7       38.3       59.2       58.2       18.6       25.5       29.2       38.0
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, February 28, 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  :    19,897:    18,731     11,749        203      7,261        395          0          0          0        240          0          0:      328       492
Old  :    19,897:    18,731     11,749        203      7,261        395          0          0          0        240          0          0:      328       492
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :     1,152:     1,007        695         30        364         93          0          0          0         20          0          0:        2         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.1       59.0        1.0       36.5        2.0        0.0        0.0        0.0        1.2        0.0        0.0:      1.6       2.5
Old  :     100.0:      94.1       59.0        1.0       36.5        2.0        0.0        0.0        0.0        1.2        0.0        0.0:      1.6       2.5
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  :        44:        25         25          .          9          6          0          0          0          .          0          0:
Old  :        44:        25         25          .          9          6          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  :                 50.9       36.1       67.3       57.5       48.6       35.9       59.1       50.8
Old  :                 50.9       36.1       67.3       57.5       48.6       35.9       59.1       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, February 28, 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  :     9,150:     7,337      3,024        177      5,271        273        500          0          0        270         30          0:      593       552
Old  :     9,150:     7,337      3,024        177      5,271        273        500          0          0        270         30          0:      593       552
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :       160:        39       -105        -45        265          0        195          0          0          0         27        -27:       -2         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       33.0        1.9       57.6        3.0        5.5        0.0        0.0        3.0        0.3        0.0:      6.5       6.0
Old  :     100.0:      80.2       33.0        1.9       57.6        3.0        5.5        0.0        0.0        3.0        0.3        0.0:      6.5       6.0
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  :        23:        13         11          .          4          .          .          0          0          .          .          0:
Old  :        23:        13         11          .          4          .          .          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       60.4       71.8       82.9       47.6       60.0       63.1       72.1
Old  :                 51.2       60.4       71.8       82.9       47.6       60.0       63.1       72.1
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, February 28, 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  :     6,378:     3,832      3,483      1,543      1,559        599          0          0          0          0        155         20:      384       562
Old  :     6,378:     3,832      3,483      1,543      1,559        599          0          0          0          0        155         20:      384       562
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :       250:       -53        266        167        -97         76          0          0          0          0          0          0:       60         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.1       54.6       24.2       24.4        9.4        0.0        0.0        0.0        0.0        2.4        0.3:      6.0       8.8
Old  :     100.0:      60.1       54.6       24.2       24.4        9.4        0.0        0.0        0.0        0.0        2.4        0.3:      6.0       8.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10          7          .          5          6          0          0          0          0          .          .:
Old  :        20:        10          7          .          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  :                 53.5       54.4       77.8       77.7       53.2       41.7       62.4       56.2
Old  :                 53.5       54.4       77.8       77.7       53.2       41.7       62.4       56.2
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, February 28, 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  :     9,209:     4,683      3,217      2,993      5,294        175          0          0          0        460         40          0:      898       483
Old  :     9,209:     4,683      3,217      2,993      5,294        175          0          0          0        460         40          0:      898       483
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 21, 2012                                                                :
     :       293:        39        103          0        310         30          0          0          0         10          0          0:      214      -150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      50.9       34.9       32.5       57.5        1.9        0.0        0.0        0.0        5.0        0.4        0.0:      9.8       5.2
Old  :     100.0:      50.9       34.9       32.5       57.5        1.9        0.0        0.0        0.0        5.0        0.4        0.0:      9.8       5.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12          8          .          6          .          0          0          0          .          .          0:
Old  :        24:        12          8          .          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  :                 61.5       55.5       80.4       82.3       58.3       55.1       77.2       79.7
Old  :                 61.5       55.5       80.4       82.3       58.3       55.1       77.2       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated March 2, 2012