```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 4,730,067: 1,642,017    919,384    242,126  1,446,139    603,800    430,874     36,708  1,346,660    121,544     50,891    302,544:   40,502    23,941
Old  : 4,730,067: 1,642,017    919,384    242,126  1,446,139    603,800    430,874     36,708  1,346,660    121,544     50,891    302,544:   40,502    23,941
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :   -51,172:  -117,495    -23,540    -26,043     22,975     -3,351     17,795     -8,116     24,172     75,679    -39,038    -19,729:   -2,200    -4,545
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      34.7       19.4        5.1       30.6       12.8        9.1        0.8       28.5        2.6        1.1        6.4:      0.9       0.5
Old  :     100.0:      34.7       19.4        5.1       30.6       12.8        9.1        0.8       28.5        2.6        1.1        6.4:      0.9       0.5
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  :       221:        97         99         13         25         33         30          5         31         23         16         33:
Old  :       221:        97         99         13         25         33         30          5         31         23         16         33:
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  :                 25.3       25.0       38.7       40.4       11.2       18.6       16.4       26.4
Old  :                 25.3       25.0       38.7       40.4       11.2       18.6       16.4       26.4
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   399,401:   243,736    268,561     40,795     21,106     60,554     13,158     15,918     28,473          0        570        831:   11,854     3,388
Old  :   399,401:   243,736    268,561     40,795     21,106     60,554     13,158     15,918     28,473          0        570        831:   11,854     3,388
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :      -361:    -2,259     -6,257     -2,885     -8,253      7,623     -4,105      3,403      2,512          0        495       -217:   -1,030       333
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.0       67.2       10.2        5.3       15.2        3.3        4.0        7.1        0.0        0.1        0.2:      3.0       0.8
Old  :     100.0:      61.0       67.2       10.2        5.3       15.2        3.3        4.0        7.1        0.0        0.1        0.2:      3.0       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  :        59:        32         28          5          8         11          8          .         10          0          .          .:
Old  :        59:        32         28          5          8         11          8          .         10          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  :                 30.5       46.7       49.5       66.4       21.0       33.0       31.8       38.5
Old  :                 30.5       46.7       49.5       66.4       21.0       33.0       31.8       38.5
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   177,707:   150,637    101,266      1,686     49,244     12,578      3,391      4,699      5,284        189          0        214:    3,728     4,422
Old  :   177,707:   150,637    101,266      1,686     49,244     12,578      3,391      4,699      5,284        189          0        214:    3,728     4,422
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :    -1,660:    -2,252        -44          0     -2,312        614         86        122       -164         60          0        -60:       56       184
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       57.0        0.9       27.7        7.1        1.9        2.6        3.0        0.1        0.0        0.1:      2.1       2.5
Old  :     100.0:      84.8       57.0        0.9       27.7        7.1        1.9        2.6        3.0        0.1        0.0        0.1:      2.1       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  :        47:        28         25          .         11         12          .          .          4          .          0          .:
Old  :        47:        28         25          .         11         12          .          .          4          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       37.6       71.1       60.6       51.4       34.6       57.7       48.0
Old  :                 52.9       37.6       71.1       60.6       51.4       34.6       57.7       48.0
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   331,013:   227,453     98,970     36,588    159,033     43,608      2,195      8,883     14,783      1,136        950        214:    5,036     4,572
Old  :   331,013:   227,453     98,970     36,588    159,033     43,608      2,195      8,883     14,783      1,136        950        214:    5,036     4,572
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :     4,549:     2,132      2,242      1,543     -1,548        646     -1,202      1,658      1,026      1,136        771       -244:     -488        -2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.7       29.9       11.1       48.0       13.2        0.7        2.7        4.5        0.3        0.3        0.1:      1.5       1.4
Old  :     100.0:      68.7       29.9       11.1       48.0       13.2        0.7        2.7        4.5        0.3        0.3        0.1:      1.5       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  :        55:        23         18          5          9         13          .          8          5          .          .          .:
Old  :        55:        23         18          5          9         13          .          8          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  :                 40.8       47.0       60.8       69.9       39.2       36.3       52.9       56.6
Old  :                 40.8       47.0       60.8       69.9       39.2       36.3       52.9       56.6
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   690,214:   477,498    279,472     81,474    245,682    100,016        546     29,328     25,992          0      4,285        428:    4,260     5,011
Old  :   690,214:   477,498    279,472     81,474    245,682    100,016        546     29,328     25,992          0      4,285        428:    4,260     5,011
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :     2,767:     4,263       -716     -1,987      1,441        353        -64     -1,092      1,483       -670      1,742       -553:      -58       109
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.2       40.5       11.8       35.6       14.5        0.1        4.2        3.8        0.0        0.6        0.1:      0.6       0.7
Old  :     100.0:      69.2       40.5       11.8       35.6       14.5        0.1        4.2        3.8        0.0        0.6        0.1:      0.6       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  :        71:        37         31          6         16         21          .          7          7          0          .          .:
Old  :        71:        37         31          6         16         21          .          7          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  :                 41.4       38.0       55.1       53.2       29.2       26.6       41.7       36.5
Old  :                 41.4       38.0       55.1       53.2       29.2       26.6       41.7       36.5
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   196,577:   135,640    118,978     33,603     59,484      4,130     12,902      1,263      2,882        542          0          0:    6,878     9,840
Old  :   196,577:   135,640    118,978     33,603     59,484      4,130     12,902      1,263      2,882        542          0          0:    6,878     9,840
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :       327:    -3,667      2,398      1,536          0       -124      3,092       -893       -442        542          0          0:     -610      -612
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       60.5       17.1       30.3        2.1        6.6        0.6        1.5        0.3        0.0        0.0:      3.5       5.0
Old  :     100.0:      69.0       60.5       17.1       30.3        2.1        6.6        0.6        1.5        0.3        0.0        0.0:      3.5       5.0
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  :        41:        24         20          5          .          .          4          .          4          .          0          0:
Old  :        41:        24         20          5          .          .          4          .          4          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       63.3       62.7       75.8       45.0       59.8       58.6       69.7
Old  :                 47.1       63.3       62.7       75.8       45.0       59.8       58.6       69.7
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   320,939:   218,914    155,741     38,184     73,676     25,692     10,667     36,965     20,112          0          0          0:    7,370     8,753
Old  :   320,939:   218,914    155,741     38,184     73,676     25,692     10,667     36,965     20,112          0          0          0:    7,370     8,753
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :       937:     3,957    -12,139     -1,938        296        876        -37     11,244        260          0          0          0:   -2,181       400
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.2       48.5       11.9       23.0        8.0        3.3       11.5        6.3        0.0        0.0        0.0:      2.3       2.7
Old  :     100.0:      68.2       48.5       11.9       23.0        8.0        3.3       11.5        6.3        0.0        0.0        0.0:      2.3       2.7
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  :        61:        33         29          6         13         12          5          .          5          0          0          0:
Old  :        61:        33         29          6         13         12          5          .          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  :                 28.9       35.6       50.0       52.7       25.5       25.5       39.9       37.1
Old  :                 28.9       35.6       50.0       52.7       25.5       25.5       39.9       37.1
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   177,856:   127,713     70,559      3,582     59,151     25,461      8,830     10,414      7,416          0          0          0:    4,854     4,855
Old  :   177,856:   127,713     70,559      3,582     59,151     25,461      8,830     10,414      7,416          0          0          0:    4,854     4,855
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :    -6,411:    -8,901      4,013      1,674     -8,454        340       -828     -3,126      1,151          0       -166       -392:      545       223
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.8       39.7        2.0       33.3       14.3        5.0        5.9        4.2        0.0        0.0        0.0:      2.7       2.7
Old  :     100.0:      71.8       39.7        2.0       33.3       14.3        5.0        5.9        4.2        0.0        0.0        0.0:      2.7       2.7
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  :        48:        23         26          4         12          9          4          .          5          0          0          0:
Old  :        48:        23         26          4         12          9          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  :                 40.3       27.3       60.8       47.0       35.4       22.2       50.3       36.6
Old  :                 40.3       27.3       60.8       47.0       35.4       22.2       50.3       36.6
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   973,488:    62,075    127,874    217,672     47,073    110,896    132,873    148,035    270,465      7,649    133,975     92,576:   79,283    42,594
Old  :   973,488:    62,075    127,874    217,672     47,073    110,896    132,873    148,035    270,465      7,649    133,975     92,576:   79,283    42,594
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :      -663:    -6,088      7,487     -4,916      8,574     -2,586      3,794    -49,306     13,430     -8,207     18,339      3,077:      833       323
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.4       13.1       22.4        4.8       11.4       13.6       15.2       27.8        0.8       13.8        9.5:      8.1       4.4
Old  :     100.0:       6.4       13.1       22.4        4.8       11.4       13.6       15.2       27.8        0.8       13.8        9.5:      8.1       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  :       332:        47         45         22         14         29         76         61         91         32         58         72:
Old  :       332:        47         45         22         14         29         76         61         91         32         58         72:
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  :                 17.6       19.9       30.4       31.6       14.7       11.3       22.0       17.5
Old  :                 17.6       19.9       30.4       31.6       14.7       11.3       22.0       17.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365D
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    47,439:    21,521     23,991     10,256     15,459      4,781          0          0          0          0          0          0:   10,881     3,208
Old  :    47,439:    21,521     23,991     10,256     15,459      4,781          0          0          0          0          0          0:   10,881     3,208
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      45.4       50.6       21.6       32.6       10.1        0.0        0.0        0.0        0.0        0.0        0.0:     22.9       6.8
Old  :     100.0:      45.4       50.6       21.6       32.6       10.1        0.0        0.0        0.0        0.0        0.0        0.0:     22.9       6.8
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          8          .          5          4          0          0          0          0          0          0:
Old  :        20:        10          8          .          5          4          0          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  :                 46.4       52.1       63.1       76.9       42.3       48.2       54.6       65.1
Old  :                 46.4       52.1       63.1       76.9       42.3       48.2       54.6       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    40,812:    21,943     27,388      7,572      1,259      3,799      2,496        904      2,194          0          0          0:    2,808     5,268
Old  :    40,812:    21,943     27,388      7,572      1,259      3,799      2,496        904      2,194          0          0          0:    2,808     5,268
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :        96:       520        288          0          0          0          0       -288        216          0          0          0:     -640      -120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.8       67.1       18.6        3.1        9.3        6.1        2.2        5.4        0.0        0.0        0.0:      6.9      12.9
Old  :     100.0:      53.8       67.1       18.6        3.1        9.3        6.1        2.2        5.4        0.0        0.0        0.0:      6.9      12.9
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  :        23:        10         12          .          .          .          .          .          .          0          0          0:
Old  :        23:        10         12          .          .          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       50.2       67.8       67.7       45.8       48.1       62.3       61.1
Old  :                 46.7       50.2       67.8       67.7       45.8       48.1       62.3       61.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 1,649,681:   188,280    176,333     75,162     90,193    783,058     40,214     69,763    182,087     42,768     12,254    330,927:    7,184     5,065
Old  : 1,649,681:   188,280    176,333     75,162     90,193    783,058     40,214     69,763    182,087     42,768     12,254    330,927:    7,184     5,065
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :   -72,401:   -12,333     -7,717     -4,255        585    -21,698     -4,136    -20,766     -3,932    -12,536     -4,630    -13,223:     -288    -1,019
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.4       10.7        4.6        5.5       47.5        2.4        4.2       11.0        2.6        0.7       20.1:      0.4       0.3
Old  :     100.0:      11.4       10.7        4.6        5.5       47.5        2.4        4.2       11.0        2.6        0.7       20.1:      0.4       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       151:        38         38         15         13         27         23         18         34         28         11         31:
Old  :       151:        38         38         15         13         27         23         18         34         28         11         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  :                 34.2       36.2       55.9       55.0        4.4        5.2        7.4        8.0
Old  :                 34.2       36.2       55.9       55.0        4.4        5.2        7.4        8.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    49,984:     3,548      4,386      2,132      1,368     10,419     10,060     11,205     20,699      1,666         73        851:      608       983
Old  :    49,984:     3,548      4,386      2,132      1,368     10,419     10,060     11,205     20,699      1,666         73        851:      608       983
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :     2,324:       133        174        307       -214        347       -235        126      1,689          8          6         65:       11       131
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.1        8.8        4.3        2.7       20.8       20.1       22.4       41.4        3.3        0.1        1.7:      1.2       2.0
Old  :     100.0:       7.1        8.8        4.3        2.7       20.8       20.1       22.4       41.4        3.3        0.1        1.7:      1.2       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  :        43:        11         12          .          5          6          5         12         12          4          .          5:
Old  :        43:        11         12          .          5          6          5         12         12          4          .          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  :                 70.1       57.8       85.2       76.6       23.0       19.0       27.6       24.3
Old  :                 70.1       57.8       85.2       76.6       23.0       19.0       27.6       24.3
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    89,508:    47,479     40,183     23,334     25,068      9,102        830      7,459      3,190          0          0          0:    5,573     4,506
Old  :    89,508:    47,479     40,183     23,334     25,068      9,102        830      7,459      3,190          0          0          0:    5,573     4,506
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.0       44.9       26.1       28.0       10.2        0.9        8.3        3.6        0.0        0.0        0.0:      6.2       5.0
Old  :     100.0:      53.0       44.9       26.1       28.0       10.2        0.9        8.3        3.6        0.0        0.0        0.0:      6.2       5.0
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  :        33:        11         14          7          4          6          .          .          .          0          0          0:
Old  :        33:        11         14          7          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  :                 46.2       39.2       69.5       61.5       43.4       36.8       57.1       53.0
Old  :                 46.2       39.2       69.5       61.5       43.4       36.8       57.1       53.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    75,748:    38,943     29,607     12,589     25,388      8,541      5,398          0      1,011          0          0          0:    9,266    11,201
Old  :    75,748:    38,943     29,607     12,589     25,388      8,541      5,398          0      1,011          0          0          0:    9,266    11,201
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :     2,728:    -1,596        -30         90       -166          0      4,264          0       -366          0          0          0:      336     3,290
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.4       39.1       16.6       33.5       11.3        7.1        0.0        1.3        0.0        0.0        0.0:     12.2      14.8
Old  :     100.0:      51.4       39.1       16.6       33.5       11.3        7.1        0.0        1.3        0.0        0.0        0.0:     12.2      14.8
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  :        21:         8          9          5          4          7          .          0          .          0          0          0:
Old  :        21:         8          9          5          4          7          .          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  :                 58.6       50.6       75.5       69.1       47.4       49.6       60.6       60.9
Old  :                 58.6       50.6       75.5       69.1       47.4       49.6       60.6       60.9
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   132,811:    70,608     53,610     20,126     48,650     18,371      5,306          0      4,225          0          0          0:   14,175     7,955
Old  :   132,811:    70,608     53,610     20,126     48,650     18,371      5,306          0      4,225          0          0          0:   14,175     7,955
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :       105:      -885        173          0          0          0        683       -375        307          0          0          0:        0         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.2       40.4       15.2       36.6       13.8        4.0        0.0        3.2        0.0        0.0        0.0:     10.7       6.0
Old  :     100.0:      53.2       40.4       15.2       36.6       13.8        4.0        0.0        3.2        0.0        0.0        0.0:     10.7       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  :        34:        17         15          5          7          6          .          0          .          0          0          0:
Old  :        34:        17         15          5          7          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  :                 33.2       38.7       56.3       59.5       29.2       33.3       40.2       48.5
Old  :                 33.2       38.7       56.3       59.5       29.2       33.3       40.2       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  : 2,569,683:   703,774    382,511    112,026    903,729    423,808    295,704     33,148    522,630    238,595     35,925    238,251:   34,895    29,681
Old  : 2,569,683:   703,774    382,511    112,026    903,729    423,808    295,704     33,148    522,630    238,595     35,925    238,251:   34,895    29,681
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :   -64,743:   -53,966    -28,533      2,881    -20,493       -227     -8,156        535     -3,139        423    -10,613     -1,974:     -585      -299
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.4       14.9        4.4       35.2       16.5       11.5        1.3       20.3        9.3        1.4        9.3:      1.4       1.2
Old  :     100.0:      27.4       14.9        4.4       35.2       16.5       11.5        1.3       20.3        9.3        1.4        9.3:      1.4       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       169:        72         61         12         18         27         27          9         27         19          9         21:
Old  :       169:        72         61         12         18         27         27          9         27         19          9         21:
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  :                 21.6       29.6       32.8       47.8       10.4       22.2       17.8       32.1
Old  :                 21.6       29.6       32.8       47.8       10.4       22.2       17.8       32.1
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :   947,634:   152,325    147,782    220,072    301,179    276,361     77,008     34,905     70,701     61,284     26,586     86,406:    3,477     3,714
Old  :   947,634:   152,325    147,782    220,072    301,179    276,361     77,008     34,905     70,701     61,284     26,586     86,406:    3,477     3,714
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :   -82,474:   -13,156    -10,839      2,522     -7,939    -10,263    -49,938     -5,849     -6,058      9,361    -27,008    -14,368:     -574      -150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.1       15.6       23.2       31.8       29.2        8.1        3.7        7.5        6.5        2.8        9.1:      0.4       0.4
Old  :     100.0:      16.1       15.6       23.2       31.8       29.2        8.1        3.7        7.5        6.5        2.8        9.1:      0.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        99:        23         18         11         12         18         12         13         15         10         16         18:
Old  :        99:        23         18         11         12         18         12         13         15         10         16         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  :                 31.2       38.8       49.7       60.0       17.7       29.5       27.2       38.5
Old  :                 31.2       38.8       49.7       60.0       17.7       29.5       27.2       38.5
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    23,105:    21,711     13,098        524      9,118        434         86         70         20          0          0          0:      330       365
Old  :    23,105:    21,711     13,098        524      9,118        434         86         70         20          0          0          0:      330       365
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :       215:       344         69         30        161         30          5          0          0          0          0          0:     -194       -45
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.0       56.7        2.3       39.5        1.9        0.4        0.3        0.1        0.0        0.0        0.0:      1.4       1.6
Old  :     100.0:      94.0       56.7        2.3       39.5        1.9        0.4        0.3        0.1        0.0        0.0        0.0:      1.4       1.6
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  :        43:        29         28          .          6          6          .          .          .          0          0          0:
Old  :        43:        29         28          .          6          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  :                 46.3       41.5       66.9       67.3       38.2       35.5       48.8       52.8
Old  :                 46.3       41.5       66.9       67.3       38.2       35.5       48.8       52.8
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    16,286:    14,177      7,646        205      7,464        554        768          0         10        280         40         90:      202       482
Old  :    16,286:    14,177      7,646        205      7,464        554        768          0         10        280         40         90:      202       482
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :        65:       -15        105          0          0          0          0          0          0         50        -70         30:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.1       46.9        1.3       45.8        3.4        4.7        0.0        0.1        1.7        0.2        0.6:      1.2       3.0
Old  :     100.0:      87.1       46.9        1.3       45.8        3.4        4.7        0.0        0.1        1.7        0.2        0.6:      1.2       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  :        30:        18         17          .          4          .          .          0          .          .          .          .:
Old  :        30:        18         17          .          4          .          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       61.2       72.7       83.0       40.3       53.4       52.0       64.1
Old  :                 54.2       61.2       72.7       83.0       40.3       53.4       52.0       64.1
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     8,495:     5,756      5,456      1,647      1,852        477          0          0         45        260          0          0:      310       665
Old  :     8,495:     5,756      5,456      1,647      1,852        477          0          0         45        260          0          0:      310       665
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :       445:        70        388          6        -52         85          0        -30          0        260          0          0:       24        54
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.8       64.2       19.4       21.8        5.6        0.0        0.0        0.5        3.1        0.0        0.0:      3.6       7.8
Old  :     100.0:      67.8       64.2       19.4       21.8        5.6        0.0        0.0        0.5        3.1        0.0        0.0:      3.6       7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        27:        13         13          4          4          4          0          0          .          .          0          0:
Old  :        27:        13         13          4          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  :                 63.9       48.9       80.0       71.8       60.6       46.4       72.7       65.7
Old  :                 63.9       48.9       80.0       71.8       60.6       46.4       72.7       65.7
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 - Options and Futures Combined, May 31, 2011                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              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  :    11,884:    10,073      4,949        493      5,306        800          0          0          0          0          0          0:      518       829
Old  :    11,884:    10,073      4,949        493      5,306        800          0          0          0          0          0          0:      518       829
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 24, 2011                                                                     :
     :       209:       184         54          0        135          0          0          0          0          0          0          0:       25        20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.8       41.6        4.1       44.6        6.7        0.0        0.0        0.0        0.0        0.0        0.0:      4.4       7.0
Old  :     100.0:      84.8       41.6        4.1       44.6        6.7        0.0        0.0        0.0        0.0        0.0        0.0:      4.4       7.0
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  :        28:        15         13          .          6          .          0          0          0          0          0          0:
Old  :        28:        15         13          .          6          .          0          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  :                 61.4       57.8       77.7       77.0       59.7       55.6       73.5       72.0
Old  :                 61.4       57.8       77.7       77.0       59.7       55.6       73.5       72.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 8, 2011