```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 5,210,778                :
: Positions                                                                                                    :
:1,931,883 1,320,460   378,826 1,229,948   642,071   597,864   183,539 1,069,441    15,382   184,333   565,033 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:   15,948   -14,284   -15,232    60,883   -42,167    27,497   -13,076    -5,527      -929    -8,220    50,814 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.1      25.3       7.3      23.6      12.3      11.5       3.5      20.5       0.3       3.5      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   227                     :
:      109       103        13        20        29        20        16        33         6        30        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   368,422                :
: Positions                                                                                                    :
:  236,143   224,960    51,345    47,047    49,882     7,022    27,601     7,356       240     2,528       951 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      571   -11,076    -7,458       -92       358       775     5,158       956      -330       917      -184 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.1      61.1      13.9      12.8      13.5       1.9       7.5       2.0       0.1       0.7       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       30        27         6         4         8         4         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   177,005                :
: Positions                                                                                                    :
:  112,420   115,812    29,672    29,888    22,526       436         0     6,322     1,543         0       449 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:    2,051     2,948    -1,272      -117       671       -89         0       595       625      -668      -401 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.5      65.4      16.8      16.9      12.7       0.2       0.0       3.6       0.9       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        25         .         9        11         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   325,059                :
: Positions                                                                                                    :
:  236,063   141,335    52,468   142,312    16,139    10,046     8,811     2,936     1,010         0       996 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:     -424     5,298     3,367    -1,939     1,006      -672       111    -2,162    -1,102      -305       -33 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.6      43.5      16.1      43.8       5.0       3.1       2.7       0.9       0.3       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       21        23         .         8         9         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   747,495                :
: Positions                                                                                                    :
:  584,492   280,845    11,267   270,468   132,932       389    40,298    14,346         0     3,958     1,096 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:   11,364    13,769    -4,567      -998     8,817       -82    -2,764     6,286         0      -811       526 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      37.6       1.5      36.2      17.8       0.1       5.4       1.9       0.0       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       34        28         5        14        19         .         5         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   229,949                :
: Positions                                                                                                    :
:  154,262   209,576    49,401     5,202     3,541    13,464       400     3,329         0     1,704         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:  -16,580    -4,060     1,413      -701       991       613    -9,329     1,966         0       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.1      91.1      21.5       2.3       1.5       5.9       0.2       1.4       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       28        22         .         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   400,042                :
: Positions                                                                                                    :
:  298,308   280,402    37,725    48,820    13,713     6,594    13,823    34,467         0         0         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:   -2,917    -1,362    -1,014        57       675       101    -2,556     2,574         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.6      70.1       9.4      12.2       3.4       1.6       3.5       8.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       30        26         5         9         7         .         5         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   244,756                :
: Positions                                                                                                    :
:  192,565   113,414     9,574    69,326    19,838    13,227    27,804     7,211         0     1,986         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:   -4,864    -2,103       428    -1,524         0      -535      -678      -499         0        60         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      46.3       3.9      28.3       8.1       5.4      11.4       2.9       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       19        21         7         6         8         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,280,440                :
: Positions                                                                                                    :
:  125,915   143,173   233,936   106,603   115,775   213,026   310,207   299,743    59,865   100,193   148,287 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:    4,396     1,259    -4,667     1,331     4,505     7,536     3,007   -13,374    -1,221    -1,838    11,940 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.8      11.2      18.3       8.3       9.0      16.6      24.2      23.4       4.7       7.8      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   363                     :
:       43        42        25        10        32        74        86        85        69        43        69 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #02365O                                                    Open Interest is    59,108                :
: Positions                                                                                                    :
:   43,529    13,738     6,288    21,891     1,900       621    14,218       882         0         0         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      23.2      10.6      37.0       3.2       1.1      24.1       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7         6         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 2,506,781                :
: Positions                                                                                                    :
:  264,196   214,184    51,290   109,442 1,019,471    93,553   124,785   514,900    55,630    14,180   502,930 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:    1,603     4,431       557     4,683     9,337     8,844     2,573     1,154     4,119     3,387     5,345 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.5       8.5       2.0       4.4      40.7       3.7       5.0      20.5       2.2       0.6      20.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   144                     :
:       40        37        10        14        23        24        25        39        17        13        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   113,744                :
: Positions                                                                                                    :
:    1,344     3,769     2,868     4,105    50,733    11,167     2,656     1,050     9,360    14,843    34,412 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:        0       -61       -99        53        -7         0         0         0      -594      -630     5,261 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      1.2       3.3       2.5       3.6      44.6       9.8       2.3       0.9       8.2      13.0      30.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        4         5         .         4         6         4         .         5         6         5        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is   122,686                :
: Positions                                                                                                    :
:    1,582     6,686     2,669    15,008    13,841    48,624    30,441    53,152     1,124     1,718     1,341 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      145       638       123       653       935     1,946       657     3,116        43       248        44 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      1.3       5.4       2.2      12.2      11.3      39.6      24.8      43.3       0.9       1.4       1.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:        4         9         .         5         5         5        12        12         .         4         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is    79,246                :
: Positions                                                                                                    :
:   46,730    34,034    12,997    22,380     9,359         0     1,737     1,827         0         0         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:     -399       -32         0         0         0         0      -367       402         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      42.9      16.4      28.2      11.8       0.0       2.2       2.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         4         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,778,807                :
: Positions                                                                                                    :
:  600,210   471,191   401,380   724,340   499,073   335,858   225,162   516,980   153,850    83,173   238,273 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:   -1,121     3,288     5,655   -32,192    17,909     1,231    35,345   -17,330     5,280     4,015     1,080 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     21.6      17.0      14.4      26.1      18.0      12.1       8.1      18.6       5.5       3.0       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   155                     :
:       66        61         7        19        24        18        14        25        12        11        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,515,551                :
: Positions                                                                                                    :
:  115,255   225,761   377,560   282,322   367,219   154,717   220,160   182,579   131,817    53,616   181,690 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:     -614     3,289    58,484    17,094     2,488   -19,094    -7,756    12,925   -10,246    16,115    13,634 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.6      14.9      24.9      18.6      24.2      10.2      14.5      12.0       8.7       3.5      12.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    88                     :
:       19        19        15         8        18        15         8        19         8        12        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    21,579                :
: Positions                                                                                                    :
:   19,306    12,923       255     6,712       857       660         0         0       170       249        35 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:    1,056     1,153        60       -72       313        60         0         0       -10        85        35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.5      59.9       1.2      31.1       4.0       3.1       0.0       0.0       0.8       1.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        22         .         8         7         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     9,527                :
: Positions                                                                                                    :
:    7,174     3,625       195     5,134       265     1,160         0         0       100         0         0 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:     -585        30        30       165         0       660         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.3      38.0       2.0      53.9       2.8      12.2       0.0       0.0       1.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        12         .         4         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     6,509                :
: Positions                                                                                                    :
:    4,328     3,251     1,370     1,578       481         0       540         0         0        85        15 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      200       105         0       -25        20         0       120         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      49.9      21.0      24.2       7.4       0.0       8.3       0.0       0.0       1.3       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         7         .         5         6         0         .         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of March 20, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,098                :
: Positions                                                                                                    :
:    4,218     3,233     2,965     4,864       329         0         0         0       710         0        25 :
:                                                                                                              :
: Changes from:     March 13, 2012                                                                             :
:      167       472       240         0        45         0         0         0       145       -15        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     46.4      35.5      32.6      53.5       3.6       0.0       0.0       0.0       7.8       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13         9         .         6         4         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated March 23, 2012