```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 5,331,752: 2,007,564  1,505,809    343,881  1,391,130    601,928    854,368    186,884    867,816     25,185    150,451    604,812:   26,198    22,922
Old  : 5,331,752: 2,007,564  1,505,809    343,881  1,391,130    601,928    854,368    186,884    867,816     25,185    150,451    604,812:   26,198    22,922
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :   115,168:    25,975     43,120     10,248     20,085     16,857     94,285     27,659    -57,718    -39,439      3,391     59,646:    5,314     2,128
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.7       28.2        6.4       26.1       11.3       16.0        3.5       16.3        0.5        2.8       11.3:      0.5       0.4
Old  :     100.0:      37.7       28.2        6.4       26.1       11.3       16.0        3.5       16.3        0.5        2.8       11.3:      0.5       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       225:       112        107         10         23         28         19         16         32         14         20         31:
Old  :       225:       112        107         10         23         28         19         16         32         14         20         31:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       20.4       41.5       34.2       18.4       16.4       27.6       24.9
Old  :                 24.1       20.4       41.5       34.2       18.4       16.4       27.6       24.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   319,862:   216,511    224,126     45,726     49,320     29,260      2,330      4,493      5,332      1,358        542      1,817:   17,528     4,972
Old  :   319,862:   216,511    224,126     45,726     49,320     29,260      2,330      4,493      5,332      1,358        542      1,817:   17,528     4,972
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :    -3,529:    -5,798        265      3,184        633     -1,909        495     -2,648        433        242       -296       -213:       37       206
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.7       70.1       14.3       15.4        9.1        0.7        1.4        1.7        0.4        0.2        0.6:      5.5       1.6
Old  :     100.0:      67.7       70.1       14.3       15.4        9.1        0.7        1.4        1.7        0.4        0.2        0.6:      5.5       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  :        55:        31         31          6          4          9          .          .          4          .          .          .:
Old  :        55:        31         31          6          4          9          .          .          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       54.1       62.2       69.6       43.1       47.4       54.4       56.3
Old  :                 46.7       54.1       62.2       69.6       43.1       47.4       54.4       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   178,879:   115,992     91,752     28,403     45,955     23,994      2,503     10,025      3,715        232        239        831:    3,209     2,368
Old  :   178,879:   115,992     91,752     28,403     45,955     23,994      2,503     10,025      3,715        232        239        831:    3,209     2,368
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :       668:    -1,251       -172       -930       -655        981      1,874        126          0       -182         62         29:      147       297
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.8       51.3       15.9       25.7       13.4        1.4        5.6        2.1        0.1        0.1        0.5:      1.8       1.3
Old  :     100.0:      64.8       51.3       15.9       25.7       13.4        1.4        5.6        2.1        0.1        0.1        0.5:      1.8       1.3
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  :        40:        22         22          .         10         11          .          .          .          .          .          .:
Old  :        40:        22         22          .         10         11          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.3       36.1       76.3       56.4       53.8       34.2       61.1       50.2
Old  :                 59.3       36.1       76.3       56.4       53.8       34.2       61.1       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   272,989:   189,931    110,610     42,048     96,776     30,193      1,468     15,903      1,842          0        241        493:    7,014    16,931
Old  :   272,989:   189,931    110,610     42,048     96,776     30,193      1,468     15,903      1,842          0        241        493:    7,014    16,931
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :       353:      -396     -2,783        623      1,790         11     -1,050       -449        214       -239        241         28:    1,162     1,301
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.6       40.5       15.4       35.5       11.1        0.5        5.8        0.7        0.0        0.1        0.2:      2.6       6.2
Old  :     100.0:      69.6       40.5       15.4       35.5       11.1        0.5        5.8        0.7        0.0        0.1        0.2:      2.6       6.2
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  :        46:        22         20          4          8         10          .          .          .          0          .          .:
Old  :        46:        22         20          4          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  :                 49.6       50.5       68.9       70.0       47.4       40.8       64.5       56.3
Old  :                 49.6       50.5       68.9       70.0       47.4       40.8       64.5       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   824,113:   647,233    316,360      7,720    317,439    133,773        564     23,613     28,377      1,973        129      1,069:    3,404     3,353
Old  :   824,113:   647,233    316,360      7,720    317,439    133,773        564     23,613     28,377      1,973        129      1,069:    3,404     3,353
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :    35,393:    23,360     22,436         94      7,138      3,288        564     -4,262      7,125      1,138       -586        -27:     -149       281
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.5       38.4        0.9       38.5       16.2        0.1        2.9        3.4        0.2        0.0        0.1:      0.4       0.4
Old  :     100.0:      78.5       38.4        0.9       38.5       16.2        0.1        2.9        3.4        0.2        0.0        0.1:      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  :        69:        37         29          4         15         19          .          6          6          .          .          .:
Old  :        69:        37         29          4         15         19          .          6          6          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.9       34.8       56.1       53.5       28.5       27.1       42.4       36.5
Old  :                 36.9       34.8       56.1       53.5       28.5       27.1       42.4       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 - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   235,199:   157,054    203,893     35,965      9,164     18,019     17,561          0      1,079          0          0          0:    5,521     3,044
Old  :   235,199:   157,054    203,893     35,965      9,164     18,019     17,561          0      1,079          0          0          0:    5,521     3,044
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     3,141:     3,183      5,003       -637     -1,280        848        235          0       -244          0          0          0:     -244    -1,186
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.8       86.7       15.3        3.9        7.7        7.5        0.0        0.5        0.0        0.0        0.0:      2.3       1.3
Old  :     100.0:      66.8       86.7       15.3        3.9        7.7        7.5        0.0        0.5        0.0        0.0        0.0:      2.3       1.3
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  :        41:        27         25          .          .          .          .          0          .          0          0          0:
Old  :        41:        27         25          .          .          .          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.0       57.1       67.3       76.8       39.1       57.0       55.8       68.3
Old  :                 47.0       57.1       67.3       76.8       39.1       57.0       55.8       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   364,595:   270,960    224,075     26,279     70,108     10,891      3,701      5,001     45,461          0          0          0:    7,303     9,059
Old  :   364,595:   270,960    224,075     26,279     70,108     10,891      3,701      5,001     45,461          0          0          0:    7,303     9,059
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     2,780:    -1,195     -1,642          0      7,188        -50      1,983     -5,002      2,042          0          0          0:        0       244
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.3       61.5        7.2       19.2        3.0        1.0        1.4       12.5        0.0        0.0        0.0:      2.0       2.5
Old  :     100.0:      74.3       61.5        7.2       19.2        3.0        1.0        1.4       12.5        0.0        0.0        0.0:      2.0       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  :        58:        29         27          4         11          8          4          4          5          0          0          0:
Old  :        58:        29         27          4         11          8          4          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  :                 39.0       50.7       57.7       64.3       31.8       43.4       45.6       54.1
Old  :                 39.0       50.7       57.7       64.3       31.8       43.4       45.6       54.1
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 - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   179,398:   125,482     89,976      5,279     56,011     18,171     20,840      1,596      6,568          0      1,644          0:    3,058     5,432
Old  :   179,398:   125,482     89,976      5,279     56,011     18,171     20,840      1,596      6,568          0      1,644          0:    3,058     5,432
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :    -6,022:    -4,770     -1,513        -60     -6,131       -808     -3,014        124      2,066          0        240          0:      564         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.9       50.2        2.9       31.2       10.1       11.6        0.9        3.7        0.0        0.9        0.0:      1.7       3.0
Old  :     100.0:      69.9       50.2        2.9       31.2       10.1       11.6        0.9        3.7        0.0        0.9        0.0:      1.7       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  :        49:        19         22          4          8          9          5          .          .          0          .          0:
Old  :        49:        19         22          4          8          9          5          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.7       37.8       69.4       56.1       51.8       31.1       60.0       45.9
Old  :                 54.7       37.8       69.4       56.1       51.8       31.1       60.0       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,207,028:   109,606    121,376    205,650    116,935    112,337    188,127    246,701    325,031     47,344     89,005    148,258:   70,675    47,385
Old  : 1,207,028:   109,606    121,376    205,650    116,935    112,337    188,127    246,701    325,031     47,344     89,005    148,258:   70,675    47,385
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :    -3,264:    -1,928      1,433    -10,704     -1,697     -6,181     -9,142    -10,287     11,025      3,844    -10,457      9,921:      -99     2,979
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.1       10.1       17.0        9.7        9.3       15.6       20.4       26.9        3.9        7.4       12.3:      5.9       3.9
Old  :     100.0:       9.1       10.1       17.0        9.7        9.3       15.6       20.4       26.9        3.9        7.4       12.3:      5.9       3.9
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  :       307:        41         37         22         12         27         57         80         79         46         34         57:
Old  :       307:        41         37         22         12         27         57         80         79         46         34         57:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       24.0       28.3       36.8       10.7       16.3       18.5       21.8
Old  :                 17.7       24.0       28.3       36.8       10.7       16.3       18.5       21.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-02365O
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    44,329:    31,429     10,098      5,965     17,822      1,491        625      8,107        878          0          0          0:    3,941     5,933
Old  :    44,329:    31,429     10,098      5,965     17,822      1,491        625      8,107        878          0          0          0:    3,941     5,933
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :        -8:         0          0          0          0          0          0         40         -8          0          0          0:        0       -40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.9       22.8       13.5       40.2        3.4        1.4       18.3        2.0        0.0        0.0        0.0:      8.9      13.4
Old  :     100.0:      70.9       22.8       13.5       40.2        3.4        1.4       18.3        2.0        0.0        0.0        0.0:      8.9      13.4
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  :        21:         6          6          .          5          .          .          .          .          0          0          0:
Old  :        21:         6          6          .          5          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.9       46.1       86.3       70.9       71.4       44.0       83.9       67.3
Old  :                 72.9       46.1       86.3       70.9       71.4       44.0       83.9       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    82,881:     5,014      3,006     28,718     16,644      7,701      6,066      5,385        875      4,469     24,951     22,425:    7,613     1,894
Old  :    82,881:     5,014      3,006     28,718     16,644      7,701      6,066      5,385        875      4,469     24,951     22,425:    7,613     1,894
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :       883:       284        414      1,235          0        163        400        135       -100       -328      5,810     -5,723:    4,952       184
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.0        3.6       34.6       20.1        9.3        7.3        6.5        1.1        5.4       30.1       27.1:      9.2       2.3
Old  :     100.0:       6.0        3.6       34.6       20.1        9.3        7.3        6.5        1.1        5.4       30.1       27.1:      9.2       2.3
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  :        32:         7          7          6          .          7          .          .          .          6          5         11:
Old  :        32:         7          7          6          .          7          .          .          .          6          5         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.5       69.4       70.4       81.3       43.7       48.5       47.0       56.3
Old  :                 56.5       69.4       70.4       81.3       43.7       48.5       47.0       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    71,645:    40,102     30,275     13,630     19,857      7,993          0      1,610      3,051          0          0          0:    6,869     8,859
Old  :    71,645:    40,102     30,275     13,630     19,857      7,993          0      1,610      3,051          0          0          0:    6,869     8,859
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :       116:       -24        144          0          0          0          0       -168        140          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.0       42.3       19.0       27.7       11.2        0.0        2.2        4.3        0.0        0.0        0.0:      9.6      12.4
Old  :     100.0:      56.0       42.3       19.0       27.7       11.2        0.0        2.2        4.3        0.0        0.0        0.0:      9.6      12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12          9          4          4          .          0          .          .          0          0          0:
Old  :        23:        12          9          4          4          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.1       39.4       68.1       62.6       34.6       33.8       53.1       51.4
Old  :                 44.1       39.4       68.1       62.6       34.6       33.8       53.1       51.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,815,658:   650,156    519,619    347,033    762,930    504,006    325,163    130,500    564,381    133,400     25,599    254,472:   37,047    54,151
Old  : 2,815,658:   650,156    519,619    347,033    762,930    504,006    325,163    130,500    564,381    133,400     25,599    254,472:   37,047    54,151
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :    13,950:       583      6,883        969     -3,982      3,294        317     -5,196     -4,522     -6,668    -27,061     14,577:    5,400    29,957
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.1       18.5       12.3       27.1       17.9       11.5        4.6       20.0        4.7        0.9        9.0:      1.3       1.9
Old  :     100.0:      23.1       18.5       12.3       27.1       17.9       11.5        4.6       20.0        4.7        0.9        9.0:      1.3       1.9
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  :       160:        73         60          9         17         23         18         12         25         15          8         20:
Old  :       160:        73         60          9         17         23         18         12         25         15          8         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       25.7       42.1       41.3       17.8       15.4       24.8       24.8
Old  :                 29.4       25.7       42.1       41.3       17.8       15.4       24.8       24.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,274,822:   115,227    194,426    226,325    263,901    349,510    119,574     91,285    208,551    102,806     15,649    147,852:    4,977     3,648
Old  : 1,274,822:   115,227    194,426    226,325    263,901    349,510    119,574     91,285    208,551    102,806     15,649    147,852:    4,977     3,648
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :  -229,893:   -12,206    -36,990   -120,109    -34,295     -9,041    -33,581   -169,405     16,983    -66,001      8,481     -4,184:   -1,754    -1,442
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.0       15.3       17.8       20.7       27.4        9.4        7.2       16.4        8.1        1.2       11.6:      0.4       0.3
Old  :     100.0:       9.0       15.3       17.8       20.7       27.4        9.4        7.2       16.4        8.1        1.2       11.6:      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  :        83:        20         17         17          7         19         12         12         19          5          9         11:
Old  :        83:        20         17         17          7         19         12         12         19          5          9         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       39.0       57.2       58.2       17.3       23.9       25.7       33.6
Old  :                 35.2       39.0       57.2       58.2       17.3       23.9       25.7       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    27,276:    22,985     20,345        335      5,028      1,157      2,160          0          0        243         45         77:      319       624
Old  :    27,276:    22,985     20,345        335      5,028      1,157      2,160          0          0        243         45         77:      319       624
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :     1,302:       956      1,722          0       -819        327          0          0          0       -123          0         77:       65        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.3       74.6        1.2       18.4        4.2        7.9        0.0        0.0        0.9        0.2        0.3:      1.2       2.3
Old  :     100.0:      84.3       74.6        1.2       18.4        4.2        7.9        0.0        0.0        0.9        0.2        0.3:      1.2       2.3
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  :        45:        28         24          .          8          7          .          0          0          .          .          .:
Old  :        45:        28         24          .          8          7          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       47.6       64.4       66.7       43.8       45.0       59.9       61.3
Old  :                 44.3       47.6       64.4       66.7       43.8       45.0       59.9       61.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     8,822:     6,451      3,421        316      4,776        263      1,280          0          0          0          0          0:      512       362
Old  :     8,822:     6,451      3,421        316      4,776        263      1,280          0          0          0          0          0:      512       362
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :       465:       465        420          0         75          0          0          0          0          0          0          0:        0       -30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.1       38.8        3.6       54.1        3.0       14.5        0.0        0.0        0.0        0.0        0.0:      5.8       4.1
Old  :     100.0:      73.1       38.8        3.6       54.1        3.0       14.5        0.0        0.0        0.0        0.0        0.0:      5.8       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        14          9          .          4          .          .          0          0          0          0          0:
Old  :        23:        14          9          .          4          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       62.9       73.9       85.2       57.7       61.4       69.4       78.7
Old  :                 57.7       62.9       73.9       85.2       57.7       61.4       69.4       78.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     8,756:     6,041      3,853        972      1,439      1,173          0      1,500          0        105          0         65:      400       726
Old  :     8,756:     6,041      3,853        972      1,439      1,173          0      1,500          0        105          0         65:      400       726
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :       521:       444        344        -15         -4        136          0          0          0        -29          0         65:      -80       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.0       44.0       11.1       16.4       13.4        0.0       17.1        0.0        1.2        0.0        0.7:      4.6       8.3
Old  :     100.0:      69.0       44.0       11.1       16.4       13.4        0.0       17.1        0.0        1.2        0.0        0.7:      4.6       8.3
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  :        22:         9          8          .          5          6          0          .          0          .          0          .:
Old  :        22:         9          8          .          5          6          0          .          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       53.3       84.2       72.7       60.4       49.5       67.8       62.1
Old  :                 63.9       53.3       84.2       72.7       60.4       49.5       67.8       62.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, May 29, 2012                    
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,355:     5,072      4,870      3,420      4,600        210          0          0          0      1,060          0          0:      593       675
Old  :    10,355:     5,072      4,870      3,420      4,600        210          0          0          0      1,060          0          0:      593       675
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       May 22, 2012                                                                     :
     :        -1:       -10        117          0       -127          0          0          0          0          0          0          0:        9         9
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      49.0       47.0       33.0       44.4        2.0        0.0        0.0        0.0       10.2        0.0        0.0:      5.7       6.5
Old  :     100.0:      49.0       47.0       33.0       44.4        2.0        0.0        0.0        0.0       10.2        0.0        0.0:      5.7       6.5
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  :        29:        17         13          .          6          4          0          0          0          .          0          0:
Old  :        29:        17         13          .          6          4          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       48.7       72.1       72.6       49.9       44.8       63.9       62.6
Old  :                 51.5       48.7       72.1       72.6       49.9       44.8       63.9       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated June 5, 2012