```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, February 21, 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  : 5,361,287: 1,975,987  1,295,434    312,820  1,149,509    799,704    617,009    336,675  1,063,598     46,554    165,694    534,092:   11,523    16,581
Old  : 5,361,287: 1,975,987  1,295,434    312,820  1,149,509    799,704    617,009    336,675  1,063,598     46,554    165,694    534,092:   11,523    16,581
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :   -30,496:      -165      6,224     -6,844     33,172     31,468     73,995     31,748    -81,919     17,895     12,541    -58,322:   -6,604    -5,408
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.9       24.2        5.8       21.4       14.9       11.5        6.3       19.8        0.9        3.1       10.0:      0.2       0.3
Old  :     100.0:      36.9       24.2        5.8       21.4       14.9       11.5        6.3       19.8        0.9        3.1       10.0:      0.2       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       226:       112        102         14         23         34         21         13         32         13         22         28:
Old  :       226:       112        102         14         23         34         21         13         32         13         22         28:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.0       22.1       41.0       36.3       17.6       15.5       23.8       23.2
Old  :                 24.0       22.1       41.0       36.3       17.6       15.5       23.8       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Futures Only, February 21, 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  :   367,700:   218,011    235,309     69,392     39,588     44,853      5,816     30,253      8,930      1,685        711      2,229:   16,784     5,827
Old  :   367,700:   218,011    235,309     69,392     39,588     44,853      5,816     30,253      8,930      1,685        711      2,229:   16,784     5,827
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :     3,355:     6,608     10,540      1,406      1,697     -2,778       -298     -5,192       -801       -407        711         68:     -443      -890
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.3       64.0       18.9       10.8       12.2        1.6        8.2        2.4        0.5        0.2        0.6:      4.6       1.6
Old  :     100.0:      59.3       64.0       18.9       10.8       12.2        1.6        8.2        2.4        0.5        0.2        0.6:      4.6       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:        29         25          7          5         10          .          6          6          .          .          .:
Old  :        55:        29         25          7          5         10          .          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  :                 32.7       46.4       56.3       72.0       29.9       41.3       48.2       58.1
Old  :                 32.7       46.4       56.3       72.0       29.9       41.3       48.2       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, February 21, 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  :   167,837:   106,669    108,624     30,083     31,081     20,603      1,457          0      4,945        373          0        671:    3,036     1,913
Old  :   167,837:   106,669    108,624     30,083     31,081     20,603      1,457          0      4,945        373          0        671:    3,036     1,913
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :     2,684:     1,285        655      1,597      2,177        180        705          0       -298        248          0         31:   -1,064       -61
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.6       64.7       17.9       18.5       12.3        0.9        0.0        2.9        0.2        0.0        0.4:      1.8       1.1
Old  :     100.0:      63.6       64.7       17.9       18.5       12.3        0.9        0.0        2.9        0.2        0.0        0.4:      1.8       1.1
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  :        42:        24         24          .         10         12          .          0          .          .          0          .:
Old  :        42:        24         24          .         10         12          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       43.2       72.6       59.3       55.9       38.8       61.3       49.6
Old  :                 58.5       43.2       72.6       59.3       55.9       38.8       61.3       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Futures Only, February 21, 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  :   330,603:   236,317    130,049     52,144    150,684     20,186     11,035     14,204      4,046      3,852        238        515:    2,508    10,681
Old  :   330,603:   236,317    130,049     52,144    150,684     20,186     11,035     14,204      4,046      3,852        238        515:    2,508    10,681
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :    12,811:    10,292     10,394        862        917      1,107        642     -1,616        115          0        238        335:     -542     1,321
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.5       39.3       15.8       45.6        6.1        3.3        4.3        1.2        1.2        0.1        0.2:      0.8       3.2
Old  :     100.0:      71.5       39.3       15.8       45.6        6.1        3.3        4.3        1.2        1.2        0.1        0.2:      0.8       3.2
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  :        49:        21         24          4          9         11          .          .          4          .          .          .:
Old  :        49:        21         24          4          9         11          .          .          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       49.4       70.2       68.0       45.5       44.1       66.9       61.3
Old  :                 46.8       49.4       70.2       68.0       45.5       44.1       66.9       61.3
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, February 21, 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  :   742,130:   580,034    283,182     13,844    274,131    130,840         84     25,727     12,856        643      9,769      1,981:    1,848     3,644
Old  :   742,130:   580,034    283,182     13,844    274,131    130,840         84     25,727     12,856        643      9,769      1,981:    1,848     3,644
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :    19,570:    14,048      9,970       -384      1,665      8,466         84      2,122     -3,710        643       -466        422:        1     1,101
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.2       38.2        1.9       36.9       17.6        0.0        3.5        1.7        0.1        1.3        0.3:      0.2       0.5
Old  :     100.0:      78.2       38.2        1.9       36.9       17.6        0.0        3.5        1.7        0.1        1.3        0.3:      0.2       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        73:        37         28          6         16         21          .          7          6          .          .          .:
Old  :        73:        37         28          6         16         21          .          7          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  :                 41.0       39.4       57.5       55.9       32.0       32.7       45.5       42.4
Old  :                 41.0       39.4       57.5       55.9       32.0       32.7       45.5       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Futures Only, February 21, 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  :   236,639:   165,211    199,739     50,379      8,667      6,216      8,294     17,601      1,815          0          0          0:    4,724     2,601
Old  :   236,639:   165,211    199,739     50,379      8,667      6,216      8,294     17,601      1,815          0          0          0:    4,724     2,601
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :     3,021:     2,477      2,785        924        515         92       -230        110       -393          0          0          0:      151       -88
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.8       84.4       21.3        3.7        2.6        3.5        7.4        0.8        0.0        0.0        0.0:      2.0       1.1
Old  :     100.0:      69.8       84.4       21.3        3.7        2.6        3.5        7.4        0.8        0.0        0.0        0.0:      2.0       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        29         28          6          .          6          .          .          .          0          0          0:
Old  :        50:        29         28          6          .          6          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       57.9       64.6       74.6       41.0       57.8       55.1       72.0
Old  :                 46.7       57.9       64.6       74.6       41.0       57.8       55.1       72.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Futures Only, February 21, 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  :   408,317:   304,994    293,444     43,168     55,286     13,189      9,791     12,274     28,414          0          0          0:    8,761     5,710
Old  :   408,317:   304,994    293,444     43,168     55,286     13,189      9,791     12,274     28,414          0          0          0:    8,761     5,710
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :    12,077:    11,977      9,409     -3,693          0       -277        787     -1,092      4,622          0          0          0:   -1,339      -585
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.7       71.9       10.6       13.5        3.2        2.4        3.0        7.0        0.0        0.0        0.0:      2.1       1.4
Old  :     100.0:      74.7       71.9       10.6       13.5        3.2        2.4        3.0        7.0        0.0        0.0        0.0:      2.1       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        60:        32         27          7          9         10          .          4          5          0          0          0:
Old  :        60:        32         27          7          9         10          .          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  :                 35.6       59.2       53.1       70.5       33.1       56.6       48.2       64.9
Old  :                 35.6       59.2       53.1       70.5       33.1       56.6       48.2       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Futures Only, February 21, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   264,358:   226,233    121,864      5,336     77,546     19,981        421     26,061      9,730          0      1,864         62:    2,595     7,250
Old  :   264,358:   226,233    121,864      5,336     77,546     19,981        421     26,061      9,730          0      1,864         62:    2,595     7,250
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :    15,576:    18,232      9,790        928      1,482        224     -5,279        716      3,823          0          0          0:   -2,352      -459
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.6       46.1        2.0       29.3        7.6        0.2        9.9        3.7        0.0        0.7        0.0:      1.0       2.7
Old  :     100.0:      85.6       46.1        2.0       29.3        7.6        0.2        9.9        3.7        0.0        0.7        0.0:      1.0       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        18         23          4          7          8          .          4          .          0          .          .:
Old  :        44:        18         23          4          7          8          .          4          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.6       40.9       83.8       59.8       71.7       37.7       74.9       54.2
Old  :                 73.6       40.9       83.8       59.8       71.7       37.7       74.9       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, February 21, 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  : 1,252,913:   129,636    154,569    235,438    109,704    117,868    214,742    285,574    314,145     44,466     98,563    126,847:   69,771    45,643
Old  : 1,252,913:   129,636    154,569    235,438    109,704    117,868    214,742    285,574    314,145     44,466     98,563    126,847:   69,771    45,643
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :    -9,341:    -3,465     -5,808       -921      3,452      6,035     -7,089      1,429      4,294      5,677     -4,069    -12,217:   -1,655    -2,457
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.3       12.3       18.8        8.8        9.4       17.1       22.8       25.1        3.5        7.9       10.1:      5.6       3.6
Old  :     100.0:      10.3       12.3       18.8        8.8        9.4       17.1       22.8       25.1        3.5        7.9       10.1:      5.6       3.6
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  :       325:        43         38         26         11         30         60         85         78         42         42         59:
Old  :       325:        43         38         26         11         30         60         85         78         42         42         59:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       22.7       32.1       36.3       11.7       17.6       19.1       23.1
Old  :                 19.0       22.7       32.1       36.3       11.7       17.6       19.1       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, February 21, 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  :   108,170:     1,595      2,100        300      4,549     53,441      8,242        656      7,300      9,997     13,895     25,441:    1,854       788
Old  :   108,170:     1,595      2,100        300      4,549     53,441      8,242        656      7,300      9,997     13,895     25,441:    1,854       788
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :     8,288:         0          0          0       -421        120        500          0      3,550      2,573      3,500      1,451:       94        88
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       1.5        1.9        0.3        4.2       49.4        7.6        0.6        6.7        9.2       12.8       23.5:      1.7       0.7
Old  :     100.0:       1.5        1.9        0.3        4.2       49.4        7.6        0.6        6.7        9.2       12.8       23.5:      1.7       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        26:         4          4          .          .          6          4          .          5          6          4          9:
Old  :        26:         4          4          .          .          6          4          .          5          6          4          9:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.2       69.0       83.7       87.5       14.8       15.8       16.4       18.4
Old  :                 67.2       69.0       83.7       87.5       14.8       15.8       16.4       18.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Futures Only, February 21, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    50,391:    27,722     16,289     13,055     13,889      2,707          0      7,054      1,888          0          0          0:    5,019     8,564
Old  :    50,391:    27,722     16,289     13,055     13,889      2,707          0      7,054      1,888          0          0          0:    5,019     8,564
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :     1,382:       110      1,202          0          0          0          0        184       -184          0          0          0:    1,456       180
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.0       32.3       25.9       27.6        5.4        0.0       14.0        3.7        0.0        0.0        0.0:     10.0      17.0
Old  :     100.0:      55.0       32.3       25.9       27.6        5.4        0.0       14.0        3.7        0.0        0.0        0.0:     10.0      17.0
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  :        20:         9          7          4          .          4          0          .          .          0          0          0:
Old  :        20:         9          7          4          .          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       53.8       77.8       71.9       49.4       48.8       71.3       64.9
Old  :                 51.5       53.8       77.8       71.9       49.4       48.8       71.3       64.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Futures Only, February 21, 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  :    81,286:    47,129     33,171     13,057     24,457      9,762          0      1,556      2,538          0          0          0:    8,800     9,802
Old  :    81,286:    47,129     33,171     13,057     24,457      9,762          0      1,556      2,538          0          0          0:    8,800     9,802
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :       346:       394        124          0          0          0        -31        239        -17          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.0       40.8       16.1       30.1       12.0        0.0        1.9        3.1        0.0        0.0        0.0:     10.8      12.1
Old  :     100.0:      58.0       40.8       16.1       30.1       12.0        0.0        1.9        3.1        0.0        0.0        0.0:     10.8      12.1
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  :        25:        12         10          4          4          .          0          .          .          0          0          0:
Old  :        25:        12         10          4          4          .          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.2       39.7       69.3       64.4       33.3       34.8       55.3       55.9
Old  :                 45.2       39.7       69.3       64.4       33.3       34.8       55.3       55.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, February 21, 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  : 2,940,899:   625,109    477,416    416,019    750,223    547,331    325,554    258,657    573,932    209,432    105,923    205,670:   37,852    21,747
Old  : 2,940,899:   625,109    477,416    416,019    750,223    547,331    325,554    258,657    573,932    209,432    105,923    205,670:   37,852    21,747
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :    61,969:    14,900      2,571     -5,916     -9,727     38,743    -23,355    -34,628     48,074    -18,219     10,367      7,416:      326      -847
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.3       16.2       14.1       25.5       18.6       11.1        8.8       19.5        7.1        3.6        7.0:      1.3       0.7
Old  :     100.0:      21.3       16.2       14.1       25.5       18.6       11.1        8.8       19.5        7.1        3.6        7.0:      1.3       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       165:        71         65          8         19         26         22         13         28         13         11         18:
Old  :       165:        71         65          8         19         26         22         13         28         13         11         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.2       28.1       43.8       45.8       22.0       18.5       28.5       27.7
Old  :                 30.2       28.1       43.8       45.8       22.0       18.5       28.5       27.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, February 21, 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  : 1,466,658:   122,220    235,479    290,003    417,950    345,301    308,232     42,139    203,049     46,479     73,786    147,192:    4,182     1,762
Old  : 1,466,658:   122,220    235,479    290,003    417,950    345,301    308,232     42,139    203,049     46,479     73,786    147,192:    4,182     1,762
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :    32,981:     4,752      5,747      4,600      4,928      8,141      7,262     13,322      5,280     18,550     10,770    -15,225:     -379        18
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.3       16.1       19.8       28.5       23.5       21.0        2.9       13.8        3.2        5.0       10.0:      0.3       0.1
Old  :     100.0:       8.3       16.1       19.8       28.5       23.5       21.0        2.9       13.8        3.2        5.0       10.0:      0.3       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        93:        20         21         15         10         18         16          8         17          8         12         15:
Old  :        93:        20         21         15         10         18         16          8         17          8         12         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.6       42.2       59.2       59.1       19.9       30.8       31.4       39.5
Old  :                 34.6       42.2       59.2       59.1       19.9       30.8       31.4       39.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, February 21, 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  :    18,745:    17,724     11,054        173      6,897        302          0          0          0        220          0          0:      326       492
Old  :    18,745:    17,724     11,054        173      6,897        302          0          0          0        220          0          0:      326       492
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :       333:       268        392         60        -60        -14          0          0          0        135          0          0:     -116        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.6       59.0        0.9       36.8        1.6        0.0        0.0        0.0        1.2        0.0        0.0:      1.7       2.6
Old  :     100.0:      94.6       59.0        0.9       36.8        1.6        0.0        0.0        0.0        1.2        0.0        0.0:      1.7       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        25         25          .          9          6          0          0          0          .          0          0:
Old  :        44:        25         25          .          9          6          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.5       37.9       67.7       59.8       48.5       37.8       60.9       50.4
Old  :                 50.5       37.9       67.7       59.8       48.5       37.8       60.9       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, February 21, 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  :     8,990:     7,298      3,129        222      5,006        273        305          0          0        270          3         27:      595       552
Old  :     8,990:     7,298      3,129        222      5,006        273        305          0          0        270          3         27:      595       552
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :       280:      -126        -21          0        305          0        305          0          0         15          0          0:       86        -4
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      81.2       34.8        2.5       55.7        3.0        3.4        0.0        0.0        3.0        0.0        0.3:      6.6       6.1
Old  :     100.0:      81.2       34.8        2.5       55.7        3.0        3.4        0.0        0.0        3.0        0.0        0.3:      6.6       6.1
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:        13         11          .          4          .          .          0          0          .          .          .:
Old  :        23:        13         11          .          4          .          .          0          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       62.5       71.4       82.6       48.5       62.5       62.0       71.3
Old  :                 52.1       62.5       71.4       82.6       48.5       62.5       62.0       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, February 21, 2012               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     6,128:     3,885      3,217      1,376      1,656        523          0          0          0          0        155         20:      324       557
Old  :     6,128:     3,885      3,217      1,376      1,656        523          0          0          0          0        155         20:      324       557
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.4       52.5       22.5       27.0        8.5        0.0        0.0        0.0        0.0        2.5        0.3:      5.3       9.1
Old  :     100.0:      63.4       52.5       22.5       27.0        8.5        0.0        0.0        0.0        0.0        2.5        0.3:      5.3       9.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:        10          6          4          4          6          0          0          0          0          .          .:
Old  :        20:        10          6          4          4          6          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       52.7       79.4       76.8       55.8       40.6       62.9       56.5
Old  :                 55.9       52.7       79.4       76.8       55.8       40.6       62.9       56.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, February 21, 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  :     8,916:     4,644      3,114      2,993      4,984        145          0          0          0        450         40          0:      684       633
Old  :     8,916:     4,644      3,114      2,993      4,984        145          0          0          0        450         40          0:      684       633
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       February 14, 2012                                                                :
     :       515:         5        245        -60        120         15          0          0          0        450         40          0:      105        95
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.1       34.9       33.6       55.9        1.6        0.0        0.0        0.0        5.0        0.4        0.0:      7.7       7.1
Old  :     100.0:      52.1       34.9       33.6       55.9        1.6        0.0        0.0        0.0        5.0        0.4        0.0:      7.7       7.1
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:        11          8          .          5          .          0          0          0          .          .          0:
Old  :        23:        11          8          .          5          .          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.5       57.1       83.0       83.0       60.8       56.6       80.2       80.6
Old  :                 63.5       57.1       83.0       83.0       60.8       56.6       80.2       80.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated February 24, 2012