```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 5,179,871                :
: Positions                                                                                                    :
:1,842,150 1,265,521   308,494 1,147,458   796,811   655,768   323,460   992,886    37,484   102,815   541,434 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
: -133,837   -29,913    -4,326    -2,051    -2,893    38,759   -13,215   -70,712    -9,070   -62,879     7,342 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.6      24.4       6.0      22.2      15.4      12.7       6.2      19.2       0.7       2.0      10.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      109        99        12        22        30        22        15        32        13        22        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   397,810                :
: Positions                                                                                                    :
:  235,436   262,424    69,042    42,719    54,747     7,739    19,175    10,572     3,090       295     2,248 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:   17,425    27,115      -350     3,131     9,894     1,923   -11,078     1,642     1,405      -416        19 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      66.0      17.4      10.7      13.8       1.9       4.8       2.7       0.8       0.1       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       30        26         7         6        11         4         5         7         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   173,558                :
: Positions                                                                                                    :
:  108,020   112,913    32,707    29,765    21,759     1,328         0     4,838       280       637       734 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:    1,351     4,289     2,624    -1,316     1,156      -129         0      -107       -93       637        63 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      65.1      18.8      17.1      12.5       0.8       0.0       2.8       0.2       0.4       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       24        25         .        10        12         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   351,795                :
: Positions                                                                                                    :
:  254,232   148,999    50,747   154,298    22,076    11,677    13,714     4,689     5,350        59       727 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:   17,915    18,950    -1,397     3,614     1,890       642      -490       643     1,498      -179       212 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      42.4      14.4      43.9       6.3       3.3       3.9       1.3       1.5       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       22        25         4        10        11         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   748,603                :
: Positions                                                                                                    :
:  586,680   290,843    12,457   267,382   134,720       381    29,815    12,177         0    11,547     1,932 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:    6,646     7,661    -1,387    -6,749     3,880       297     4,088      -679      -643     1,778       -49 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.4      38.9       1.7      35.7      18.0       0.1       4.0       1.6       0.0       1.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       38        29         5        17        21         .         5         6         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   246,902                :
: Positions                                                                                                    :
:  174,496   209,861    50,035     6,240     6,270     9,242    15,453     2,559         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:    9,285    10,122      -344    -2,427        54       948    -2,148       744         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      85.0      20.3       2.5       2.5       3.7       6.3       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       30        30         6         .         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   409,624                :
: Positions                                                                                                    :
:  300,453   299,584    45,712    55,527    15,472    11,409     6,461    28,844         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:   -4,541     6,140     2,544       241     2,283     1,618    -5,813       430         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.3      73.1      11.2      13.6       3.8       2.8       1.6       7.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       33        32         7         9        11         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   264,622                :
: Positions                                                                                                    :
:  210,015   118,230     7,372    79,098    19,968    13,884    28,177     9,107         0     1,864        62 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:  -16,218    -3,634     2,036     1,552       -13    13,463     2,116      -623         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.4      44.7       2.8      29.9       7.5       5.2      10.6       3.4       0.0       0.7       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       20        20         5         6         7         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,231,611                :
: Positions                                                                                                    :
:  134,434   156,865   236,576   106,143   117,842   206,386   287,194   290,291    41,606    95,080   129,934 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:    1,032       -96     3,254    -4,355    -4,342    -9,491     1,141   -30,270    -4,536    -6,110   -17,483 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.9      12.7      19.2       8.6       9.6      16.8      23.3      23.6       3.4       7.7      10.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   347                     :
:       40        42        28        10        30        65        91        83        47        48        62 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #02365O                                                    Open Interest is    62,040                :
: Positions                                                                                                    :
:   44,988    13,778     7,326    23,609     1,900       427    14,879     1,076         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      22.2      11.8      38.1       3.1       0.7      24.0       1.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9         6         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 2,256,744                :
: Positions                                                                                                    :
:  244,824   191,236    48,288    90,018   945,129    75,048   114,043   448,805    39,375    11,121   447,509 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:  -22,605   -15,933   -46,522     3,054    -3,386    19,436   -40,939   -55,693    -3,790     1,079   -41,804 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.8       8.5       2.1       4.0      41.9       3.3       5.1      19.9       1.7       0.5      19.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   132                     :
:       38        33        10        14        23        19        25        35        16        10        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   103,098                :
: Positions                                                                                                    :
:    1,150     3,417     2,969     3,246    49,417    11,626     2,656       800     9,681    16,682    24,720 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:     -445       338     2,669    -2,325    -4,077     3,384     2,000    -6,500    -2,810     2,787    -1,566 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      1.1       3.3       2.9       3.1      47.9      11.3       2.6       0.8       9.4      16.2      24.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        4         5         .         4         6         4         .         5         6         6        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    95,840                :
: Positions                                                                                                    :
:    1,262     5,434     2,349    11,619    10,556    39,278    25,876    39,828       844       837     1,118 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:   -1,808    -1,189       -54    -4,367       374   -17,507   -17,806    -1,105    -3,131        30        39 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      1.3       5.7       2.5      12.1      11.0      41.0      27.0      41.6       0.9       0.9       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:        4         8         .         5         5         4        14        13         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    50,515                :
: Positions                                                                                                    :
:   27,784    16,413    13,055    13,889     2,707         0     6,932     1,950         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:       62       124         0         0         0         0      -122        62         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.0      32.5      25.8      27.5       5.4       0.0      13.7       3.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         7         4         .         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is    83,883                :
: Positions                                                                                                    :
:   49,240    35,536    13,057    24,457     9,762       337     1,747     2,687         0         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      527       837         0         0         0       337       135       149         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      42.4      15.6      29.2      11.6       0.4       2.1       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        10         4         4         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,761,983                :
: Positions                                                                                                    :
:  552,464   451,059   410,368   748,224   506,255   302,505   216,217   532,072   201,588    65,949   221,034 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:  -72,645   -26,357    -5,651    -1,999   -41,076   -23,049   -42,440   -41,860    -7,844   -39,974    15,364 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.0      16.3      14.9      27.1      18.3      11.0       7.8      19.3       7.3       2.4       8.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   156                     :
:       66        59         8        19        25        17        15        25        15         9        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,231,179                :
: Positions                                                                                                    :
:  112,785   212,648   284,658   251,546   334,890   162,681   111,912   134,477    59,058    45,820   137,682 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:   -9,435   -22,831    -5,345  -166,404   -10,411  -145,551    69,773   -68,572    12,579   -27,966    -9,510 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.2      17.3      23.1      20.4      27.2      13.2       9.1      10.9       4.8       3.7      11.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    84                     :
:       18        19        15         9        18        13         9        18         6        10        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    19,897                :
: Positions                                                                                                    :
:   18,731    11,749       203     7,261       395         0         0         0       240         0         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:    1,007       695        30       364        93         0         0         0        20         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.1      59.0       1.0      36.5       2.0       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       25        25         .         9         6         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     9,150                :
: Positions                                                                                                    :
:    7,337     3,024       177     5,271       273       500         0         0       270        30         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:       39      -105       -45       265         0       195         0         0         0        27       -27 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.2      33.0       1.9      57.6       3.0       5.5       0.0       0.0       3.0       0.3       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         .         4         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     6,378                :
: Positions                                                                                                    :
:    3,832     3,483     1,543     1,559       599         0         0         0         0       155        20 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:      -53       266       167       -97        76         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      54.6      24.2      24.4       9.4       0.0       0.0       0.0       0.0       2.4       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         7         .         5         6         0         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 28, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,209                :
: Positions                                                                                                    :
:    4,683     3,217     2,993     5,294       175         0         0         0       460        40         0 :
:                                                                                                              :
: Changes from:     February 21, 2012                                                                          :
:       39       103         0       310        30         0         0         0        10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.9      34.9      32.5      57.5       1.9       0.0       0.0       0.0       5.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         8         .         6         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated March 2, 2012