```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, April 24, 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  : 5,292,674: 1,986,818  1,390,719    322,825  1,169,601    686,297    644,159    169,502  1,057,817     16,835    239,712    562,952:   14,971    16,074
Old  : 5,292,674: 1,986,818  1,390,719    322,825  1,169,601    686,297    644,159    169,502  1,057,817     16,835    239,712    562,952:   14,971    16,074
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :    70,429:    60,953     60,626    -15,891      7,970     45,221      6,089    -40,246    -25,737       -946     20,968     -1,262:    2,002     2,889
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.5       26.3        6.1       22.1       13.0       12.2        3.2       20.0        0.3        4.5       10.6:      0.3       0.3
Old  :     100.0:      37.5       26.3        6.1       22.1       13.0       12.2        3.2       20.0        0.3        4.5       10.6:      0.3       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  :       229:       114        106         13         20         28         16         16         32         13         26         32:
Old  :       229:       114        106         13         20         28         16         16         32         13         26         32:
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  :                 23.5       20.8       41.5       34.1       18.1       15.0       25.7       21.5
Old  :                 23.5       20.8       41.5       34.1       18.1       15.0       25.7       21.5
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, April 24, 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  :   330,116:   202,642    216,624     49,531     36,653     37,677      5,072     23,007      5,194     12,426      1,230      3,683:   13,891     6,048
Old  :   330,116:   202,642    216,624     49,531     36,653     37,677      5,072     23,007      5,194     12,426      1,230      3,683:   13,891     6,048
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :    -2,881:    -7,703        400       -854        193        282     -3,916     -2,573     -2,607     10,066       -858      2,265:     -414        17
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.4       65.6       15.0       11.1       11.4        1.5        7.0        1.6        3.8        0.4        1.1:      4.2       1.8
Old  :     100.0:      61.4       65.6       15.0       11.1       11.4        1.5        7.0        1.6        3.8        0.4        1.1:      4.2       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        31         31          7          4         10          .          .          4          .          .          .:
Old  :        56:        31         31          7          4         10          .          .          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  :                 38.1       46.4       54.7       64.5       32.5       35.8       42.3       48.3
Old  :                 38.1       46.4       54.7       64.5       32.5       35.8       42.3       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, April 24, 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  :   181,491:   121,072    105,923     24,460     35,653     27,302          0      5,425          0      1,713        569      4,494:    2,450     2,125
Old  :   181,491:   121,072    105,923     24,460     35,653     27,302          0      5,425          0      1,713        569      4,494:    2,450     2,125
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :       701:      -555     -3,489      3,734      3,809       -383          0        596     -4,236     -1,708        329      3,836:       13       239
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.7       58.4       13.5       19.6       15.0        0.0        3.0        0.0        0.9        0.3        2.5:      1.3       1.2
Old  :     100.0:      66.7       58.4       13.5       19.6       15.0        0.0        3.0        0.0        0.9        0.3        2.5:      1.3       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        25         27          .          9         11          0          .          0          .          .          .:
Old  :        44:        25         27          .          9         11          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       37.9       73.1       54.2       49.2       31.2       56.9       42.8
Old  :                 57.7       37.9       73.1       54.2       49.2       31.2       56.9       42.8
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, April 24, 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  :   284,290:   198,742    118,201     50,822    111,101     23,467      4,680     11,271        681        168      6,403      1,760:    3,970    11,406
Old  :   284,290:   198,742    118,201     50,822    111,101     23,467      4,680     11,271        681        168      6,403      1,760:    3,970    11,406
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :    -1,568:      -669        416       -129     -7,267      1,713     -1,536       -939     -2,272        168      6,403      1,760:     -603    -1,382
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      69.9       41.6       17.9       39.1        8.3        1.6        4.0        0.2        0.1        2.3        0.6:      1.4       4.0
Old  :     100.0:      69.9       41.6       17.9       39.1        8.3        1.6        4.0        0.2        0.1        2.3        0.6:      1.4       4.0
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  :        52:        25         24          4          8          9          .          .          .          .          .          .:
Old  :        52:        25         24          4          8          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  :                 47.9       49.0       65.5       70.3       45.7       42.7       62.3       58.4
Old  :                 47.9       49.0       65.5       70.3       45.7       42.7       62.3       58.4
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, April 24, 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  :   722,411:   568,159    243,217     10,867    298,265    122,450          0     36,698     12,004          0      1,473      2,871:    6,060     5,433
Old  :   722,411:   568,159    243,217     10,867    298,265    122,450          0     36,698     12,004          0      1,473      2,871:    6,060     5,433
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :      -372:     2,558        609      2,087     18,570    -10,716          0    -11,280         57          0     -3,171      1,968:    3,674     3,591
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.6       33.7        1.5       41.3       17.0        0.0        5.1        1.7        0.0        0.2        0.4:      0.8       0.8
Old  :     100.0:      78.6       33.7        1.5       41.3       17.0        0.0        5.1        1.7        0.0        0.2        0.4:      0.8       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        67:        34         29          5         15         19          0          5          .          0          4          4:
Old  :        67:        34         29          5         15         19          0          5          .          0          4          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  :                 36.6       38.9       56.4       56.7       32.4       30.1       48.8       42.9
Old  :                 36.6       38.9       56.4       56.7       32.4       30.1       48.8       42.9
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, April 24, 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  :   239,537:   163,105    209,337     34,824      9,747     14,363     15,529          0        921      3,469          0        129:    7,197     5,040
Old  :   239,537:   163,105    209,337     34,824      9,747     14,363     15,529          0        921      3,469          0        129:    7,197     5,040
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :     7,756:     2,546      6,307      1,343       -186      1,625     -1,303          0         99      3,469     -1,352        129:     -152     1,134
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      68.1       87.4       14.5        4.1        6.0        6.5        0.0        0.4        1.4        0.0        0.1:      3.0       2.1
Old  :     100.0:      68.1       87.4       14.5        4.1        6.0        6.5        0.0        0.4        1.4        0.0        0.1:      3.0       2.1
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  :        39:        26         23          .          .          .          .          0          .          .          0          .:
Old  :        39:        26         23          .          .          .          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.2       58.3       68.4       79.4       38.9       58.1       56.4       70.4
Old  :                 46.2       58.3       68.4       79.4       38.9       58.1       56.4       70.4
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, April 24, 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  :   387,851:   294,993    260,648     26,302     51,572     15,645      1,830     10,886     38,184      2,161          0        695:    8,041    10,221
Old  :   387,851:   294,993    260,648     26,302     51,572     15,645      1,830     10,886     38,184      2,161          0        695:    8,041    10,221
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :    10,512:     4,336      6,209     -2,553      2,147      2,182     -3,496     -8,336      8,014      2,161          0        695:     -827      -399
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.1       67.2        6.8       13.3        4.0        0.5        2.8        9.8        0.6        0.0        0.2:      2.1       2.6
Old  :     100.0:      76.1       67.2        6.8       13.3        4.0        0.5        2.8        9.8        0.6        0.0        0.2:      2.1       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  :        59:        32         27          5          9          9          .          5          4          .          0          .:
Old  :        59:        32         27          5          9          9          .          5          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  :                 36.8       58.0       54.1       69.0       32.2       51.4       46.7       60.1
Old  :                 36.8       58.0       54.1       69.0       32.2       51.4       46.7       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Futures Only, April 24, 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  :   218,868:   168,497     98,198      6,080     66,959     18,823     16,503     17,960      2,191          0      4,147      3,821:    2,953     6,769
Old  :   218,868:   168,497     98,198      6,080     66,959     18,823     16,503     17,960      2,191          0      4,147      3,821:    2,953     6,769
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :    -1,305:     1,242     -3,465        -93     -1,165        760     -4,674     -2,030     -2,423          0      2,675      3,821:       62       522
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.0       44.9        2.8       30.6        8.6        7.5        8.2        1.0        0.0        1.9        1.7:      1.3       3.1
Old  :     100.0:      77.0       44.9        2.8       30.6        8.6        7.5        8.2        1.0        0.0        1.9        1.7:      1.3       3.1
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  :        48:        20         21          5          7          8          4          .          .          0          .          .:
Old  :        48:        20         21          5          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  :                 59.1       43.4       72.7       58.9       59.1       39.4       66.3       53.6
Old  :                 59.1       43.4       72.7       58.9       59.1       39.4       66.3       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, April 24, 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  : 1,284,741:   115,145    115,099    209,833    114,906    145,080    202,336    311,209    323,751     73,192     77,627    145,832:   69,572    51,237
Old  : 1,284,741:   115,145    115,099    209,833    114,906    145,080    202,336    311,209    323,751     73,192     77,627    145,832:   69,572    51,237
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :   -23,362:    -3,517     -7,096     -5,471       -393      9,080    -12,957     -8,759    -12,626      1,939     -7,992      3,162:   -2,972     1,262
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.0        9.0       16.3        8.9       11.3       15.7       24.2       25.2        5.7        6.0       11.4:      5.4       4.0
Old  :     100.0:       9.0        9.0       16.3        8.9       11.3       15.7       24.2       25.2        5.7        6.0       11.4:      5.4       4.0
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  :       353:        44         37         20         15         27         60        100         85         54         46         60:
Old  :       353:        44         37         20         15         27         60        100         85         54         46         60:
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  :                 19.2       24.7       31.2       36.8       10.4       17.6       17.8       21.7
Old  :                 19.2       24.7       31.2       36.8       10.4       17.6       17.8       21.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-02365O
Disaggregated Commitments of Traders - Futures Only, April 24, 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  :    52,716:    38,509     11,927      6,032     19,889      1,796        623     11,650         36          0        637        552:    5,168     6,229
Old  :    52,716:    38,509     11,927      6,032     19,889      1,796        623     11,650         36          0        637        552:    5,168     6,229
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :      -292:         0          0          0          0          0          0       -637       -844          0        637        552:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.0       22.6       11.4       37.7        3.4        1.2       22.1        0.1        0.0        1.2        1.0:      9.8      11.8
Old  :     100.0:      73.0       22.6       11.4       37.7        3.4        1.2       22.1        0.1        0.0        1.2        1.0:      9.8      11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:         7          6          .          5          .          .          .          .          0          .          .:
Old  :        21:         7          6          .          5          .          .          .          .          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  :                 74.8       47.6       87.4       72.3       74.1       46.3       84.9       71.0
Old  :                 74.8       47.6       87.4       72.3       74.1       46.3       84.9       71.0
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, April 24, 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  :   103,449:     3,126      2,669     14,899      6,454     36,724      5,676      7,207        800     10,865     19,414     29,568:    1,791       613
Old  :   103,449:     3,126      2,669     14,899      6,454     36,724      5,676      7,207        800     10,865     19,414     29,568:    1,791       613
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :    -1,109:       742      1,077      1,122        100     -1,000     -1,000          0        150       -598       -301       -668:      143      -467
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       3.0        2.6       14.4        6.2       35.5        5.5        7.0        0.8       10.5       18.8       28.6:      1.7       0.6
Old  :     100.0:       3.0        2.6       14.4        6.2       35.5        5.5        7.0        0.8       10.5       18.8       28.6:      1.7       0.6
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  :        31:         6          6          .          4          6          .          .          .          7          4         11:
Old  :        31:         6          6          .          4          6          .          .          .          7          4         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.1       67.1       83.5       86.1       25.9       22.9       30.3       31.3
Old  :                 65.1       67.1       83.5       86.1       25.9       22.9       30.3       31.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Futures Only, April 24, 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  :    73,709:    42,385     31,347     13,503     21,210      8,466          0      1,082        962          0        427        718:    7,675     9,497
Old  :    73,709:    42,385     31,347     13,503     21,210      8,466          0      1,082        962          0        427        718:    7,675     9,497
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :       731:       510        943          0          0          0          0       -860       -497          0        427        718:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.5       42.5       18.3       28.8       11.5        0.0        1.5        1.3        0.0        0.6        1.0:     10.4      12.9
Old  :     100.0:      57.5       42.5       18.3       28.8       11.5        0.0        1.5        1.3        0.0        0.6        1.0:     10.4      12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:        12          9          4          4          .          0          .          .          0          .          .:
Old  :        23:        12          9          4          4          .          0          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.6       39.9       70.3       64.3       34.3       34.1       54.4       53.5
Old  :                 45.6       39.9       70.3       64.3       34.3       34.1       54.4       53.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, April 24, 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  : 2,848,236:   611,471    505,472    377,361    747,138    512,972    335,047    178,049    573,056    171,467     72,205    235,075:   31,787    24,269
Old  : 2,848,236:   611,471    505,472    377,361    747,138    512,972    335,047    178,049    573,056    171,467     72,205    235,075:   31,787    24,269
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :    87,848:    33,332     31,859     -3,093    -33,401     46,126    -24,756      8,225     29,915      8,743        961         58:   -2,477     4,105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      21.5       17.7       13.2       26.2       18.0       11.8        6.3       20.1        6.0        2.5        8.3:      1.1       0.9
Old  :     100.0:      21.5       17.7       13.2       26.2       18.0       11.8        6.3       20.1        6.0        2.5        8.3:      1.1       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       159:        73         61          8         18         23         16         12         25         14         10         19:
Old  :       159:        73         61          8         18         23         16         12         25         14         10         19:
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  :                 30.9       24.6       44.2       42.2       20.5       14.9       27.1       23.9
Old  :                 30.9       24.6       44.2       42.2       20.5       14.9       27.1       23.9
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, April 24, 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  : 1,501,980:   134,626    226,548    327,508    224,150    375,774    156,150    253,480    209,922    132,798     49,048    160,937:    4,265     2,121
Old  : 1,501,980:   134,626    226,548    327,508    224,150    375,774    156,150    253,480    209,922    132,798     49,048    160,937:    4,265     2,121
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :    39,142:     3,841      2,419     -9,693    -13,093     14,332     10,490      6,658     17,231     -4,324      2,545      8,970:   -1,705        80
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.0       15.1       21.8       14.9       25.0       10.4       16.9       14.0        8.8        3.3       10.7:      0.3       0.1
Old  :     100.0:       9.0       15.1       21.8       14.9       25.0       10.4       16.9       14.0        8.8        3.3       10.7:      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  :        87:        17         18         15          8         19         18          8         20          8         10         15:
Old  :        87:        17         18         15          8         19         18          8         20          8         10         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  :                 38.4       42.3       60.2       58.8       21.8       28.3       30.7       38.0
Old  :                 38.4       42.3       60.2       58.8       21.8       28.3       30.7       38.0
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, April 24, 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  :    22,913:    19,679     14,478        200      6,896        734      1,680          0          0        363          0          0:      257       805
Old  :    22,913:    19,679     14,478        200      6,896        734      1,680          0          0        363          0          0:      257       805
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :       270:       108        313         75        -55          0          0          0          0         62          0          0:       25        12
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.9       63.2        0.9       30.1        3.2        7.3        0.0        0.0        1.6        0.0        0.0:      1.1       3.5
Old  :     100.0:      85.9       63.2        0.9       30.1        3.2        7.3        0.0        0.0        1.6        0.0        0.0:      1.1       3.5
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  :        40:        23         22          .          8          5          .          0          0          .          0          0:
Old  :        40:        23         22          .          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  :                 51.1       37.4       66.5       62.5       50.8       35.0       65.2       54.3
Old  :                 51.1       37.4       66.5       62.5       50.8       35.0       65.2       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, April 24, 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  :     8,915:     6,663      3,225        343      4,967        192      1,160          0          0         40          0          0:      517       531
Old  :     8,915:     6,663      3,225        343      4,967        192      1,160          0          0         40          0          0:      517       531
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.7       36.2        3.8       55.7        2.2       13.0        0.0        0.0        0.4        0.0        0.0:      5.8       6.0
Old  :     100.0:      74.7       36.2        3.8       55.7        2.2       13.0        0.0        0.0        0.4        0.0        0.0:      5.8       6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12          8          .          4          .          .          0          0          .          0          0:
Old  :        22:        12          8          .          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  :                 54.9       66.2       74.3       86.7       54.7       60.6       68.1       79.5
Old  :                 54.9       66.2       74.3       86.7       54.7       60.6       68.1       79.5
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, April 24, 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  :     7,296:     4,640      3,508      1,549      1,237        573          0      1,380          0        130        110          0:      404       488
Old  :     7,296:     4,640      3,508      1,549      1,237        573          0      1,380          0        130        110          0:      404       488
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :       238:        13        273         95        -35         -5          0          0          0        130          0          0:        5         5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.6       48.1       21.2       17.0        7.9        0.0       18.9        0.0        1.8        1.5        0.0:      5.5       6.7
Old  :     100.0:      63.6       48.1       21.2       17.0        7.9        0.0       18.9        0.0        1.8        1.5        0.0:      5.5       6.7
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  :        22:        10          8          4          .          5          0          .          0          .          .          0:
Old  :        22:        10          8          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  :                 59.7       62.7       82.0       80.1       56.5       54.9       70.5       68.6
Old  :                 59.7       62.7       82.0       80.1       56.5       54.9       70.5       68.6
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, April 24, 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  :     9,815:     4,389      3,993      3,424      4,889        273          0          0          0        815          0          5:      909       655
Old  :     9,815:     4,389      3,993      3,424      4,889        273          0          0          0        815          0          5:      909       655
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       April 17, 2012                                                                   :
     :       301:       169         91        180        210          0          0          0          0          0          0          0:      -48         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      44.7       40.7       34.9       49.8        2.8        0.0        0.0        0.0        8.3        0.0        0.1:      9.3       6.7
Old  :     100.0:      44.7       40.7       34.9       49.8        2.8        0.0        0.0        0.0        8.3        0.0        0.1:      9.3       6.7
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  :        29:        15         11          .          6          4          0          0          0          .          0          .:
Old  :        29:        15         11          .          6          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  :                 53.3       51.3       73.0       75.0       50.2       48.9       67.8       68.2
Old  :                 53.3       51.3       73.0       75.0       50.2       48.9       67.8       68.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated April 27, 2012