```
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 5,172,917                :
: Positions                                                                                                    :
:1,887,380 1,271,179   335,871 1,178,547   731,184   584,498   260,818 1,066,874    32,321   125,084   519,296 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:   45,230     5,658    27,377    31,089   -65,627   -71,270   -62,642    73,988    -5,163    22,269   -22,138 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.5      24.6       6.5      22.8      14.1      11.3       5.0      20.6       0.6       2.4      10.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   224                     :
:      108        99        13        20        29        22        16        35        11        24        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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   382,319                :
: Positions                                                                                                    :
:  237,057   245,955    59,164    50,009    48,192    12,836    21,142     6,542     2,910     1,996     1,303 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:    1,621   -16,469    -9,878     7,290    -6,555     5,097     1,967    -4,030      -180     1,701      -945 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.0      64.3      15.5      13.1      12.6       3.4       5.5       1.7       0.8       0.5       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       27        26         5         5         8         .         4         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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   170,512                :
: Positions                                                                                                    :
:  103,725   112,697    34,138    28,784    20,618     1,186         0     5,550     1,133       514       579 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:   -4,295      -216     1,431      -981    -1,141      -142         0       712       853      -123      -155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      66.1      20.0      16.9      12.1       0.7       0.0       3.3       0.7       0.3       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       21        25         .         9        11         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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   337,077                :
: Positions                                                                                                    :
:  242,345   145,633    48,068   145,070    21,790    11,616     9,899     4,667     6,420         0       360 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:  -11,887    -3,366    -2,679    -9,228      -286       -61    -3,815       -22     1,070       -59      -367 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.9      43.2      14.3      43.0       6.5       3.4       2.9       1.4       1.9       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       19        21         .        10        10         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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   728,912                :
: Positions                                                                                                    :
:  571,643   280,711    16,598   250,678   127,359       710    41,828     8,384         0    12,898     1,990 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:  -15,037   -10,132     4,141   -16,704    -7,361       329    12,013    -3,793         0     1,351        58 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.4      38.5       2.3      34.4      17.5       0.1       5.7       1.2       0.0       1.8       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       35        28         5        14        18         .         5         5         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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   236,610                :
: Positions                                                                                                    :
:  165,646   207,721    48,734     7,613     3,408    11,969    11,569     1,144         0     1,464         0 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:   -8,850    -2,140    -1,301     1,373    -2,862     2,727    -3,884    -1,415         0     1,464         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      87.8      20.6       3.2       1.4       5.1       4.9       0.5       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       26        23         4         .         .         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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   391,146                :
: Positions                                                                                                    :
:  290,776   285,838    39,804    46,212    13,202     6,968    10,335    30,946         0         0         0 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:   -9,677   -13,746    -5,908    -9,315    -2,270    -4,441     3,874     2,102         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.3      73.1      10.2      11.8       3.4       1.8       2.6       7.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       30        26         5         9         8         .         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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   251,193                :
: Positions                                                                                                    :
:  197,409   113,807     6,102    71,796    19,968    15,358    28,171     8,518         0     1,926         0 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:  -12,606    -4,423    -1,270    -7,302         0     1,474        -6      -589         0        62       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.6      45.3       2.4      28.6       7.9       6.1      11.2       3.4       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       19        19         5         6         7         .         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 1,216,428                :
: Positions                                                                                                    :
:  129,427   153,755   234,907   109,721   110,569   210,371   297,955   295,230    49,576    87,874   112,067 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:   -2,182    -2,205    -2,488     3,799    -4,982     4,529    10,377     9,732     9,499    -1,923    -6,257 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.6      12.6      19.3       9.0       9.1      17.3      24.5      24.3       4.1       7.2       9.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   334                     :
:       42        39        25        11        28        60        88        75        48        46        56 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 2012              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #02365O                                                    Open Interest is    59,108                :
: Positions                                                                                                    :
:   43,529    13,738     6,288    21,891     1,900       621    14,218       882         0         0         0 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:   -1,459       -40    -1,038    -1,718         0       194      -661      -194         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      23.2      10.6      37.0       3.2       1.1      24.1       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        7         6         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    99,404                :
: Positions                                                                                                    :
:    1,194     2,096     3,500     3,199    48,456    11,626     2,656       800     7,511    16,955    24,528 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:       44        -4         0       325      -360         0         0         0       -94      -353     1,218 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      1.2       2.1       3.5       3.2      48.7      11.7       2.7       0.8       7.6      17.1      24.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:        4         4         .         .         5         4         .         5         6         5        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    77,159                :
: Positions                                                                                                    :
:   44,475    31,843    12,997    22,380     9,359         0     2,409     1,139         0         0         0 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:   -3,229    -2,251       -60    -2,077      -403      -337       756    -1,548         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      41.3      16.8      29.0      12.1       0.0       3.1       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11         8         4         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 2,762,512                :
: Positions                                                                                                    :
:  571,135   455,807   405,172   723,760   487,809   349,137   236,639   501,163   167,112    89,847   245,982 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:   18,671     4,748    -5,196   -24,464   -18,446    46,632    20,422   -30,909   -34,476    23,898    24,948 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     20.7      16.5      14.7      26.2      17.7      12.6       8.6      18.1       6.0       3.3       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   155                     :
:       66        59         7        19        24        17        15        24        12        11        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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 1,325,843                :
: Positions                                                                                                    :
:  113,272   220,385   284,198   244,668   361,730   171,824   141,333   153,747    82,157    47,289   154,342 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:      487     7,737      -460    -6,878    26,840     9,143    29,421    19,270    23,099     1,469    16,660 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.5      16.6      21.4      18.5      27.3      13.0      10.7      11.6       6.2       3.6      11.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       20        19        15         8        18        15         8        18         8        12        15 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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    19,190                :
: Positions                                                                                                    :
:   17,532    11,239       165     6,876       385       600         0         0       237         0         0 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:   -1,199      -510       -38      -385       -10       600         0         0        -3         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.4      58.6       0.9      35.8       2.0       3.1       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        22         .         9         6         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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     9,301                :
: Positions                                                                                                    :
:    7,659     3,560       165     4,999       235       500         0         0       110         0         0 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:      322       536       -12      -272       -38         0         0         0      -160       -30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.3      38.3       1.8      53.7       2.5       5.4       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       14        11         .         4         .         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of March 6, 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     8,223                :
: Positions                                                                                                    :
:    3,950     2,431     2,746     4,999       254         0         0         0       445        30         0 :
:                                                                                                              :
: Changes from:     February 28, 2012                                                                          :
:     -733      -786      -247      -295        79         0         0         0       -15       -10         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.0      29.6      33.4      60.8       3.1       0.0       0.0       0.0       5.4       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         6         .         6         .         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

----

Updated March 9, 2012