Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             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   (2,500 MMBTU'S)                                                          :
CFTC Code #023391                                                    Open Interest is 3,922,259                :
: Positions                                                                                                    :
:1,400,381   925,429   103,660 1,068,265   630,112   559,899    46,014   844,366     5,484    43,198   345,266 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:    9,842   -31,485    -6,481   -11,322     8,013     1,293    14,380    17,213   -17,528    17,366   -33,118 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.7      23.6       2.6      27.2      16.1      14.3       1.2      21.5       0.1       1.1       8.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   206                     :
:       93        88        12        22        32        23        14        37        15        21        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             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   (10,000 MMBTU'S)                                                  :
CFTC Code #023651                                                    Open Interest is   943,720                :
: Positions                                                                                                    :
:   78,113   103,666   149,347    80,083   120,189   131,618   182,646   270,732    11,979    39,841   101,915 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:    1,512    -3,953     4,647       587    -3,140    -5,116    20,643     1,992     5,947    -9,686    -6,238 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.3      11.0      15.8       8.5      12.7      13.9      19.4      28.7       1.3       4.2      10.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   264                     :
:       50        44        19        14        27        54        50        65        25        35        56 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                            :
CFTC Code #02365A                                                    Open Interest is    68,169                :
: Positions                                                                                                    :
:   47,973    29,820     3,821    20,033     8,009     1,434       832     2,021         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:      342      -121         0       152         0        -8       186      -186         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.4      43.7       5.6      29.4      11.7       2.1       1.2       3.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        16         .         5         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                            :
CFTC Code #02365B                                                    Open Interest is    41,415                :
: Positions                                                                                                    :
:   22,060     9,630     2,335    13,813     6,276     4,094         0     3,064         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      23.3       5.6      33.4      15.2       9.9       0.0       7.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         7         .         5         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                                :
CFTC Code #02365C                                                    Open Interest is    73,235                :
: Positions                                                                                                    :
:   41,837    44,171    15,625    11,176     6,010       434         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:    2,008     2,714       720      -274         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.1      60.3      21.3      15.3       8.2       0.6       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        17         5         4         6         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                                :
CFTC Code #02365D                                                    Open Interest is    81,740                :
: Positions                                                                                                    :
:   47,921    38,987    13,492    32,262     6,869         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:    1,036       734         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.6      47.7      16.5      39.5       8.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        15         .         5         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                         :
CFTC Code #02365G                                                    Open Interest is    96,564                :
: Positions                                                                                                    :
:   57,567    64,353    16,729    22,864     3,736     8,025         0     2,597         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:     -373       425         0         0         0     1,626         0       -57         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.6      66.6      17.3      23.7       3.9       8.3       0.0       2.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        22         .         7         4         4         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL MIDCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                        :
CFTC Code #02365K                                                    Open Interest is    95,454                :
: Positions                                                                                                    :
:   79,181    36,999     6,572    32,029       845         0    11,758     3,009         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:   -1,923    -2,878         0         0         0         0      -159       260         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.0      38.8       6.9      33.6       0.9       0.0      12.3       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        14         .         6         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             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   (2,500 MMBTU'S)                                               :
CFTC Code #02365O                                                    Open Interest is    88,005                :
: Positions                                                                                                    :
:   45,477    23,334    12,787    45,537     6,242     6,488     1,903     4,258         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:      338        49       -31        68        31      -294         0       534         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.7      26.5      14.5      51.7       7.1       7.4       2.2       4.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        14         4         6         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (10,000 MMBTU'S)                                :
CFTC Code #02365U                                                    Open Interest is 1,524,892                :
: Positions                                                                                                    :
:  280,444   262,282   107,277    96,032   570,107    40,479    78,876   202,222    31,441    20,979   286,548 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:  -17,798   -16,534    -5,460     9,442   -20,905    11,068    -2,758    -7,278    -3,537    -6,041   -19,556 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.4      17.2       7.0       6.3      37.4       2.7       5.2      13.3       2.1       1.4      18.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   126                     :
:       35        37         7        16        23        23        16        28        17        10        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH INDEX SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                    :
CFTC Code #023A10                                                    Open Interest is    16,219                :
: Positions                                                                                                    :
:    8,395    12,752     7,452     2,115         0       248         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.8      78.6      45.9      13.0       0.0       1.5       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        6        10         .         .         0         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             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 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                          :
CFTC Code #035652                                                    Open Interest is    90,584                :
: Positions                                                                                                    :
:   59,202    62,163    28,130    23,128       368         0       620         0         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:      186       186         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      68.6      31.1      25.5       0.4       0.0       0.7       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       13        14         .         5         .         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                    :
CFTC Code #035653                                                    Open Interest is   191,715                :
: Positions                                                                                                    :
:  107,692   120,546    43,213    34,767    18,633     5,379     4,483     6,727         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:   -2,154     1,030         0      -856       324       529    -1,192       427         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.2      62.9      22.5      18.1       9.7       2.8       2.3       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       27        25         8         4        11         5         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                    :
CFTC Code #035654                                                    Open Interest is   142,031                :
: Positions                                                                                                    :
:   70,044    82,313    43,972    37,440    12,529     3,441     1,187     2,313         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:     -315    -1,550    -1,152         0       675         0    -1,388       724         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.3      58.0      31.0      26.4       8.8       2.4       0.8       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       18        14         7         5         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             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   (2,500 MMBTU'S)                                          :
CFTC Code #035655                                                    Open Interest is   231,117                :
: Positions                                                                                                    :
:  134,668    96,846    28,478    83,857    35,069     7,545         0     9,528         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:     -309     1,339      -302      -214        41       515         0    -1,372         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.3      41.9      12.3      36.3      15.2       3.3       0.0       4.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       27        25         5        10        10         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (2,500 MMBTU'S)                                              :
CFTC Code #035657                                                    Open Interest is    63,269                :
: Positions                                                                                                    :
:   22,604    29,272    17,311    14,581    12,111     3,750     1,503       679         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:        0       800         0         0         0       800         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.7      46.3      27.4      23.0      19.1       5.9       2.4       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         7         .         4         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             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   (2,500 MMBTU'S)                                                :
CFTC Code #03565B                                                    Open Interest is 2,995,819                :
: Positions                                                                                                    :
:  831,261   535,926    70,194 1,020,508   401,941   584,563    54,196   741,927   154,321    32,794   193,696 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:   37,855     6,464     8,406     5,015   -13,654   -14,058     7,784    51,802    -6,277     3,248    -5,577 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.7      17.9       2.3      34.1      13.4      19.5       1.8      24.8       5.2       1.1       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   190                     :
:       85        73         9        21        27        26        14        38        17         6        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             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   (2,500 MMBTU'S)                                :
CFTC Code #03565C                                                    Open Interest is 1,052,246                :
: Positions                                                                                                    :
:  183,718   286,949   384,800   194,448   148,266    61,040   129,460    86,166    74,713    92,202   109,702 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:   13,817    27,879    21,354    12,842     3,487   -12,682   -15,370    19,216    10,423     5,493    -1,987 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.5      27.3      36.6      18.5      14.1       5.8      12.3       8.2       7.1       8.8      10.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   102                     :
:       27        24        17         5        19        12        11        17        17        12        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             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 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665O                                                    Open Interest is    22,492                :
: Positions                                                                                                    :
:   18,217    13,849       161     5,012     3,329       301         0        80        81        45        75 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:      -97      -426       -81       356       -23      -125         0         0        -4         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      61.6       0.7      22.3      14.8       1.3       0.0       0.4       0.4       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       28        29         .         5         6         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             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 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                    :
CFTC Code #06665P                                                    Open Interest is    17,851                :
: Positions                                                                                                    :
:   15,058     9,519        50     6,607     1,430       135       270        25         0         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:      850     1,065         0       -30       132         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.4      53.3       0.3      37.0       8.0       0.8       1.5       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        10         .         8         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE 5 DEC SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665Q                                                    Open Interest is    11,541                :
: Positions                                                                                                    :
:    8,636     7,304       402     1,653     2,146         0        39       219         0        25         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:     -200      -125       200       235        35         0      -145        27         0        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      63.3       3.5      14.3      18.6       0.0       0.3       1.9       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        17         .         4         5         0         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of February 23, 2010          
:                                             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 5 DEC SWP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is     9,372                :
: Positions                                                                                                    :
:    6,901     6,000       561     2,032     1,016         0         0         0       380         0         0 :
:                                                                                                              :
: Changes from:     February 16, 2010                                                                          :
:      390        25        57       427        71         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.6      64.0       6.0      21.7      10.8       0.0       0.0       0.0       4.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       24        20         .         .         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated February 26, 2010