Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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 4,839,136                :
: Positions                                                                                                    :
:1,686,218   924,354   272,253 1,391,364   627,851   401,936    37,904 1,426,541    59,520    80,662   333,475 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:   31,950   -19,330    35,012   -13,178   -39,214    32,591   -12,722   -56,082  -105,305    41,800    26,653 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.8      19.1       5.6      28.8      13.0       8.3       0.8      29.5       1.2       1.7       6.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      103        99        13        27        35        30         6        35        13        25        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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   379,537                :
: Positions                                                                                                    :
:  235,547   244,337    42,085    32,757    54,552     9,533    20,432    22,941       462         0     1,576 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:    3,082    -3,291     2,058     3,681     1,517    -1,883     4,489    -8,413       462      -772       745 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.1      64.4      11.1       8.6      14.4       2.5       5.4       6.0       0.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       31        29         6         7        10         5         .         7         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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   181,675                :
: Positions                                                                                                    :
:  155,949    96,914     1,743    60,331    11,352     3,139     5,239     4,925       618         0        31 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:    5,139     4,143         0        -4       104      -379    -1,269       670      -521         0         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      53.3       1.0      33.2       6.2       1.7       2.9       2.7       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       27        25         .        11        11         4         .         5         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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   311,734                :
: Positions                                                                                                    :
:  204,353    88,511    36,980   153,955    42,135     5,138     3,472    16,523         0       299       462 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:   -1,683    -1,014     2,294     1,192       904        40        -8       586      -153       299       128 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.6      28.4      11.9      49.4      13.5       1.6       1.1       5.3       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       22        19         5         9        13         .         4         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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   689,321                :
: Positions                                                                                                    :
:  475,909   265,975    83,330   255,744   100,825         0    36,815    22,019       961     3,921       609 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:    5,877     3,264       484    -6,183     1,898         0    10,096    -6,317       151      -200        29 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      38.6      12.1      37.1      14.6       0.0       5.3       3.2       0.1       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       33        29         7        15        21         0         7         7         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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   190,003                :
: Positions                                                                                                    :
:  135,861   108,852    31,772    60,680     4,347     8,369     3,228     2,256         0         0         0 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:    1,761       -64       -35    -1,366       241    -1,417     3,228       171         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      57.3      16.7      31.9       2.3       4.4       1.7       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       23        17         5         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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   343,119                :
: Positions                                                                                                    :
:  225,897   202,253    46,545    70,792    21,451    13,225    15,905    24,894         0         0         0 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:    2,308    33,900     1,978       759       347      -705   -27,512    18,190         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.8      58.9      13.6      20.6       6.3       3.9       4.6       7.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       27        24         6        13        13         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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   205,714                :
: Positions                                                                                                    :
:  161,802    82,202     2,644    79,649    20,963     8,182     8,651     8,165         0       932       724 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:    2,462     4,387       162     2,294      -687     2,313    -1,562       700         0       516       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      40.0       1.3      38.7      10.2       4.0       4.2       4.0       0.0       0.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       22        24         .        13         7         .         .         6         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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 1,042,014                :
: Positions                                                                                                    :
:   69,901   121,734   221,051    36,662   129,661   138,322   226,852   283,859    22,169   107,476    93,751 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:      786    -9,958     7,235    -5,981     8,214   -44,629    16,173    -8,087    12,196   -32,830    15,123 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.7      11.7      21.2       3.5      12.4      13.3      21.8      27.2       2.1      10.3       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   324                     :
:       48        44        26        11        32        71        55        85        45        49        75 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    47,439                :
: Positions                                                                                                    :
:   21,521    23,991    10,256    15,459     4,781         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.4      50.6      21.6      32.6      10.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    38,684                :
: Positions                                                                                                    :
:   21,223    26,700     9,204     2,483       943     2,496     1,392     1,778         0         0         0 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:        0      -402         0         0         0      -484         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.9      69.0      23.8       6.4       2.4       6.5       3.6       4.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        11         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,695,038                :
: Positions                                                                                                    :
:  193,585   176,383    71,320    88,098   798,573    44,736    84,267   186,329    56,918    18,687   336,518 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:    2,645    -3,005    -3,839    -1,286     3,089     3,209     3,155    -1,300     4,648     6,659       154 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.4      10.4       4.2       5.2      47.1       2.6       5.0      11.0       3.4       1.1      19.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   151                     :
:       38        37        12        16        27        20        22        39        27        11        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    42,641                :
: Positions                                                                                                    :
:    3,471     4,056     1,321     1,519     8,230    10,343    10,908    16,322     1,519        57       711 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:       99       -56      -413        -1        82     3,044     3,122       594       219        -1       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.1       9.5       3.1       3.6      19.3      24.3      25.6      38.3       3.6       0.1       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       10        11         .         5         5         6        12        13         4         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    88,110                :
: Positions                                                                                                    :
:   46,615    38,533    23,334    25,068     9,102       110     7,339     3,190         0         0         0 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:        0      -120         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.9      43.7      26.5      28.5      10.3       0.1       8.3       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:        9        11         7         4         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    72,685                :
: Positions                                                                                                    :
:   40,527    29,325    12,499    25,542     8,541       922         0     1,378         0         0         0 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:      -86        60       151        35         0        60         0       -30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.8      40.3      17.2      35.1      11.8       1.3       0.0       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8         8         5         4         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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   130,477                :
: Positions                                                                                                    :
:   69,810    51,696    20,126    49,142    18,371     4,236         0     4,151         0         0         0 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:      304    -1,459         0         0         0    -1,348         0       959         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      39.6      15.4      37.7      14.1       3.2       0.0       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       16        13         5         7         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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 2,647,519                :
: Positions                                                                                                    :
:  695,583   410,897    97,583   976,939   424,423   472,465    23,246   483,095   207,201    63,725   237,708 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:   14,872    -3,103    -2,568     3,429    20,268    -3,538       154     4,385   -11,447    -2,017    13,087 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.3      15.5       3.7      36.9      16.0      17.8       0.9      18.2       7.8       2.4       9.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   173                     :
:       73        62        12        18        27        28        10        30        16        13        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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   973,126                :
: Positions                                                                                                    :
:  160,420   152,234   234,217   317,653   247,886   103,135    34,385    77,592    49,110    42,199    96,344 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:    9,979    -1,293     3,789     4,370    -3,311    16,242      -625    -2,431   -15,050    12,081     2,739 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.5      15.6      24.1      32.6      25.5      10.6       3.5       8.0       5.0       4.3       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    98                     :
:       22        15        11        12        18        17         8        16        11        17        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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    23,726                :
: Positions                                                                                                    :
:   22,447    13,790       330     9,037       366        81        70        68       130         0         0 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:   -1,803    -1,042       -10      -764       -35       -48         0        45       -40         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.6      58.1       1.4      38.1       1.5       0.3       0.3       0.3       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       28        28         .         6         6         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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    16,055                :
: Positions                                                                                                    :
:   14,060     7,415       215     7,548       485       758         0        10       265        55        60 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:      183        -1       -25         0         0      -139         0         0         0        20         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      46.2       1.3      47.0       3.0       4.7       0.0       0.1       1.7       0.3       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       17        18         .         4         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     7,804                :
: Positions                                                                                                    :
:    5,415     4,840     1,475     1,975       392         0         0        75         0         0         0 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:     -261       130        46      -305        11         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      62.0      18.9      25.3       5.0       0.0       0.0       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12        13         4         4         4         0         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 10, 2011               
:                                             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    11,648                :
: Positions                                                                                                    :
:    9,874     5,356       493     5,206       785         0         0         0        40         0         5 :
:                                                                                                              :
: Changes from:     May 3, 2011                                                                                :
:      194       214         0       -20         0         0         0         0        40         0         5 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      46.0       4.2      44.7       6.7       0.0       0.0       0.0       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        13         .         6         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
 

Updated May 13, 2010