Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,082,626                :
: Positions                                                                                                    :
:1,566,294 1,169,728   104,232   845,970   676,794   373,009    54,010 1,045,601    28,266    11,098   264,581 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:  -41,500   -79,439    15,294  -117,402    13,824  -136,672     4,088    52,524   -23,909     5,940   -10,985 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.4      28.7       2.6      20.7      16.6       9.1       1.3      25.6       0.7       0.3       6.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   213                     :
:       94        90        14        21        32        23        17        36        19        16        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,005,320                :
: Positions                                                                                                    :
:  103,952   110,893   172,372    79,012   117,536   153,632   254,653   247,079    24,159    37,854   102,969 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:    6,208     2,437    17,619     2,664      -277    -8,489    21,761     9,773     7,984    -4,791     6,225 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.3      11.0      17.1       7.9      11.7      15.3      25.3      24.6       2.4       3.8      10.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   306                     :
:       59        51        22        11        27        55        67        74        39        36        59 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                              :
CFTC Code #02365A                                                    Open Interest is    60,267                :
: Positions                                                                                                    :
:   34,959    25,101     4,386    17,661     6,390     1,166       771     1,411         0         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:   -1,242    -2,771       324      -893      -404    -1,631       771      -389         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      41.6       7.3      29.3      10.6       1.9       1.3       2.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        13         .         4         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                              :
CFTC Code #02365B                                                    Open Interest is    37,782                :
: Positions                                                                                                    :
:   22,789    11,690     3,069    11,164     4,382       134     1,280     2,955         0         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:   -1,710    -1,299       586      -626      -834       -62       842      -438         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      30.9       8.1      29.5      11.6       0.4       3.4       7.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         8         .         4         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365C                                                    Open Interest is    61,611                :
: Positions                                                                                                    :
:   35,115    32,330     8,999    10,598     5,701         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:   -2,285    -3,799    -1,773      -341       -93         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      52.5      14.6      17.2       9.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11        14         .         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    73,461                :
: Positions                                                                                                    :
:   43,327    34,336    12,714    28,875     6,225         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:   -3,117    -1,102      -248    -1,852      -217         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      46.7      17.3      39.3       8.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       13        13         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    85,353                :
: Positions                                                                                                    :
:   53,074    51,185    13,076    16,732     3,900     2,197     3,316     5,138         0         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:   -2,291    -2,870      -421    -1,589      -447       148       454      -533         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.2      60.0      15.3      19.6       4.6       2.6       3.9       6.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       13        17         4         5         5         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                          :
CFTC Code #02365K                                                    Open Interest is    82,357                :
: Positions                                                                                                    :
:   65,855    33,211     4,288    23,402     1,461     1,224     7,768     3,337         0         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:   -3,349      -962      -555    -2,050         0      -496    -1,198      -206         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      40.3       5.2      28.4       1.8       1.5       9.4       4.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       10        13         .         6         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #02365O                                                    Open Interest is    80,806                :
: Positions                                                                                                    :
:   41,223    19,789     8,392    41,749     5,776     5,650     1,866     3,918         0         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:   -3,038      -833       217      -496      -299       636      -162      -308         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.0      24.5      10.4      51.7       7.1       7.0       2.3       4.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        11         .         6         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,646,022                :
: Positions                                                                                                    :
:  311,980   293,970    96,162    91,208   614,614    29,824    80,784   208,339    52,482    22,190   325,672 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:   13,327    14,476    -1,274     3,996    19,225     5,137    -1,604     6,327       860       729     9,833 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.0      17.9       5.8       5.5      37.3       1.8       4.9      12.7       3.2       1.3      19.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   132                     :
:       37        36         9        15        24        24        15        29        22         9        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    30,453                :
: Positions                                                                                                    :
:    7,304     8,148        97     1,080       290     8,166     6,909    10,066     2,606     2,013     1,631 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:    1,858     1,161         6       100        49      -243       139     1,757        58       275      -100 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     24.0      26.8       0.3       3.5       1.0      26.8      22.7      33.1       8.6       6.6       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:        8         6         .         4         .         6         6         8         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035652                                                    Open Interest is    76,083                :
: Positions                                                                                                    :
:   48,961    55,159    24,822    17,446       244         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:   -5,239    -3,953    -1,240    -2,604         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      72.5      32.6      22.9       0.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       13        11         .         5         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is   179,251                :
: Positions                                                                                                    :
:  109,738   121,394    38,135    29,611    15,992     4,820     3,420     4,293         0         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:   -5,364    -5,153    -2,361    -2,986      -989      -178      -110      -481         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.2      67.7      21.3      16.5       8.9       2.7       1.9       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        27         8         4        10         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is   128,458                :
: Positions                                                                                                    :
:   65,136    72,557    37,728    33,872    10,462     1,850     3,061     1,706         0         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:      879    -2,805    -2,015    -1,603      -648      -310       863      -554         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     50.7      56.5      29.4      26.4       8.1       1.4       2.4       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        12         8         4         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   218,840                :
: Positions                                                                                                    :
:  113,794    95,528    32,771    72,670    31,660     6,979       166    11,661         0         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:   -9,995    -2,866      -150    -4,593    -1,080       171       166       527         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.0      43.7      15.0      33.2      14.5       3.2       0.1       5.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       21        22         5        10        10         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                                :
CFTC Code #035657                                                    Open Interest is    56,475                :
: Positions                                                                                                    :
:   18,430    24,159    16,978    14,107    11,465     3,343     1,319       656         0         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:   -1,136    -1,330      -248      -216      -104         9         0        -9         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     32.6      42.8      30.1      25.0      20.3       5.9       2.3       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         7         .         4         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,819,406                :
: Positions                                                                                                    :
:  802,376   509,249    70,802   914,898   373,319   577,767    59,832   637,661   128,082   105,403   202,932 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:  -49,358   -24,645    -5,708   -28,466   -12,011    19,389    17,331   -49,132    -7,782    -3,042    -2,681 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.5      18.1       2.5      32.5      13.2      20.5       2.1      22.6       4.5       3.7       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   176                     :
:       81        72        10        20        27        25        12        32        10        13        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   965,261                :
: Positions                                                                                                    :
:  184,315   287,809   345,423   150,261   158,374    80,845    79,597    80,789    33,476   126,749    77,889 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:  -14,676   -15,103     9,088   -15,516   -21,742   -30,318   -22,415    -9,483    -8,107    10,185   -21,476 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     19.1      29.8      35.8      15.6      16.4       8.4       8.2       8.4       3.5      13.1       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    92                     :
:       23        24        14         7        18         9        14        18         9        14        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    22,530                :
: Positions                                                                                                    :
:   20,059    14,419        47     6,097     1,494         0        17       238        60        45        75 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:      939       654       -50       280      -288         0       -15        81        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     89.0      64.0       0.2      27.1       6.6       0.0       0.1       1.1       0.3       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       30        27         .         7         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    17,256                :
: Positions                                                                                                    :
:   16,123     9,380         0     7,341       345         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:     -570      -528         0      -217      -248         0       -30         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.4      54.4       0.0      42.5       2.0       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         0         7         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is    10,884                :
: Positions                                                                                                    :
:    8,777     7,219         0     1,718     1,717         0         3        70         0         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:     -913      -706         0      -300      -166       -57         3        37         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.6      66.3       0.0      15.8      15.8       0.0       0.0       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       11        14         0         6         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of May 4, 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 OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    10,180                :
: Positions                                                                                                    :
:    7,763     7,481       323     1,407     1,037         0         0         0       740         0         0 :
:                                                                                                              :
: Changes from:     April 27, 2010                                                                             :
:     -124       -33      -169        71       162         0         0         0       310         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      73.5       3.2      13.8      10.2       0.0       0.0       0.0       7.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       21        15         .         5         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated May 7, 2010