Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 4,213,163                :
: Positions                                                                                                    :
:1,591,089 1,185,575   109,863   782,178   669,469   321,358    50,048 1,214,785    19,115    32,829   263,996 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:  -59,165   -13,432     5,545   -40,511   -37,090   -38,728    -2,194    36,620     4,746   -28,624     5,988 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.8      28.1       2.6      18.6      15.9       7.6       1.2      28.8       0.5       0.8       6.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   219                     :
:       98        90        14        21        32        25        14        35        18        20        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   973,546                :
: Positions                                                                                                    :
:  105,419   121,587   157,228    77,518   108,869   142,020   212,456   248,200    19,937    42,078   106,017 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:   -7,997      -603     3,010     4,331    -8,072     1,872    -4,813     3,274    -2,593    -1,740     4,798 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.8      12.5      16.1       8.0      11.2      14.6      21.8      25.5       2.0       4.3      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   279                     :
:       55        47        21        11        27        51        57        66        33        35        61 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    57,629                :
: Positions                                                                                                    :
:   34,020    22,763     4,746    16,891     5,718       787       903     1,373         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:   -3,456    -2,434       360    -1,074      -368      -327       -14        -8         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.0      39.5       8.2      29.3       9.9       1.4       1.6       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       16        12         .         4         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    36,698                :
: Positions                                                                                                    :
:   21,367    11,235     3,609     9,075     4,066       194       756     2,783         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:   -1,850      -401       300    -2,089      -786        60      -242      -360         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.2      30.6       9.8      24.7      11.1       0.5       2.1       7.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        9         9         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    67,038                :
: Positions                                                                                                    :
:   37,200    38,940    15,930    10,146     5,494         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:   -2,579     5,052     7,419      -390      -392         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.5      58.1      23.8      15.1       8.2       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        15         .         4         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    75,041                :
: Positions                                                                                                    :
:   43,507    34,336    12,714    30,335     6,225         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:      180         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.0      45.8      16.9      40.4       8.3       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       14        13         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    90,001                :
: Positions                                                                                                    :
:   57,928    54,619    13,196    16,732     3,840     1,758     3,321     6,046         0       540         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:      184       -93         0         0         0       -93         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.4      60.7      14.7      18.6       4.3       2.0       3.7       6.7       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       15        18         4         5         5         .         .         4         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    82,969                :
: Positions                                                                                                    :
:   66,413    33,670     4,288    23,770     1,461     1,224     8,741     2,935         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:      830      -171         0         0         0         0     1,001       -31         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.0      40.6       5.2      28.6       1.8       1.5      10.5       3.5       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 June 1, 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    82,102                :
: Positions                                                                                                    :
:   42,248    22,498     8,516    41,749     5,776     5,662     1,866     4,370       720         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:      614     1,487         0         0         0        91         0        64         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      27.4      10.4      50.9       7.0       6.9       2.3       5.3       0.9       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        15         .         6         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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 1,625,989                :
: Positions                                                                                                    :
:  306,537   287,770    94,236    89,870   607,033    19,984    82,782   209,650    54,033    11,575   328,490 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:    9,416    -5,114       215     4,996     8,970    -6,485     2,067     6,485      -645       109     7,765 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.9      17.7       5.8       5.5      37.3       1.2       5.1      12.9       3.3       0.7      20.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   137                     :
:       40        37        10        15        24        22        18        32        22         9        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    35,042                :
: Positions                                                                                                    :
:    9,833     9,402        67     2,031       213     7,734     6,801    11,855     2,636     1,711     1,908 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:    1,280         5        -8       663       -33       180       799       222        50       -76        74 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.1      26.8       0.2       5.8       0.6      22.1      19.4      33.8       7.5       4.9       5.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:        9         7         .         5         .         6         8        11         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    70,697                :
: Positions                                                                                                    :
:   45,151    52,713    23,622    14,926       244         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:   -5,790    -3,466    -1,200    -4,200         0      -720         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.9      74.6      33.4      21.1       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 June 1, 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   175,943                :
: Positions                                                                                                    :
:  111,323   112,798    36,403    31,177    14,732     3,641     8,107     3,892         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:   -8,859    -9,825    -1,212      -384    -1,838      -899      -833      -591         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      64.1      20.7      17.7       8.4       2.1       4.6       2.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       26        28         7         5         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   125,745                :
: Positions                                                                                                    :
:   62,762    73,649    35,579    28,693    13,037     1,550     1,942     1,992         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:   -2,395    -3,453    -1,719    -1,430      -480      -300       -17      -222         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.9      58.6      28.3      22.8      10.4       1.2       1.5       1.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       14        12         9         .         9         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   216,644                :
: Positions                                                                                                    :
:  120,611    96,059    30,832    70,771    31,324     5,700       360    10,238         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:   -7,918    -4,319       366    -4,443    -1,841      -162      -120      -895         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      44.3      14.2      32.7      14.5       2.6       0.2       4.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       24        24         5        10        10         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    54,157                :
: Positions                                                                                                    :
:   18,055    21,299    16,738    13,762    11,243     1,446     1,319       848         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:   -1,365    -2,711      -672       110      -150      -400         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     33.3      39.3      30.9      25.4      20.8       2.7       2.4       1.6       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 June 1, 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 2,796,985                :
: Positions                                                                                                    :
:  802,711   503,333    78,998   906,270   350,960   563,117    64,994   639,767   106,965    90,000   220,655 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:  -41,022   -27,278     8,008   -40,339      -681    -7,162     3,063   -15,256   -16,133    14,890    -8,941 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     28.7      18.0       2.8      32.4      12.5      20.1       2.3      22.9       3.8       3.2       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   177                     :
:       78        71        10        20        27        25        14        34        11        13        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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   924,497                :
: Positions                                                                                                    :
:  167,402   256,931   307,304   131,713   188,781    67,330    75,537    79,707    40,886   117,784    68,791 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:  -29,402   -23,709     2,496    -1,897   -22,405   -18,023    -7,931   -13,643    -6,000   -16,887   -19,380 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     18.1      27.8      33.2      14.2      20.4       7.3       8.2       8.6       4.4      12.7       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    93                     :
:       25        24        14         7        18        11        14        20        11         9        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    21,571                :
: Positions                                                                                                    :
:   18,891    13,684         0     5,580     1,739         0        56       127        70         0        95 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:      521       251         0       325      -220         0       -10       -27         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.6      63.4       0.0      25.9       8.1       0.0       0.3       0.6       0.3       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       30        26         0         8         5         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    16,559                :
: Positions                                                                                                    :
:   15,103     9,247         0     6,699       493         0         0         0       275         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:   -1,365      -628         0      -667        50         0         0         0       275         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     91.2      55.8       0.0      40.5       3.0       0.0       0.0       0.0       1.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       11        12         0         8         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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    10,072                :
: Positions                                                                                                    :
:    8,154     6,760         0     1,674     1,555         8         0        53         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:   -1,115      -878         0      -219      -122         8        -3       -17         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.0      67.1       0.0      16.6      15.4       0.1       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       12        15         0         6         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 1, 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     9,882                :
: Positions                                                                                                    :
:    8,145     7,023       200     1,012     1,222         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 25, 2010                                                                               :
:     -732      -942        20      -147        20         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.4      71.1       2.0      10.2      12.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       20        14         .         5         6         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated June 4, 2010