Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,730,067                :
: Positions                                                                                                    :
:1,642,017   919,384   242,126 1,446,139   603,800   430,874    36,708 1,346,660   121,544    50,891   302,544 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
: -117,495   -23,540   -26,043    22,975    -3,351    17,795    -8,116    24,172    75,679   -39,038   -19,729 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     34.7      19.4       5.1      30.6      12.8       9.1       0.8      28.5       2.6       1.1       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   221                     :
:       97        99        13        25        33        30         5        31        23        16        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   399,401                :
: Positions                                                                                                    :
:  243,736   268,561    40,795    21,106    60,554    13,158    15,918    28,473         0       570       831 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:   -2,259    -6,257    -2,885    -8,253     7,623    -4,105     3,403     2,512         0       495      -217 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      67.2      10.2       5.3      15.2       3.3       4.0       7.1       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       32        28         5         8        11         8         .        10         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   177,707                :
: Positions                                                                                                    :
:  150,637   101,266     1,686    49,244    12,578     3,391     4,699     5,284       189         0       214 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:   -2,252       -44         0    -2,312       614        86       122      -164        60         0       -60 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      57.0       0.9      27.7       7.1       1.9       2.6       3.0       0.1       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       28        25         .        11        12         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   331,013                :
: Positions                                                                                                    :
:  227,453    98,970    36,588   159,033    43,608     2,195     8,883    14,783     1,136       950       214 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:    2,132     2,242     1,543    -1,548       646    -1,202     1,658     1,026     1,136       771      -244 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      29.9      11.1      48.0      13.2       0.7       2.7       4.5       0.3       0.3       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       23        18         5         9        13         .         8         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   690,214                :
: Positions                                                                                                    :
:  477,498   279,472    81,474   245,682   100,016       546    29,328    25,992         0     4,285       428 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:    4,263      -716    -1,987     1,441       353       -64    -1,092     1,483      -670     1,742      -553 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.2      40.5      11.8      35.6      14.5       0.1       4.2       3.8       0.0       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       37        31         6        16        21         .         7         7         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   196,577                :
: Positions                                                                                                    :
:  135,640   118,978    33,603    59,484     4,130    12,902     1,263     2,882       542         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:   -3,667     2,398     1,536         0      -124     3,092      -893      -442       542         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.0      60.5      17.1      30.3       2.1       6.6       0.6       1.5       0.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       24        20         5         .         .         4         .         4         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   320,939                :
: Positions                                                                                                    :
:  218,914   155,741    38,184    73,676    25,692    10,667    36,965    20,112         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:    3,957   -12,139    -1,938       296       876       -37    11,244       260         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      48.5      11.9      23.0       8.0       3.3      11.5       6.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       33        29         6        13        12         5         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   177,856                :
: Positions                                                                                                    :
:  127,713    70,559     3,582    59,151    25,461     8,830    10,414     7,416         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:   -8,901     4,013     1,674    -8,454       340      -828    -3,126     1,151         0      -166      -392 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.8      39.7       2.0      33.3      14.3       5.0       5.9       4.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       23        26         4        12         9         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is   919,093                :
: Positions                                                                                                    :
:   58,666   125,592   244,478    46,942    81,558   111,626   148,364   266,065     6,655   136,590    76,262 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:   -5,467     7,760    -4,829     8,340    -2,365     4,353   -49,291    13,907    -8,496    19,481     6,233 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.4      13.7      26.6       5.1       8.9      12.1      16.1      28.9       0.7      14.9       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   324                     :
:       47        43        23        13        29        72        61        84        25        61        62 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    47,439                :
: Positions                                                                                                    :
:   21,521    23,991    10,256    15,459     4,781         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     45.4      50.6      21.6      32.6      10.1       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    40,812                :
: Positions                                                                                                    :
:   21,943    27,388     7,572     1,259     3,799     2,496       904     2,194         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:      520       288         0         0         0         0      -288       216         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      67.1      18.6       3.1       9.3       6.1       2.2       5.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       10        12         .         .         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    89,508                :
: Positions                                                                                                    :
:   47,479    40,183    23,334    25,068     9,102       830     7,459     3,190         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.0      44.9      26.1      28.0      10.2       0.9       8.3       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:       11        14         7         4         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    75,550                :
: Positions                                                                                                    :
:   38,827    29,525    12,589    25,272     8,541     5,398         0     1,011         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:   -1,552         0        90      -122         0     4,264         0      -366         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      39.1      16.7      33.5      11.3       7.1       0.0       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         8         5         4         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   130,538                :
: Positions                                                                                                    :
:   68,335    51,937    20,126    48,650    18,371     5,306         0     4,225         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:     -772       286         0         0         0       683      -375       307         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.3      39.8      15.4      37.3      14.1       4.1       0.0       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        15         5         7         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,569,683                :
: Positions                                                                                                    :
:  703,774   382,511   112,026   903,729   423,808   295,704    33,148   522,630   238,595    35,925   238,251 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:  -53,966   -28,533     2,881   -20,493      -227    -8,156       535    -3,139       423   -10,613    -1,974 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.4      14.9       4.4      35.2      16.5      11.5       1.3      20.3       9.3       1.4       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   169                     :
:       72        61        12        18        27        27         9        27        19         9        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   947,634                :
: Positions                                                                                                    :
:  152,325   147,782   220,072   301,179   276,361    77,008    34,905    70,701    61,284    26,586    86,406 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:  -13,156   -10,839     2,522    -7,939   -10,263   -49,938    -5,849    -6,058     9,361   -27,008   -14,368 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.1      15.6      23.2      31.8      29.2       8.1       3.7       7.5       6.5       2.8       9.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    99                     :
:       23        18        11        12        18        12        13        15        10        16        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    23,105                :
: Positions                                                                                                    :
:   21,711    13,098       524     9,118       434        86        70        20         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:      344        69        30       161        30         5         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.0      56.7       2.3      39.5       1.9       0.4       0.3       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       29        28         .         6         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    16,286                :
: Positions                                                                                                    :
:   14,177     7,646       205     7,464       554       768         0        10       280        40        90 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:      -15       105         0         0         0         0         0         0        50       -70        30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      46.9       1.3      45.8       3.4       4.7       0.0       0.1       1.7       0.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        17         .         4         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     8,495                :
: Positions                                                                                                    :
:    5,756     5,456     1,647     1,852       477         0         0        45       260         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:       70       388         6       -52        85         0       -30         0       260         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      64.2      19.4      21.8       5.6       0.0       0.0       0.5       3.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       13        13         4         4         4         0         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of May 31, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    11,884                :
: Positions                                                                                                    :
:   10,073     4,949       493     5,306       800         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     May 24, 2011                                                                               :
:      184        54         0       135         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      41.6       4.1      44.6       6.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         .         6         .         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated June 3, 2011