```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 4,620,342: 1,892,907  1,042,061    284,473  1,080,159    598,123    327,463    232,734  1,043,869     11,097    160,090    443,553:   18,857    19,753
Old  : 4,620,342: 1,892,907  1,042,061    284,473  1,080,159    598,123    327,463    232,734  1,043,869     11,097    160,090    443,553:   18,857    19,753
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :    57,312:    63,729     22,685      7,668    -18,389     -8,600     18,558     28,632     -3,951    -10,266     39,051     44,626:  -54,452   -46,742
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.0       22.6        6.2       23.4       12.9        7.1        5.0       22.6        0.2        3.5        9.6:      0.4       0.4
Old  :     100.0:      41.0       22.6        6.2       23.4       12.9        7.1        5.0       22.6        0.2        3.5        9.6:      0.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       214:       101         98         16         22         34         22         15         35         10         16         21:
Old  :       214:       101         98         16         22         34         22         15         35         10         16         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       21.0       37.1       36.6       14.1       16.9       20.1       23.6
Old  :                 22.7       21.0       37.1       36.6       14.1       16.9       20.1       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   329,208:   175,707    257,006     76,655      9,818     41,199      9,348      1,121     13,986      1,292        703        493:   10,528     4,882
Old  :   329,208:   175,707    257,006     76,655      9,818     41,199      9,348      1,121     13,986      1,292        703        493:   10,528     4,882
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :     3,809:    -6,285     13,983     15,477     -4,631     -4,935     -1,288     -2,180      1,164        608        242       -273:     -659       439
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.4       78.1       23.3        3.0       12.5        2.8        0.3        4.2        0.4        0.2        0.1:      3.2       1.5
Old  :     100.0:      53.4       78.1       23.3        3.0       12.5        2.8        0.3        4.2        0.4        0.2        0.1:      3.2       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        28         26          8          4         10          4          .          5          .          .          .:
Old  :        56:        28         26          8          4         10          4          .          5          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.8       48.3       57.3       70.2       28.2       41.7       46.3       56.3
Old  :                 35.8       48.3       57.3       70.2       28.2       41.7       46.3       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   182,105:   133,256    130,642     13,264     22,624     24,370      4,223          0      2,845        560          0        620:    2,967     1,004
Old  :   182,105:   133,256    130,642     13,264     22,624     24,370      4,223          0      2,845        560          0        620:    2,967     1,004
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :     3,981:     1,957      4,256      3,922        247       -467     -1,940          0        383        125          0        372:     -371      -810
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.2       71.7        7.3       12.4       13.4        2.3        0.0        1.6        0.3        0.0        0.3:      1.6       0.6
Old  :     100.0:      73.2       71.7        7.3       12.4       13.4        2.3        0.0        1.6        0.3        0.0        0.3:      1.6       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        25         31          4          7         10          .          0          .          .          0          .:
Old  :        50:        25         31          4          7         10          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.2       42.2       72.1       58.3       48.3       40.5       58.6       53.1
Old  :                 55.2       42.2       72.1       58.3       48.3       40.5       58.6       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   330,192:   238,921    121,332     65,428    152,305     13,775      3,222     31,377      4,795        832      1,792        279:    2,940     4,537
Old  :   330,192:   238,921    121,332     65,428    152,305     13,775      3,222     31,377      4,795        832      1,792        279:    2,940     4,537
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :   -21,680:   -23,536    -15,420      1,932     -6,119       -667      1,252      1,701     -1,613        832        194       -308:      428       552
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.4       36.7       19.8       46.1        4.2        1.0        9.5        1.5        0.3        0.5        0.1:      0.9       1.4
Old  :     100.0:      72.4       36.7       19.8       46.1        4.2        1.0        9.5        1.5        0.3        0.5        0.1:      0.9       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        21         22          7          7         12          .          6          .          .          .          .:
Old  :        54:        21         22          7          7         12          .          6          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       41.8       71.7       64.4       49.6       39.5       67.0       59.8
Old  :                 49.9       41.8       71.7       64.4       49.6       39.5       67.0       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   739,225:   612,071    289,312     23,514    332,974     81,588        912     16,852     16,865      1,436          0          0:    2,839     1,634
Old  :   739,225:   612,071    289,312     23,514    332,974     81,588        912     16,852     16,865      1,436          0          0:    2,839     1,634
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :     1,829:    14,896        198     -3,180      9,924     -6,642         62      3,679     -3,377        484          0        -90:     -324    -1,863
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      82.8       39.1        3.2       45.0       11.0        0.1        2.3        2.3        0.2        0.0        0.0:      0.4       0.2
Old  :     100.0:      82.8       39.1        3.2       45.0       11.0        0.1        2.3        2.3        0.2        0.0        0.0:      0.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        68:        34         28          7         15         19          .          4          5          .          0          0:
Old  :        68:        34         28          7         15         19          .          4          5          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.9       37.9       56.7       53.5       34.4       33.6       46.4       45.4
Old  :                 39.9       37.9       56.7       53.5       34.4       33.6       46.4       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   228,347:   148,454    189,721     47,116     10,283      7,867     11,461      9,591      6,655      1,619          0          0:    5,175     4,230
Old  :   228,347:   148,454    189,721     47,116     10,283      7,867     11,461      9,591      6,655      1,619          0          0:    5,175     4,230
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :   -11,045:    -9,570     -7,728       -641     -3,357        957     -1,947     -2,472      2,450       -270          0          0:   -2,024      -895
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      65.0       83.1       20.6        4.5        3.4        5.0        4.2        2.9        0.7        0.0        0.0:      2.3       1.9
Old  :     100.0:      65.0       83.1       20.6        4.5        3.4        5.0        4.2        2.9        0.7        0.0        0.0:      2.3       1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        26         29          4          4          5          4          .          4          .          0          0:
Old  :        49:        26         29          4          4          5          4          .          4          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.7       51.5       61.6       69.3       41.6       50.8       52.9       63.7
Old  :                 46.7       51.5       61.6       69.3       41.6       50.8       52.9       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   420,542:   282,279    324,355     80,897     43,496     19,808     10,096      9,599     19,857          0          0          0:    7,605     3,427
Old  :   420,542:   282,279    324,355     80,897     43,496     19,808     10,096      9,599     19,857          0          0          0:    7,605     3,427
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :     4,337:     4,960      6,604      1,535      2,342       -579      3,332        851     -4,605          0          0          0:     -306      -276
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.1       77.1       19.2       10.3        4.7        2.4        2.3        4.7        0.0        0.0        0.0:      1.8       0.8
Old  :     100.0:      67.1       77.1       19.2       10.3        4.7        2.4        2.3        4.7        0.0        0.0        0.0:      1.8       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        59:        32         26          8          9         11          .          .          5          0          0          0:
Old  :        59:        32         26          8          9         11          .          .          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       67.1       49.0       78.8       30.1       63.5       44.3       70.7
Old  :                 31.1       67.1       49.0       78.8       30.1       63.5       44.3       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   170,917:    95,099    123,018     37,761     16,538     18,470     10,856        503      5,009          0          0          0:    3,722     7,379
Old  :   170,917:    95,099    123,018     37,761     16,538     18,470     10,856        503      5,009          0          0          0:    3,722     7,379
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :     8,387:    12,253      2,328        605      8,893     -4,275       -268          0        773          0          0          0:     -701       668
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.6       72.0       22.1        9.7       10.8        6.4        0.3        2.9        0.0        0.0        0.0:      2.2       4.3
Old  :     100.0:      55.6       72.0       22.1        9.7       10.8        6.4        0.3        2.9        0.0        0.0        0.0:      2.2       4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        18         20          5          8          9          .          .          .          0          0          0:
Old  :        40:        18         20          5          8          9          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       46.9       67.0       63.4       40.2       43.4       59.3       57.4
Old  :                 46.4       46.9       67.0       63.4       40.2       43.4       59.3       57.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   996,935:   112,621    141,230    226,795     41,454     85,629    127,493    277,341    254,724     40,022     68,785     82,745:   66,906    45,027
Old  :   996,935:   112,621    141,230    226,795     41,454     85,629    127,493    277,341    254,724     40,022     68,785     82,745:   66,906    45,027
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :    25,136:     7,593      1,612        367      2,328     -3,422     11,705     22,354     -8,933      9,957     16,906     10,643:   -2,774   -16,352
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.3       14.2       22.7        4.2        8.6       12.8       27.8       25.6        4.0        6.9        8.3:      6.7       4.5
Old  :     100.0:      11.3       14.2       22.7        4.2        8.6       12.8       27.8       25.6        4.0        6.9        8.3:      6.7       4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       322:        56         44         23         14         29         52         94         71         37         30         51:
Old  :       322:        56         44         23         14         29         52         94         71         37         30         51:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       21.5       31.4       33.7       12.9       14.8       19.4       19.9
Old  :                 19.5       21.5       31.4       33.7       12.9       14.8       19.4       19.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    59,650:    34,781     15,190     13,346     20,191      5,604          0      9,955      2,370          0          0          0:    3,549     6,340
Old  :    59,650:    34,781     15,190     13,346     20,191      5,604          0      9,955      2,370          0          0          0:    3,549     6,340
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :       427:      -362     -2,691          0          0          0       -618      1,299        232          0          0          0:    1,175     1,587
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       25.5       22.4       33.8        9.4        0.0       16.7        4.0        0.0        0.0        0.0:      5.9      10.6
Old  :     100.0:      58.3       25.5       22.4       33.8        9.4        0.0       16.7        4.0        0.0        0.0        0.0:      5.9      10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         7          8          5          5          5          0          .          .          0          0          0:
Old  :        23:         7          8          5          5          5          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       52.9       78.9       73.1       49.4       44.7       65.8       60.1
Old  :                 50.6       52.9       78.9       73.1       49.4       44.7       65.8       60.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    57,794:    31,500     19,053      7,156     19,658      7,130      3,995      3,564        629          0          0          0:    7,384     7,760
Old  :    57,794:    31,500     19,053      7,156     19,658      7,130      3,995      3,564        629          0          0          0:    7,384     7,760
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :       -60:         0       -108          0          0          0       -156          0         48          0          0          0:       48         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.5       33.0       12.4       34.0       12.3        6.9        6.2        1.1        0.0        0.0        0.0:     12.8      13.4
Old  :     100.0:      54.5       33.0       12.4       34.0       12.3        6.9        6.2        1.1        0.0        0.0        0.0:     12.8      13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         6          7          4          5          7          .          .          .          0          0          0:
Old  :        20:         6          7          4          5          7          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       49.7       77.0       70.5       53.3       47.0       61.6       59.8
Old  :                 59.0       49.7       77.0       70.5       53.3       47.0       61.6       59.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    93,208:    52,450     38,443     13,904     35,654     11,097      2,901          0      2,939          0          0          0:    9,917     5,075
Old  :    93,208:    52,450     38,443     13,904     35,654     11,097      2,901          0      2,939          0          0          0:    9,917     5,075
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :       291:       422       -829          0          0          0       -395          0        264          0          0          0:        0       856
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.3       41.2       14.9       38.3       11.9        3.1        0.0        3.2        0.0        0.0        0.0:     10.6       5.4
Old  :     100.0:      56.3       41.2       14.9       38.3       11.9        3.1        0.0        3.2        0.0        0.0        0.0:     10.6       5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        11         11          4          8          6          .          0          .          0          0          0:
Old  :        29:        11         11          4          8          6          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.9       41.2       63.8       64.4       31.2       37.5       48.4       56.1
Old  :                 41.9       41.2       63.8       64.4       31.2       37.5       48.4       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,536,642:   687,200    443,497    147,292    701,410    512,401    269,231     91,356    536,486    189,439     68,913    171,579:   23,014    11,000
Old  : 2,536,642:   687,200    443,497    147,292    701,410    512,401    269,231     91,356    536,486    189,439     68,913    171,579:   23,014    11,000
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :   126,212:     9,133     17,307     16,730      1,469     58,969       -102     11,183     33,160     40,149     -1,034     37,662:  -69,489   -32,504
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.1       17.5        5.8       27.7       20.2       10.6        3.6       21.1        7.5        2.7        6.8:      0.9       0.4
Old  :     100.0:      27.1       17.5        5.8       27.7       20.2       10.6        3.6       21.1        7.5        2.7        6.8:      0.9       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       169:        74         65         12         16         27         20         13         28         14         12         20:
Old  :       169:        74         65         12         16         27         20         13         28         14         12         20:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.1       28.2       35.2       45.8       12.0       17.4       19.6       27.1
Old  :                 22.1       28.2       35.2       45.8       12.0       17.4       19.6       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,111,237:   145,807    188,971    208,321    236,339    360,073    141,562     43,763    128,608     30,593     57,642     92,559:    3,714     3,282
Old  : 1,111,237:   145,807    188,971    208,321    236,339    360,073    141,562     43,763    128,608     30,593     57,642     92,559:    3,714     3,282
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :    22,686:     7,988     13,560     -6,525     -3,057     13,498      9,091      4,431       -983       -315     -3,848         96:     -164    -1,011
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.1       17.0       18.7       21.3       32.4       12.7        3.9       11.6        2.8        5.2        8.3:      0.3       0.3
Old  :     100.0:      13.1       17.0       18.7       21.3       32.4       12.7        3.9       11.6        2.8        5.2        8.3:      0.3       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        86:        17         20         14          9         20         13          9         19          9          8         16:
Old  :        86:        17         20         14          9         20         13          9         19          9          8         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.2       33.9       53.0       56.0       15.4       21.4       24.5       31.6
Old  :                 35.2       33.9       53.0       56.0       15.4       21.4       24.5       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    21,925:    19,927     12,504        704      8,333        781         25          0         20        235         56         67:      166       164
Old  :    21,925:    19,927     12,504        704      8,333        781         25          0         20        235         56         67:      166       164
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :       206:       156        144          0         60          0          0          0          0         50          0          0:        0         2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      90.9       57.0        3.2       38.0        3.6        0.1        0.0        0.1        1.1        0.3        0.3:      0.8       0.7
Old  :     100.0:      90.9       57.0        3.2       38.0        3.6        0.1        0.0        0.1        1.1        0.3        0.3:      0.8       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        31         29          .         10          6          .          0          .          .          .          .:
Old  :        54:        31         29          .         10          6          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       43.0       58.8       65.3       30.2       36.5       43.5       53.1
Old  :                 39.1       43.0       58.8       65.3       30.2       36.5       43.5       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,302:     9,073      3,882        454      5,644        342          0          0          0        150          0          0:      283       434
Old  :    10,302:     9,073      3,882        454      5,644        342          0          0          0        150          0          0:      283       434
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :       437:       428        293         45        105          0        -87          0        -25          0          0          0:       76        64
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      88.1       37.7        4.4       54.8        3.3        0.0        0.0        0.0        1.5        0.0        0.0:      2.7       4.2
Old  :     100.0:      88.1       37.7        4.4       54.8        3.3        0.0        0.0        0.0        1.5        0.0        0.0:      2.7       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        25:        15         14          .          5          .          0          0          0          .          0          0:
Old  :        25:        15         14          .          5          .          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0       64.0       82.4       82.3       52.4       63.6       67.4       71.1
Old  :                 63.0       64.0       82.4       82.3       52.4       63.6       67.4       71.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     7,050:     4,474      4,710      1,844      1,506        524          0          0          0          0         70          0:      208       240
Old  :     7,050:     4,474      4,710      1,844      1,506        524          0          0          0          0         70          0:      208       240
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :       336:        89        190         91        -45         41          0          0          0          0          0          0:      115       150
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.5       66.8       26.2       21.4        7.4        0.0        0.0        0.0        0.0        1.0        0.0:      3.0       3.4
Old  :     100.0:      63.5       66.8       26.2       21.4        7.4        0.0        0.0        0.0        0.0        1.0        0.0:      3.0       3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:        15         13          5          5          6          0          0          0          0          .          0:
Old  :        28:        15         13          5          5          6          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       57.4       77.7       80.3       56.3       51.4       68.7       66.2
Old  :                 58.2       57.4       77.7       80.3       56.3       51.4       68.7       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, November 15, 2011               
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,478:     6,346      4,789      2,376      4,158        352          0          0          0          0         20          5:    1,399     1,154
Old  :    10,478:     6,346      4,789      2,376      4,158        352          0          0          0          0         20          5:    1,399     1,154
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       November 8, 2011                                                                 :
     :      -129:      -768        -31        381       -412        187          0          0          0          0         20          5:       66       102
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.6       45.7       22.7       39.7        3.4        0.0        0.0        0.0        0.0        0.2        0.0:     13.4      11.0
Old  :     100.0:      60.6       45.7       22.7       39.7        3.4        0.0        0.0        0.0        0.0        0.2        0.0:     13.4      11.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        19         15          .          5          .          0          0          0          0          .          .:
Old  :        30:        19         15          .          5          .          0          0          0          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.4       49.1       73.8       72.4       51.4       48.9       57.9       63.7
Old  :                 55.4       49.1       73.8       72.4       51.4       48.9       57.9       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 18, 2011