```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, October 11, 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  : 4,406,706: 1,750,319  1,012,803    256,626  1,019,620    648,200    260,938    114,046  1,073,247     13,662    141,011    362,630:   41,084    35,149
Old  : 4,406,706: 1,750,319  1,012,803    256,626  1,019,620    648,200    260,938    114,046  1,073,247     13,662    141,011    362,630:   41,084    35,149
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :   210,633:    51,078     38,377     10,697    -20,023     56,490    -27,926    -23,768     88,027     -6,028     31,154     33,931:    4,364     6,445
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.7       23.0        5.8       23.1       14.7        5.9        2.6       24.4        0.3        3.2        8.2:      0.9       0.8
Old  :     100.0:      39.7       23.0        5.8       23.1       14.7        5.9        2.6       24.4        0.3        3.2        8.2:      0.9       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  :       210:        98         90         15         21         33         23         13         34         10         22         27:
Old  :       210:        98         90         15         21         33         23         13         34         10         22         27:
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  :                 21.9       21.0       36.1       35.2       12.5       16.3       17.3       21.9
Old  :                 21.9       21.0       36.1       35.2       12.5       16.3       17.3       21.9
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, October 11, 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  :   330,420:   180,313    228,890     59,384     27,295     42,592     13,486      5,277     18,727          0      1,124      1,359:   14,559     5,156
Old  :   330,420:   180,313    228,890     59,384     27,295     42,592     13,486      5,277     18,727          0      1,124      1,359:   14,559     5,156
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :   -13,269:   -15,963    -11,370      8,711      7,803    -10,438         81     -2,231      1,173          0        200        340:    2,827     1,254
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.6       69.3       18.0        8.3       12.9        4.1        1.6        5.7        0.0        0.3        0.4:      4.4       1.6
Old  :     100.0:      54.6       69.3       18.0        8.3       12.9        4.1        1.6        5.7        0.0        0.3        0.4:      4.4       1.6
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  :        56:        29         27          5          5          8          6          .          7          0          .          .:
Old  :        56:        29         27          5          5          8          6          .          7          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  :                 35.6       43.6       55.2       62.5       24.1       38.7       38.9       50.8
Old  :                 35.6       43.6       55.2       62.5       24.1       38.7       38.9       50.8
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, October 11, 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  :   205,813:   161,193    147,829      5,152     26,985     25,796      7,641        513      1,921         77          0        803:    3,230     1,966
Old  :   205,813:   161,193    147,829      5,152     26,985     25,796      7,641        513      1,921         77          0        803:    3,230     1,966
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :    -8,737:    -3,578    -10,586     -7,377       -426      3,069       -786        513        112         77       -257       -137:     -117    -1,025
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.3       71.8        2.5       13.1       12.5        3.7        0.2        0.9        0.0        0.0        0.4:      1.6       1.0
Old  :     100.0:      78.3       71.8        2.5       13.1       12.5        3.7        0.2        0.9        0.0        0.0        0.4:      1.6       1.0
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  :        47:        24         25          .          8          9          .          .          .          .          0          .:
Old  :        47:        24         25          .          8          9          .          .          .          .          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  :                 53.0       47.9       68.4       65.0       47.8       46.1       61.0       58.4
Old  :                 53.0       47.9       68.4       65.0       47.8       46.1       61.0       58.4
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, October 11, 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  :   338,632:   255,850    120,369     52,940    152,409     17,496        300     33,394      8,518          0        702         89:    3,439     5,655
Old  :   338,632:   255,850    120,369     52,940    152,409     17,496        300     33,394      8,518          0        702         89:    3,439     5,655
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :   -12,742:   -11,048      3,685      1,901    -10,441       -701     -2,370     -2,074        355          0       -811        -31:     -848    -2,724
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.6       35.5       15.6       45.0        5.2        0.1        9.9        2.5        0.0        0.2        0.0:      1.0       1.7
Old  :     100.0:      75.6       35.5       15.6       45.0        5.2        0.1        9.9        2.5        0.0        0.2        0.0:      1.0       1.7
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:        22         22          5         10         13          .          5          4          0          .          .:
Old  :        54:        22         22          5         10         13          .          5          4          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  :                 46.9       39.7       68.0       61.3       46.5       37.4       66.0       56.8
Old  :                 46.9       39.7       68.0       61.3       46.5       37.4       66.0       56.8
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, October 11, 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  :   662,413:   527,836    264,112     24,299    289,508     82,436      1,826      1,939     22,207        678         54        608:    2,523     1,549
Old  :   662,413:   527,836    264,112     24,299    289,508     82,436      1,826      1,939     22,207        678         54        608:    2,523     1,549
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :    34,546:    40,214     24,010     -9,848      2,620      7,131     -4,265       -541      2,649       -386       -646        391:   -1,340    -1,068
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      79.7       39.9        3.7       43.7       12.4        0.3        0.3        3.4        0.1        0.0        0.1:      0.4       0.2
Old  :     100.0:      79.7       39.9        3.7       43.7       12.4        0.3        0.3        3.4        0.1        0.0        0.1:      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         27          5         17         20          .          .          5          .          .          .:
Old  :        68:        34         27          5         17         20          .          .          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  :                 33.4       36.1       52.6       53.5       30.1       34.3       41.5       46.3
Old  :                 33.4       36.1       52.6       53.5       30.1       34.3       41.5       46.3
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, October 11, 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  :   227,021:   152,371    179,448     45,359     10,376      6,071     10,842     22,690      2,978      1,064          0          0:    8,336     5,458
Old  :   227,021:   152,371    179,448     45,359     10,376      6,071     10,842     22,690      2,978      1,064          0          0:    8,336     5,458
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :    -3,966:    -2,377     -4,731        554      1,390       -950       -995      1,640        450          0          0          0:     -648    -1,765
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.1       79.0       20.0        4.6        2.7        4.8       10.0        1.3        0.5        0.0        0.0:      3.7       2.4
Old  :     100.0:      67.1       79.0       20.0        4.6        2.7        4.8       10.0        1.3        0.5        0.0        0.0:      3.7       2.4
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  :        46:        26         26          5          4          4          .          .          .          .          0          0:
Old  :        46:        26         26          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  :                 48.8       56.3       65.3       75.6       45.3       56.0       58.1       71.3
Old  :                 48.8       56.3       65.3       75.6       45.3       56.0       58.1       71.3
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, October 11, 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  :   370,303:   226,585    273,804     65,416     42,141     16,728     16,770        135     32,172          0          0          0:   12,632     5,323
Old  :   370,303:   226,585    273,804     65,416     42,141     16,728     16,770        135     32,172          0          0          0:   12,632     5,323
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :    28,771:    19,716     54,820     12,682    -16,813       -262      3,988       -601     -8,732          0          0          0:    1,379       359
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.2       73.9       17.7       11.4        4.5        4.5        0.0        8.7        0.0        0.0        0.0:      3.4       1.4
Old  :     100.0:      61.2       73.9       17.7       11.4        4.5        4.5        0.0        8.7        0.0        0.0        0.0:      3.4       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  :        57:        30         29          8          9         13          .          .          5          0          0          0:
Old  :        57:        30         29          8          9         13          .          .          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  :                 31.2       60.3       51.2       71.2       27.8       53.2       41.4       59.8
Old  :                 31.2       60.3       51.2       71.2       27.8       53.2       41.4       59.8
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, October 11, 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  :   137,834:    77,232     79,402     14,509     16,087     26,788     10,528      3,868      4,886          0          0          0:    3,891     6,803
Old  :   137,834:    77,232     79,402     14,509     16,087     26,788     10,528      3,868      4,886          0          0          0:    3,891     6,803
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :   -39,720:   -52,102    -15,894      4,836    -12,719        834     10,218     -5,699     -5,521          0          0          0:    2,015      -721
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.0       57.6       10.5       11.7       19.4        7.6        2.8        3.5        0.0        0.0        0.0:      2.8       4.9
Old  :     100.0:      56.0       57.6       10.5       11.7       19.4        7.6        2.8        3.5        0.0        0.0        0.0:      2.8       4.9
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  :        41:        16         21          5          8          9          .          .          .          0          0          0:
Old  :        41:        16         21          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  :                 44.0       26.6       65.0       46.1       35.5       25.0       50.3       37.6
Old  :                 44.0       26.6       65.0       46.1       35.5       25.0       50.3       37.6
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, October 11, 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  :   968,457:   114,312    146,087    221,991     41,788     87,897    116,516    243,214    247,961     27,471     72,867     81,474:   70,835    47,169
Old  :   968,457:   114,312    146,087    221,991     41,788     87,897    116,516    243,214    247,961     27,471     72,867     81,474:   70,835    47,169
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :    29,747:    -2,509     -4,157     -3,809     -5,473      4,178      5,775      8,506     18,361     -1,916     -1,253      9,980:     -313      -395
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.8       15.1       22.9        4.3        9.1       12.0       25.1       25.6        2.8        7.5        8.4:      7.3       4.9
Old  :     100.0:      11.8       15.1       22.9        4.3        9.1       12.0       25.1       25.6        2.8        7.5        8.4:      7.3       4.9
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  :       315:        52         43         28         11         32         47         92         71         25         41         54:
Old  :       315:        52         43         28         11         32         47         92         71         25         41         54:
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  :                 19.7       21.6       30.9       32.9       13.3       12.3       19.7       17.8
Old  :                 19.7       21.6       30.9       32.9       13.3       12.3       19.7       17.8
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, October 11, 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  :    63,573:    37,061     19,231     13,576     20,576      6,684      1,402      9,424      2,718          0          0          0:    2,132     4,940
Old  :    63,573:    37,061     19,231     13,576     20,576      6,684      1,402      9,424      2,718          0          0          0:    2,132     4,940
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       30.3       21.4       32.4       10.5        2.2       14.8        4.3        0.0        0.0        0.0:      3.4       7.8
Old  :     100.0:      58.3       30.3       21.4       32.4       10.5        2.2       14.8        4.3        0.0        0.0        0.0:      3.4       7.8
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  :        23:         8          9          4          5          5          .          .          .          0          0          0:
Old  :        23:         8          9          4          5          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  :                 50.2       51.8       78.6       74.4       48.6       44.8       64.2       61.2
Old  :                 50.2       51.8       78.6       74.4       48.6       44.8       64.2       61.2
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, October 11, 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  :    60,965:    34,279     20,380      7,505     20,462      7,431      3,879      4,044        601          0          0          0:    7,270     8,047
Old  :    60,965:    34,279     20,380      7,505     20,462      7,431      3,879      4,044        601          0          0          0:    7,270     8,047
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :        16:         0          0          0          0          0        -44          0         16          0          0          0:       44         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.2       33.4       12.3       33.6       12.2        6.4        6.6        1.0        0.0        0.0        0.0:     11.9      13.2
Old  :     100.0:      56.2       33.4       12.3       33.6       12.2        6.4        6.6        1.0        0.0        0.0        0.0:     11.9      13.2
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  :        20:         7          7          4          5          6          .          .          .          0          0          0:
Old  :        20:         7          7          4          5          6          .          .          .          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  :                 58.9       49.1       77.4       70.9       52.4       47.9       62.3       61.0
Old  :                 58.9       49.1       77.4       70.9       52.4       47.9       62.3       61.0
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, October 11, 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  :    98,426:    53,507     41,072     15,072     38,069     11,807      4,558          0      2,691          0          0          0:   10,791     4,787
Old  :    98,426:    53,507     41,072     15,072     38,069     11,807      4,558          0      2,691          0          0          0:   10,791     4,787
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :       157:       302          0          0          0          0       -302          0        184          0          0          0:      -27       -27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.4       41.7       15.3       38.7       12.0        4.6        0.0        2.7        0.0        0.0        0.0:     11.0       4.9
Old  :     100.0:      54.4       41.7       15.3       38.7       12.0        4.6        0.0        2.7        0.0        0.0        0.0:     11.0       4.9
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  :        29:        12         10          4          8          6          .          0          .          0          0          0:
Old  :        29:        12         10          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  :                 40.7       40.6       62.3       63.9       30.9       37.7       47.0       55.6
Old  :                 40.7       40.6       62.3       63.9       30.9       37.7       47.0       55.6
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, October 11, 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  : 2,407,594:   661,547    395,326    127,127    722,590    455,792    283,798     83,823    473,457    174,563     53,582    197,236:   34,074    25,788
Old  : 2,407,594:   661,547    395,326    127,127    722,590    455,792    283,798     83,823    473,457    174,563     53,582    197,236:   34,074    25,788
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :    16,715:    16,991      9,856     -1,197      5,576    -22,027    -32,637      7,374     26,541     21,392    -16,651     10,326:   -2,674    -4,280
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.5       16.4        5.3       30.0       18.9       11.8        3.5       19.7        7.3        2.2        8.2:      1.4       1.1
Old  :     100.0:      27.5       16.4        5.3       30.0       18.9       11.8        3.5       19.7        7.3        2.2        8.2:      1.4       1.1
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  :       163:        67         62         13         15         27         20         12         29         18          9         23:
Old  :       163:        67         62         13         15         27         20         12         29         18          9         23:
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  :                 22.8       29.1       35.2       47.4       12.0       19.5       20.0       29.1
Old  :                 22.8       29.1       35.2       47.4       12.0       19.5       20.0       29.1
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, October 11, 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  : 1,019,243:   116,091    172,441    208,055    254,690    311,552    141,982     28,815    115,879     43,098     53,755     77,615:    4,971     4,496
Old  : 1,019,243:   116,091    172,441    208,055    254,690    311,552    141,982     28,815    115,879     43,098     53,755     77,615:    4,971     4,496
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :    28,699:     3,447      7,943      6,197    -10,243     14,364     11,978        280     -2,806     -2,350     21,173     -1,839:     -292      -173
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.4       16.9       20.4       25.0       30.6       13.9        2.8       11.4        4.2        5.3        7.6:      0.5       0.4
Old  :     100.0:      11.4       16.9       20.4       25.0       30.6       13.9        2.8       11.4        4.2        5.3        7.6:      0.5       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  :        89:        18         20         14          9         19         13          7         17         10         12         16:
Old  :        89:        18         20         14          9         19         13          7         17         10         12         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  :                 36.7       35.5       54.8       59.4       16.4       25.6       26.3       37.9
Old  :                 36.7       35.5       54.8       59.4       16.4       25.6       26.3       37.9
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, October 11, 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  :    24,297:    22,527     13,980        629      9,009        478          5          0         40        190         66        137:      291       587
Old  :    24,297:    22,527     13,980        629      9,009        478          5          0         40        190         66        137:      291       587
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :      -478:      -222       -141        -15       -127       -202          0          0          0        -60          0          0:       21        -8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.7       57.5        2.6       37.1        2.0        0.0        0.0        0.2        0.8        0.3        0.6:      1.2       2.4
Old  :     100.0:      92.7       57.5        2.6       37.1        2.0        0.0        0.0        0.2        0.8        0.3        0.6:      1.2       2.4
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  :        51:        32         26          .          9          6          .          0          .          .          .          .:
Old  :        51:        32         26          .          9          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  :                 36.9       38.3       58.4       62.6       24.8       35.0       41.6       48.6
Old  :                 36.9       38.3       58.4       62.6       24.8       35.0       41.6       48.6
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, October 11, 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  :    10,504:     9,197      4,051        510      5,672        393          0         35        120        135          0         10:      139       223
Old  :    10,504:     9,197      4,051        510      5,672        393          0         35        120        135          0         10:      139       223
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :        34:        39          9          0          0         15          0          0          0          0          0          0:      -20        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.6       38.6        4.9       54.0        3.7        0.0        0.3        1.1        1.3        0.0        0.1:      1.3       2.1
Old  :     100.0:      87.6       38.6        4.9       54.0        3.7        0.0        0.3        1.1        1.3        0.0        0.1:      1.3       2.1
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  :        27:        17         13          .          5          .          0          .          .          .          0          .:
Old  :        27:        17         13          .          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  :                 53.9       63.7       75.4       84.1       43.0       61.7       59.7       68.3
Old  :                 53.9       63.7       75.4       84.1       43.0       61.7       59.7       68.3
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, October 11, 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  :     7,335:     4,433      4,553      2,000      1,738        485          0          0          0          0         80          0:      417       479
Old  :     7,335:     4,433      4,553      2,000      1,738        485          0          0          0          0         80          0:      417       479
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :        55:       -35         90         25         -5        -25          0          0          0          0          0          0:       90        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.4       62.1       27.3       23.7        6.6        0.0        0.0        0.0        0.0        1.1        0.0:      5.7       6.5
Old  :     100.0:      60.4       62.1       27.3       23.7        6.6        0.0        0.0        0.0        0.0        1.1        0.0:      5.7       6.5
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  :        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  :                 55.5       55.8       75.7       76.7       51.4       51.7       68.5       70.2
Old  :                 55.5       55.8       75.7       76.7       51.4       51.7       68.5       70.2
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, October 11, 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  :    10,978:     8,129      4,757      1,341      4,885        220          0          0          0          0          0          0:    1,288     1,116
Old  :    10,978:     8,129      4,757      1,341      4,885        220          0          0          0          0          0          0:    1,288     1,116
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       October 4, 2011                                                                  :
     :       306:       232        265         -4         26          0          0          0          0          0          0          0:       78        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       43.3       12.2       44.5        2.0        0.0        0.0        0.0        0.0        0.0        0.0:     11.7      10.2
Old  :     100.0:      74.0       43.3       12.2       44.5        2.0        0.0        0.0        0.0        0.0        0.0        0.0:     11.7      10.2
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  :        29:        15         13          .          6          .          0          0          0          0          0          0:
Old  :        29:        15         13          .          6          .          0          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  :                 68.2       53.5       78.4       71.9       61.3       53.5       69.4       68.9
Old  :                 68.2       53.5       78.4       71.9       61.3       53.5       69.4       68.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 14, 2011