```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, August 23, 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  : 4,605,310: 1,792,390    963,677    279,821  1,164,054    618,949    338,021    183,500  1,157,237     11,483    121,259    357,704:   49,705    38,930
Old  : 4,605,310: 1,792,390    963,677    279,821  1,164,054    618,949    338,021    183,500  1,157,237     11,483    121,259    357,704:   49,705    38,930
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :    72,868:     7,573      3,430     29,947     -6,757      3,402    -26,212     22,251     35,058     -9,334    -15,809     32,421:       13    -1,128
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.9       20.9        6.1       25.3       13.4        7.3        4.0       25.1        0.2        2.6        7.8:      1.1       0.8
Old  :     100.0:      38.9       20.9        6.1       25.3       13.4        7.3        4.0       25.1        0.2        2.6        7.8:      1.1       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  :       228:       109        105         14         24         33         30         10         37         15         21         29:
Old  :       228:       109        105         14         24         33         30         10         37         15         21         29:
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  :                 21.5       21.5       36.1       36.7       12.5       17.0       18.5       24.4
Old  :                 21.5       21.5       36.1       36.7       12.5       17.0       18.5       24.4
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, August 23, 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  :   347,534:   212,450    236,317     45,073     30,670     45,354     10,904      9,833     17,972        731        503      1,863:   13,187     5,022
Old  :   347,534:   212,450    236,317     45,073     30,670     45,354     10,904      9,833     17,972        731        503      1,863:   13,187     5,022
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :     2,739:    14,065      4,581         25      1,018     -1,498     -5,893      3,688     -2,321          0        142         32:   -1,671    -2,903
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.1       68.0       13.0        8.8       13.1        3.1        2.8        5.2        0.2        0.1        0.5:      3.8       1.4
Old  :     100.0:      61.1       68.0       13.0        8.8       13.1        3.1        2.8        5.2        0.2        0.1        0.5:      3.8       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  :        63:        33         35          5          7          9          7          .          8          .          .          .:
Old  :        63:        33         35          5          7          9          7          .          8          .          .          .:
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  :                 35.9       46.9       52.2       61.5       29.0       38.8       40.7       46.8
Old  :                 35.9       46.9       52.2       61.5       29.0       38.8       40.7       46.8
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, August 23, 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  :   182,894:   146,712    122,714      5,140     38,693     13,828      7,567        450      3,369      1,365          0        558:    4,355     3,282
Old  :   182,894:   146,712    122,714      5,140     38,693     13,828      7,567        450      3,369      1,365          0        558:    4,355     3,282
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :     1,673:     3,874      1,893     -1,881        547       -389          2       -760        569       -488          0        -93:       79       -94
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.2       67.1        2.8       21.2        7.6        4.1        0.2        1.8        0.7        0.0        0.3:      2.4       1.8
Old  :     100.0:      80.2       67.1        2.8       21.2        7.6        4.1        0.2        1.8        0.7        0.0        0.3:      2.4       1.8
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  :        48:        28         24          .          9         11          .          .          .          .          0          .:
Old  :        48:        28         24          .          9         11          .          .          .          .          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  :                 47.8       44.7       62.0       63.1       41.5       43.1       52.4       57.8
Old  :                 47.8       44.7       62.0       63.1       41.5       43.1       52.4       57.8
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, August 23, 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  :   315,812:   232,427     91,668     48,594    165,236     20,966      2,091     22,133      7,826          0      2,019        153:    3,755     5,811
Old  :   315,812:   232,427     91,668     48,594    165,236     20,966      2,091     22,133      7,826          0      2,019        153:    3,755     5,811
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :       992:     1,432      1,346     -1,588       -675       -382        763       -297        526       -360         90       -248:      849       632
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.6       29.0       15.4       52.3        6.6        0.7        7.0        2.5        0.0        0.6        0.0:      1.2       1.8
Old  :     100.0:      73.6       29.0       15.4       52.3        6.6        0.7        7.0        2.5        0.0        0.6        0.0:      1.2       1.8
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  :        51:        24         23          4         11         14          .          5          .          0          .          .:
Old  :        51:        24         23          4         11         14          .          5          .          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  :                 48.1       41.8       68.6       66.0       46.5       38.3       64.4       58.2
Old  :                 48.1       41.8       68.6       66.0       46.5       38.3       64.4       58.2
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, August 23, 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  :   634,776:   479,335    281,574     44,608    230,278     77,358      6,006     20,940     21,838        289        370      1,518:    3,824       900
Old  :   634,776:   479,335    281,574     44,608    230,278     77,358      6,006     20,940     21,838        289        370      1,518:    3,824       900
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :    -2,510:    -7,119      3,515     -1,482      4,987       -700      2,745    -14,276      4,722       -146         36        450:     -980    -1,244
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.5       44.4        7.0       36.3       12.2        0.9        3.3        3.4        0.0        0.1        0.2:      0.6       0.1
Old  :     100.0:      75.5       44.4        7.0       36.3       12.2        0.9        3.3        3.4        0.0        0.1        0.2:      0.6       0.1
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  :        74:        40         32          9         12         20          .          5          6          .          .          .:
Old  :        74:        40         32          9         12         20          .          5          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  :                 30.0       39.1       47.6       54.8       27.9       30.4       39.6       42.0
Old  :                 30.0       39.1       47.6       54.8       27.9       30.4       39.6       42.0
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, August 23, 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  :   207,070:   147,507    169,258     33,698     10,148      5,604      8,169     11,945      3,848          0          0          0:    8,244     6,267
Old  :   207,070:   147,507    169,258     33,698     10,148      5,604      8,169     11,945      3,848          0          0          0:    8,244     6,267
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :     1,696:       242      2,534       -495       -221        537       -749     -1,611      1,531          0          0          0:      630    -1,074
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.2       81.7       16.3        4.9        2.7        3.9        5.8        1.9        0.0        0.0        0.0:      4.0       3.0
Old  :     100.0:      71.2       81.7       16.3        4.9        2.7        3.9        5.8        1.9        0.0        0.0        0.0:      4.0       3.0
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  :        39:        26         21          5          .          4          .          .          .          0          0          0:
Old  :        39:        26         21          5          .          4          .          .          .          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  :                 47.8       61.8       63.0       79.5       45.2       59.1       59.7       74.2
Old  :                 47.8       61.8       63.0       79.5       45.2       59.1       59.7       74.2
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, August 23, 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  :   298,691:   190,619    145,553     27,505     70,366     21,652      5,158     11,287     44,104          0          0          0:    9,653     5,729
Old  :   298,691:   190,619    145,553     27,505     70,366     21,652      5,158     11,287     44,104          0          0          0:    9,653     5,729
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :     4,792:    -1,582      6,149     -2,050        243      1,664       -681    -10,916      7,102          0          0          0:      339       550
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.8       48.7        9.2       23.6        7.2        1.7        3.8       14.8        0.0        0.0        0.0:      3.2       1.9
Old  :     100.0:      63.8       48.7        9.2       23.6        7.2        1.7        3.8       14.8        0.0        0.0        0.0:      3.2       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  :        60:        32         34          7         11         10          .          .          4          0          0          0:
Old  :        60:        32         34          7         11         10          .          .          4          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  :                 37.7       31.7       56.3       47.5       23.8       16.4       33.7       28.1
Old  :                 37.7       31.7       56.3       47.5       23.8       16.4       33.7       28.1
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, August 23, 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  :   164,590:   124,015     73,021      7,799     49,425     18,752      6,364     10,063      5,312          0          0          0:    2,348     8,017
Old  :   164,590:   124,015     73,021      7,799     49,425     18,752      6,364     10,063      5,312          0          0          0:    2,348     8,017
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :    10,152:     4,981      5,728      3,718        674        883        141      1,552        339          0          0          0:       90       976
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.3       44.4        4.7       30.0       11.4        3.9        6.1        3.2        0.0        0.0        0.0:      1.4       4.9
Old  :     100.0:      75.3       44.4        4.7       30.0       11.4        3.9        6.1        3.2        0.0        0.0        0.0:      1.4       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  :        43:        19         25          4         10          8          .          .          .          0          0          0:
Old  :        43:        19         25          4         10          8          .          .          .          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  :                 61.8       28.4       77.3       48.3       55.0       26.6       66.9       44.9
Old  :                 61.8       28.4       77.3       48.3       55.0       26.6       66.9       44.9
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, August 23, 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  :   998,590:    85,419    131,305    244,656     40,201     95,505    133,951    261,495    262,261     22,764     87,308     73,185:   80,849    47,330
Old  :   998,590:    85,419    131,305    244,656     40,201     95,505    133,951    261,495    262,261     22,764     87,308     73,185:   80,849    47,330
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :    -1,656:       133      3,132       -802       -244       -104      4,797        155     -1,168     -2,513      4,044     -4,832:    2,833    -2,639
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.6       13.1       24.5        4.0        9.6       13.4       26.2       26.3        2.3        8.7        7.3:      8.1       4.7
Old  :     100.0:       8.6       13.1       24.5        4.0        9.6       13.4       26.2       26.3        2.3        8.7        7.3:      8.1       4.7
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  :       332:        50         43         28          8         30         65         79         82         36         49         60:
Old  :       332:        50         43         28          8         30         65         79         82         36         49         60:
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  :                 17.7       20.8       30.8       32.3       14.2       12.0       21.1       19.1
Old  :                 17.7       20.8       30.8       32.3       14.2       12.0       21.1       19.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365D
Disaggregated Commitments of Traders - Futures Only, August 23, 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  :    38,938:    15,303     17,381      9,336     12,571      4,781          0        768          0          0          0          0:    9,518     3,437
Old  :    38,938:    15,303     17,381      9,336     12,571      4,781          0        768          0          0          0          0:    9,518     3,437
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 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:      39.3       44.6       24.0       32.3       12.3        0.0        2.0        0.0        0.0        0.0        0.0:     24.4       8.8
Old  :     100.0:      39.3       44.6       24.0       32.3       12.3        0.0        2.0        0.0        0.0        0.0        0.0:     24.4       8.8
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  :        21:        10          8          .          5          4          0          .          0          0          0          0:
Old  :        21:        10          8          .          5          4          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  :                 48.9       54.9       63.9       76.4       41.1       49.2       51.6       63.7
Old  :                 48.9       54.9       63.9       76.4       41.1       49.2       51.6       63.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-02365G
Disaggregated Commitments of Traders - Futures Only, August 23, 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  :    34,272:    21,559     21,367      2,280      2,595      3,095      1,692          0      1,852          0          0          0:    3,794     5,363
Old  :    34,272:    21,559     21,367      2,280      2,595      3,095      1,692          0      1,852          0          0          0:    3,794     5,363
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :       542:       198        -66          0          0          0        680          0       -224          0          0          0:     -112       832
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.9       62.3        6.7        7.6        9.0        4.9        0.0        5.4        0.0        0.0        0.0:     11.1      15.6
Old  :     100.0:      62.9       62.3        6.7        7.6        9.0        4.9        0.0        5.4        0.0        0.0        0.0:     11.1      15.6
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  :        22:        10         11          .          .          4          .          0          .          0          0          0:
Old  :        22:        10         11          .          .          4          .          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  :                 52.2       47.6       70.8       67.8       50.4       46.0       60.0       59.4
Old  :                 52.2       47.6       70.8       67.8       50.4       46.0       60.0       59.4
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, August 23, 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  :    72,125:    41,570     28,787     16,756     22,035      7,250          0      7,463      2,599          0          0          0:    3,950     3,991
Old  :    72,125:    41,570     28,787     16,756     22,035      7,250          0      7,463      2,599          0          0          0:    3,950     3,991
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :        60:        60          0          0          0          0          0         60          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.6       39.9       23.2       30.6       10.1        0.0       10.3        3.6        0.0        0.0        0.0:      5.5       5.5
Old  :     100.0:      57.6       39.9       23.2       30.6       10.1        0.0       10.3        3.6        0.0        0.0        0.0:      5.5       5.5
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  :        30:        12         14          5          4          5          0          .          .          0          0          0:
Old  :        30:        12         14          5          4          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  :                 49.4       44.3       76.3       67.3       47.2       39.2       61.0       53.9
Old  :                 49.4       44.3       76.3       67.3       47.2       39.2       61.0       53.9
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, August 23, 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  :    66,995:    37,881     23,685      7,634     21,602      7,785      4,179      4,077        738          0          0          0:    8,778     9,108
Old  :    66,995:    37,881     23,685      7,634     21,602      7,785      4,179      4,077        738          0          0          0:    8,778     9,108
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :         .:         .          .          .          .          .          .          .          .          .          .          .:        .         .
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.5       35.4       11.4       32.2       11.6        6.2        6.1        1.1        0.0        0.0        0.0:     13.1      13.6
Old  :     100.0:      56.5       35.4       11.4       32.2       11.6        6.2        6.1        1.1        0.0        0.0        0.0:     13.1      13.6
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  :        20:         8          8          4          4          6          .          .          .          0          0          0:
Old  :        20:         8          8          4          4          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  :                 58.0       49.7       76.9       70.2       47.3       48.6       59.9       62.1
Old  :                 58.0       49.7       76.9       70.2       47.3       48.6       59.9       62.1
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, August 23, 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  :   110,649:    60,114     44,654     15,914     41,540     14,900      4,439        331      4,185          0          0          0:   11,097     5,039
Old  :   110,649:    60,114     44,654     15,914     41,540     14,900      4,439        331      4,185          0          0          0:   11,097     5,039
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :        44:        60          0          0          0          0          0         60        -16          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.3       40.4       14.4       37.5       13.5        4.0        0.3        3.8        0.0        0.0        0.0:     10.0       4.6
Old  :     100.0:      54.3       40.4       14.4       37.5       13.5        4.0        0.3        3.8        0.0        0.0        0.0:     10.0       4.6
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  :        35:        16         14          4          8          6          .          .          .          0          0          0:
Old  :        35:        16         14          4          8          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  :                 37.4       38.8       59.3       60.4       29.8       36.3       43.0       51.3
Old  :                 37.4       38.8       59.3       60.4       29.8       36.3       43.0       51.3
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, August 23, 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  : 2,464,642:   672,769    432,263    130,219    778,624    460,273    295,530     38,610    509,183    183,312     38,256    184,928:   28,428    22,505
Old  : 2,464,642:   672,769    432,263    130,219    778,624    460,273    295,530     38,610    509,183    183,312     38,256    184,928:   28,428    22,505
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :    20,290:    18,224      6,295     -3,490         15     -8,733     -9,473      1,756     32,661     -4,685     -9,327     -1,491:   -2,723      -886
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.3       17.5        5.3       31.6       18.7       12.0        1.6       20.7        7.4        1.6        7.5:      1.2       0.9
Old  :     100.0:      27.3       17.5        5.3       31.6       18.7       12.0        1.6       20.7        7.4        1.6        7.5:      1.2       0.9
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  :       171:        70         65         12         18         27         26         10         30         19          8         23:
Old  :       171:        70         65         12         18         27         26         10         30         19          8         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  :                 22.0       27.8       33.3       46.5       10.9       20.0       18.9       30.0
Old  :                 22.0       27.8       33.3       46.5       10.9       20.0       18.9       30.0
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, August 23, 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  : 1,009,810:   156,966    159,587    218,910    266,148    279,981    100,518     92,117     86,044     77,375     38,639     84,043:    5,973     3,251
Old  : 1,009,810:   156,966    159,587    218,910    266,148    279,981    100,518     92,117     86,044     77,375     38,639     84,043:    5,973     3,251
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :    40,159:     2,388      3,638      2,330      1,320      3,301     23,515     21,576     -1,343      5,937      7,852      4,066:      -35      -251
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      15.5       15.8       21.7       26.4       27.7       10.0        9.1        8.5        7.7        3.8        8.3:      0.6       0.3
Old  :     100.0:      15.5       15.8       21.7       26.4       27.7       10.0        9.1        8.5        7.7        3.8        8.3:      0.6       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  :        99:        24         22         12         11         19         12         14         18          9         14         19:
Old  :        99:        24         22         12         11         19         12         14         18          9         14         19:
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  :                 32.2       33.7       50.8       58.7       15.9       27.3       26.9       39.1
Old  :                 32.2       33.7       50.8       58.7       15.9       27.3       26.9       39.1
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, August 23, 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  :    22,795:    21,239     11,928        194      9,308        779          0         10         30        160          0         15:      378       725
Old  :    22,795:    21,239     11,928        194      9,308        779          0         10         30        160          0         15:      378       725
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :       127:       -67       -188          0        114        200          0          0          0          0          0          0:       -6         1
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.2       52.3        0.9       40.8        3.4        0.0        0.0        0.1        0.7        0.0        0.1:      1.7       3.2
Old  :     100.0:      93.2       52.3        0.9       40.8        3.4        0.0        0.0        0.1        0.7        0.0        0.1:      1.7       3.2
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  :        46:        31         25          .          9          4          0          .          .          .          0          .:
Old  :        46:        31         25          .          9          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  :                 48.1       44.8       66.9       68.7       44.6       42.3       57.6       64.4
Old  :                 48.1       44.8       66.9       68.7       44.6       42.3       57.6       64.4
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, August 23, 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  :    12,297:    10,752      5,065        580      6,353        363          0          3        109        278         20         30:      185       354
Old  :    12,297:    10,752      5,065        580      6,353        363          0          3        109        278         20         30:      185       354
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :        29:        82        -13          0         60        -45         -7          3         -5        -25          0          0:       29        29
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.4       41.2        4.7       51.7        3.0        0.0        0.0        0.9        2.3        0.2        0.2:      1.5       2.9
Old  :     100.0:      87.4       41.2        4.7       51.7        3.0        0.0        0.0        0.9        2.3        0.2        0.2:      1.5       2.9
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  :        30:        18         16          .          5          .          0          .          .          .          .          .:
Old  :        30:        18         16          .          5          .          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  :                 52.2       62.2       72.4       83.6       42.3       58.3       56.7       64.2
Old  :                 52.2       62.2       72.4       83.6       42.3       58.3       56.7       64.2
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, August 23, 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  :     8,632:     5,148      5,754      2,462      1,667        509          0          0        150          0         95          0:      363       457
Old  :     8,632:     5,148      5,754      2,462      1,667        509          0          0        150          0         95          0:      363       457
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :       205:        10        155        194         59         -9          0          0          0          0          0          0:       10         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.6       66.7       28.5       19.3        5.9        0.0        0.0        1.7        0.0        1.1        0.0:      4.2       5.3
Old  :     100.0:      59.6       66.7       28.5       19.3        5.9        0.0        0.0        1.7        0.0        1.1        0.0:      4.2       5.3
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  :        30:        17         15          5          4          5          0          0          .          0          .          0:
Old  :        30:        17         15          5          4          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  :                 54.8       51.9       73.9       70.6       51.0       48.4       65.4       65.1
Old  :                 54.8       51.9       73.9       70.6       51.0       48.4       65.4       65.1
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, August 23, 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  :    11,811:     9,296      4,682        867      5,546        390          0          0          0        145          0          0:    1,113     1,193
Old  :    11,811:     9,296      4,682        867      5,546        390          0          0          0        145          0          0:    1,113     1,193
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 16, 2011                                                                  :
     :       370:      -302        238        710        195        -93          0          0          0          0          0          0:       55        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.7       39.6        7.3       47.0        3.3        0.0        0.0        0.0        1.2        0.0        0.0:      9.4      10.1
Old  :     100.0:      78.7       39.6        7.3       47.0        3.3        0.0        0.0        0.0        1.2        0.0        0.0:      9.4      10.1
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  :        29:        14         11          .          6          .          0          0          0          .          0          0:
Old  :        29:        14         11          .          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  :                 61.2       57.3       77.4       75.2       57.3       57.3       72.8       72.5
Old  :                 61.2       57.3       77.4       75.2       57.3       57.3       72.8       72.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 26, 2011