```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, October 4, 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  : 4,196,073: 1,699,241    974,426    245,929  1,039,643    591,710    288,864    137,814    985,220     19,690    109,857    328,699:   36,720    28,704
Old  : 4,196,073: 1,699,241    974,426    245,929  1,039,643    591,710    288,864    137,814    985,220     19,690    109,857    328,699:   36,720    28,704
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :  -138,698:   -93,801     -5,772    -40,163    -51,848    -14,138      5,493    -49,970     -1,018     -2,158    -24,128      5,091:    1,996     3,085
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      40.5       23.2        5.9       24.8       14.1        6.9        3.3       23.5        0.5        2.6        7.8:      0.9       0.7
Old  :     100.0:      40.5       23.2        5.9       24.8       14.1        6.9        3.3       23.5        0.5        2.6        7.8:      0.9       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       213:        97         91         13         24         33         23         14         33         10         23         27:
Old  :       213:        97         91         13         24         33         23         14         33         10         23         27:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       22.2       36.7       36.6       12.5       17.2       18.2       23.0
Old  :                 22.7       22.2       36.7       36.6       12.5       17.2       18.2       23.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Futures Only, October 4, 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  :   343,689:   196,276    240,260     50,673     19,492     53,030     13,405      7,508     17,554          0        924      1,019:   11,732     3,902
Old  :   343,689:   196,276    240,260     50,673     19,492     53,030     13,405      7,508     17,554          0        924      1,019:   11,732     3,902
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :     4,856:       917        -49      4,320      4,202     -1,817      2,547       -309      2,735       -281        553       -616:   -2,949       157
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.1       69.9       14.7        5.7       15.4        3.9        2.2        5.1        0.0        0.3        0.3:      3.4       1.1
Old  :     100.0:      57.1       69.9       14.7        5.7       15.4        3.9        2.2        5.1        0.0        0.3        0.3:      3.4       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        65:        34         33          7          5         10          6          .          8          0          .          .:
Old  :        65:        34         33          7          5         10          6          .          8          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  :                 33.0       43.8       52.7       61.8       23.4       37.3       36.2       46.3
Old  :                 33.0       43.8       52.7       61.8       23.4       37.3       36.2       46.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, October 4, 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  :   214,550:   164,771    158,415     12,529     27,411     22,727      8,427          0      1,809          0        257        940:    3,347     2,991
Old  :   214,550:   164,771    158,415     12,529     27,411     22,727      8,427          0      1,809          0        257        940:    3,347     2,991
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :     3,642:       817        313     -1,436        974      2,760      2,253          0     -1,127          0         84         90:      285       548
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.8       73.8        5.8       12.8       10.6        3.9        0.0        0.8        0.0        0.1        0.4:      1.6       1.4
Old  :     100.0:      76.8       73.8        5.8       12.8       10.6        3.9        0.0        0.8        0.0        0.1        0.4:      1.6       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  :        48:        27         26          4          8         10          .          0          .          0          .          .:
Old  :        48:        27         26          4          8         10          .          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       47.7       67.1       64.1       42.6       46.5       54.9       58.1
Old  :                 50.2       47.7       67.1       64.1       42.6       46.5       54.9       58.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Futures Only, October 4, 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  :   351,374:   266,898    116,684     51,039    162,850     18,197      2,670     35,468      8,163          0      1,513        120:    4,287     8,379
Old  :   351,374:   266,898    116,684     51,039    162,850     18,197      2,670     35,468      8,163          0      1,513        120:    4,287     8,379
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :    12,375:    12,612      3,472       -761      2,605        187       -485      6,121      1,123          0        157         -4:     -297    -1,286
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.0       33.2       14.5       46.3        5.2        0.8       10.1        2.3        0.0        0.4        0.0:      1.2       2.4
Old  :     100.0:      76.0       33.2       14.5       46.3        5.2        0.8       10.1        2.3        0.0        0.4        0.0:      1.2       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        28         25          5         11         14          .          4          4          0          .          .:
Old  :        55:        28         25          5         11         14          .          4          4          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.4       40.1       65.3       63.2       45.1       37.9       63.9       57.3
Old  :                 45.4       40.1       65.3       63.2       45.1       37.9       63.9       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Futures Only, October 4, 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  :   627,867:   487,622    240,102     34,147    286,888     75,305      6,091      2,480     19,558      1,064        700        217:    3,863     2,617
Old  :   627,867:   487,622    240,102     34,147    286,888     75,305      6,091      2,480     19,558      1,064        700        217:    3,863     2,617
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :   -13,587:      -525     -7,328     11,214     10,950    -14,362     -5,972       -186     -2,999       -118        700        -31:     -794      -331
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.7       38.2        5.4       45.7       12.0        1.0        0.4        3.1        0.2        0.1        0.0:      0.6       0.4
Old  :     100.0:      77.7       38.2        5.4       45.7       12.0        1.0        0.4        3.1        0.2        0.1        0.0:      0.6       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        67:        34         26          6         15         19          4          .          4          .          .          .:
Old  :        67:        34         26          6         15         19          4          .          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.6       37.7       51.5       55.1       28.8       35.7       40.4       48.4
Old  :                 31.6       37.7       51.5       55.1       28.8       35.7       40.4       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Futures Only, October 4, 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  :   230,987:   154,748    184,179     44,805      8,986      7,021     11,837     21,050      2,528      1,064          0          0:    8,984     7,223
Old  :   230,987:   154,748    184,179     44,805      8,986      7,021     11,837     21,050      2,528      1,064          0          0:    8,984     7,223
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :     4,146:     4,812      2,673        428     -2,010        390        829      2,606       -949          0          0          0:   -1,364     1,436
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.0       79.7       19.4        3.9        3.0        5.1        9.1        1.1        0.5        0.0        0.0:      3.9       3.1
Old  :     100.0:      67.0       79.7       19.4        3.9        3.0        5.1        9.1        1.1        0.5        0.0        0.0:      3.9       3.1
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  :        46:        27         26          5          .          4          .          .          .          .          0          0:
Old  :        46:        27         26          5          .          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  :                 47.0       56.3       62.8       76.5       41.9       56.1       55.1       71.4
Old  :                 47.0       56.3       62.8       76.5       41.9       56.1       55.1       71.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Futures Only, October 4, 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  :   341,532:   206,869    218,984     52,734     58,954     16,990     12,782        736     40,904          0          0          0:   11,253     4,964
Old  :   341,532:   206,869    218,984     52,734     58,954     16,990     12,782        736     40,904          0          0          0:   11,253     4,964
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :    15,077:     8,852     20,855      1,838       -365        648       -691     -4,623      2,499          0          0          0:    1,931    -3,937
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.6       64.1       15.4       17.3        5.0        3.7        0.2       12.0        0.0        0.0        0.0:      3.3       1.5
Old  :     100.0:      60.6       64.1       15.4       17.3        5.0        3.7        0.2       12.0        0.0        0.0        0.0:      3.3       1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        62:        30         33          7         10         12          4          .          5          0          0          0:
Old  :        62:        30         33          7         10         12          4          .          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       47.9       53.0       61.9       26.4       38.0       39.9       47.6
Old  :                 33.1       47.9       53.0       61.9       26.4       38.0       39.9       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Futures Only, October 4, 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  :   177,554:   129,334     95,296      9,673     28,806     25,954        310      9,567     10,407          0          0          0:    1,876     7,524
Old  :   177,554:   129,334     95,296      9,673     28,806     25,954        310      9,567     10,407          0          0          0:    1,876     7,524
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :    10,047:     8,679      7,605     -1,031      3,324      1,783          0     -4,689        587          0          0          0:       29     1,437
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.8       53.7        5.4       16.2       14.6        0.2        5.4        5.9        0.0        0.0        0.0:      1.1       4.2
Old  :     100.0:      72.8       53.7        5.4       16.2       14.6        0.2        5.4        5.9        0.0        0.0        0.0:      1.1       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        21         22          4         10         10          .          .          .          0          0          0:
Old  :        44:        21         22          4         10         10          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.1       26.9       75.8       44.0       56.6       25.4       63.8       41.4
Old  :                 63.1       26.9       75.8       44.0       56.6       25.4       63.8       41.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, October 4, 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  :   938,710:   116,821    150,244    225,800     47,261     83,719    110,741    234,708    229,600     29,387     74,120     71,494:   71,148    47,564
Old  :   938,710:   116,821    150,244    225,800     47,261     83,719    110,741    234,708    229,600     29,387     74,120     71,494:   71,148    47,564
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :    24,805:     8,571      4,390     -8,684      3,378     12,419        226    -10,251      7,784       -404     -1,812      5,737:     -844     3,160
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.4       16.0       24.1        5.0        8.9       11.8       25.0       24.5        3.1        7.9        7.6:      7.6       5.1
Old  :     100.0:      12.4       16.0       24.1        5.0        8.9       11.8       25.0       24.5        3.1        7.9        7.6:      7.6       5.1
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  :       325:        51         43         25         12         30         53         96         77         27         40         54:
Old  :       325:        51         43         25         12         30         53         96         77         27         40         54:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.8       19.2       31.2       30.4       14.2       11.1       20.7       17.0
Old  :                 17.8       19.2       31.2       30.4       14.2       11.1       20.7       17.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Futures Only, October 4, 2011                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    63,573:    37,061     19,231     13,576     20,576      6,684      1,402      9,424      2,718          0          0          0:    2,132     4,940
Old  :    63,573:    37,061     19,231     13,576     20,576      6,684      1,402      9,424      2,718          0          0          0:    2,132     4,940
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :    -5,407:    -2,532     -4,722     -1,395       -687       -341        186        325       -542          0          0          0:     -783       560
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      58.3       30.3       21.4       32.4       10.5        2.2       14.8        4.3        0.0        0.0        0.0:      3.4       7.8
Old  :     100.0:      58.3       30.3       21.4       32.4       10.5        2.2       14.8        4.3        0.0        0.0        0.0:      3.4       7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         8          9          4          5          5          .          .          .          0          0          0:
Old  :        23:         8          9          4          5          5          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.2       51.8       78.6       74.4       48.6       44.8       64.2       61.2
Old  :                 50.2       51.8       78.6       74.4       48.6       44.8       64.2       61.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Futures Only, October 4, 2011                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    60,949:    34,279     20,380      7,505     20,462      7,431      3,923      4,044        585          0          0          0:    7,226     8,047
Old  :    60,949:    34,279     20,380      7,505     20,462      7,431      3,923      4,044        585          0          0          0:    7,226     8,047
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :    -3,902:    -1,886     -1,828       -309       -540       -930       -186        -83        -57          0          0          0:     -534      -464
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      56.2       33.4       12.3       33.6       12.2        6.4        6.6        1.0        0.0        0.0        0.0:     11.9      13.2
Old  :     100.0:      56.2       33.4       12.3       33.6       12.2        6.4        6.6        1.0        0.0        0.0        0.0:     11.9      13.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        20:         7          7          4          5          6          .          .          .          0          0          0:
Old  :        20:         7          7          4          5          6          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.0       49.1       77.5       71.0       52.5       47.9       62.4       61.0
Old  :                 59.0       49.1       77.5       71.0       52.5       47.9       62.4       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Futures Only, October 4, 2011                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    98,269:    53,205     41,072     15,072     38,069     11,807      4,860          0      2,507          0          0          0:   10,818     4,814
Old  :    98,269:    53,205     41,072     15,072     38,069     11,807      4,860          0      2,507          0          0          0:   10,818     4,814
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :    -8,511:    -5,404     -4,507     -1,073     -2,000     -1,542       -227          0       -892          0          0          0:      627       430
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.1       41.8       15.3       38.7       12.0        4.9        0.0        2.6        0.0        0.0        0.0:     11.0       4.9
Old  :     100.0:      54.1       41.8       15.3       38.7       12.0        4.9        0.0        2.6        0.0        0.0        0.0:     11.0       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        12         10          4          8          6          .          0          .          0          0          0:
Old  :        29:        12         10          4          8          6          .          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.8       40.7       62.4       64.0       31.0       37.7       47.1       55.7
Old  :                 40.8       40.7       62.4       64.0       31.0       37.7       47.1       55.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, October 4, 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  : 2,390,879:   644,556    385,470    128,324    717,014    477,819    316,435     76,449    446,916    153,171     70,233    186,910:   36,748    30,068
Old  : 2,390,879:   644,556    385,470    128,324    717,014    477,819    316,435     76,449    446,916    153,171     70,233    186,910:   36,748    30,068
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :  -132,530:   -71,043    -37,055     20,937    -27,984    -42,594    -44,543    -30,020      9,895    -11,555     -7,993      2,681:    3,692       540
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.0       16.1        5.4       30.0       20.0       13.2        3.2       18.7        6.4        2.9        7.8:      1.5       1.3
Old  :     100.0:      27.0       16.1        5.4       30.0       20.0       13.2        3.2       18.7        6.4        2.9        7.8:      1.5       1.3
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  :       160:        67         61         13         15         27         21         11         28         15         11         23:
Old  :       160:        67         61         13         15         27         21         11         28         15         11         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  :                 22.7       29.6       35.0       47.6       11.8       19.9       20.3       28.7
Old  :                 22.7       29.6       35.0       47.6       11.8       19.9       20.3       28.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, October 4, 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  :   990,544:   112,644    164,498    201,858    264,933    297,188    130,004     28,535    118,685     45,448     32,582     79,454:    5,263     4,669
Old  :   990,544:   112,644    164,498    201,858    264,933    297,188    130,004     28,535    118,685     45,448     32,582     79,454:    5,263     4,669
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :   -95,320:   -28,714     -6,441    -32,084     42,858    -43,269      9,956    -87,998     31,105     -8,786     -9,578    -23,081:     -447     1,084
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.4       16.6       20.4       26.7       30.0       13.1        2.9       12.0        4.6        3.3        8.0:      0.5       0.5
Old  :     100.0:      11.4       16.6       20.4       26.7       30.0       13.1        2.9       12.0        4.6        3.3        8.0:      0.5       0.5
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  :        88:        18         19         13         10         19         14          7         17          9         12         15:
Old  :        88:        18         19         13         10         19         14          7         17          9         12         15:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       38.6       54.5       62.5       15.8       27.5       25.7       37.3
Old  :                 36.1       38.6       54.5       62.5       15.8       27.5       25.7       37.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, October 4, 2011                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    24,775:    22,749     14,121        644      9,136        680          5          0         40        250         66        137:      270       595
Old  :    24,775:    22,749     14,121        644      9,136        680          5          0         40        250         66        137:      270       595
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :     1,222:     1,029      1,326        225        -10        -26          5        -10         10         20          0          0:      -41       -68
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      91.8       57.0        2.6       36.9        2.7        0.0        0.0        0.2        1.0        0.3        0.6:      1.1       2.4
Old  :     100.0:      91.8       57.0        2.6       36.9        2.7        0.0        0.0        0.2        1.0        0.3        0.6:      1.1       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        52:        34         28          .          9          6          .          0          .          .          .          .:
Old  :        52:        34         28          .          9          6          .          0          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.4       37.0       55.5       63.3       24.2       35.2       39.1       50.3
Old  :                 34.4       37.0       55.5       63.3       24.2       35.2       39.1       50.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, October 4, 2011                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,470:     9,158      4,042        510      5,672        378          0         35        120        135          0         10:      159       213
Old  :    10,470:     9,158      4,042        510      5,672        378          0         35        120        135          0         10:      159       213
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :    -1,195:    -1,033       -687        -60       -493          0          0        -10          0       -176          0        -15:       89        10
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.5       38.6        4.9       54.2        3.6        0.0        0.3        1.1        1.3        0.0        0.1:      1.5       2.0
Old  :     100.0:      87.5       38.6        4.9       54.2        3.6        0.0        0.3        1.1        1.3        0.0        0.1:      1.5       2.0
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  :        27:        17         13          .          5          .          0          .          .          .          0          .:
Old  :        27:        17         13          .          5          .          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       63.9       74.9       84.8       42.2       61.9       58.8       68.5
Old  :                 53.1       63.9       74.9       84.8       42.2       61.9       58.8       68.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, October 4, 2011                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     7,280:     4,468      4,463      1,975      1,743        510          0          0          0          0         80          0:      327       484
Old  :     7,280:     4,468      4,463      1,975      1,743        510          0          0          0          0         80          0:      327       484
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :    -1,024:      -634       -749       -299       -142        -49          0          0        -30          0        -15          0:      -12       -39
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.4       61.3       27.1       23.9        7.0        0.0        0.0        0.0        0.0        1.1        0.0:      4.5       6.6
Old  :     100.0:      61.4       61.3       27.1       23.9        7.0        0.0        0.0        0.0        0.0        1.1        0.0:      4.5       6.6
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  :        28:        15         13          5          5          6          0          0          0          0          .          0:
Old  :        28:        15         13          5          5          6          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.6       55.2       76.0       76.1       51.5       50.1       68.7       68.3
Old  :                 55.6       55.2       76.0       76.1       51.5       50.1       68.7       68.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, October 4, 2011                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,672:     7,897      4,492      1,345      4,859        220          0          0          0          0          0          0:    1,210     1,101
Old  :    10,672:     7,897      4,492      1,345      4,859        220          0          0          0          0          0          0:    1,210     1,101
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 27, 2011                                                               :
     :      -803:      -669       -269        -58       -426        -51          0          0          0        -20          0        -30:       25       -27
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.0       42.1       12.6       45.5        2.1        0.0        0.0        0.0        0.0        0.0        0.0:     11.3      10.3
Old  :     100.0:      74.0       42.1       12.6       45.5        2.1        0.0        0.0        0.0        0.0        0.0        0.0:     11.3      10.3
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  :        29:        15         13          .          6          .          0          0          0          0          0          0:
Old  :        29:        15         13          .          6          .          0          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.1       55.4       78.8       72.8       62.8       55.4       70.8       71.0
Old  :                 68.1       55.4       78.8       72.8       62.8       55.4       70.8       71.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated October 7, 2011