```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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  : 4,505,478: 1,728,464    933,940    272,458  1,316,435    574,246    484,048    139,933  1,068,292     36,960    147,434    304,901:   36,109    20,297
Old  : 4,505,478: 1,728,464    933,940    272,458  1,316,435    574,246    484,048    139,933  1,068,292     36,960    147,434    304,901:   36,109    20,297
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :  -205,858:   -39,446    -33,487     -3,489    -74,571    -29,530    -16,137     -4,384    -87,295    -11,881     44,404    -13,819:   -4,261    -7,176
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.4       20.7        6.0       29.2       12.7       10.7        3.1       23.7        0.8        3.3        6.8:      0.8       0.5
Old  :     100.0:      38.4       20.7        6.0       29.2       12.7       10.7        3.1       23.7        0.8        3.3        6.8:      0.8       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  :       226:       106        104         11         25         32         28          9         35         11         28         33:
Old  :       226:       106        104         11         25         32         28          9         35         11         28         33:
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  :                 23.9       22.4       37.8       37.2       15.0       19.0       21.7       26.7
Old  :                 23.9       22.4       37.8       37.2       15.0       19.0       21.7       26.7
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 - Options and Futures Combined, August 2, 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  :   366,299:   226,143    240,508     36,056     28,791     56,066     11,469     13,147     19,487        638      1,932      2,165:   14,275     4,203
Old  :   366,299:   226,143    240,508     36,056     28,791     56,066     11,469     13,147     19,487        638      1,932      2,165:   14,275     4,203
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :    -4,010:       958      2,619        375     -2,364       -531     -2,682        -49     -1,439         91     -1,701        296:   -1,078      -841
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.7       65.7        9.8        7.9       15.3        3.1        3.6        5.3        0.2        0.5        0.6:      3.9       1.1
Old  :     100.0:      61.7       65.7        9.8        7.9       15.3        3.1        3.6        5.3        0.2        0.5        0.6:      3.9       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  :        64:        32         32          4          8         11          7          4         10          .          .          .:
Old  :        64:        32         32          4          8         11          7          4         10          .          .          .:
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  :                 35.3       41.9       52.5       59.4       27.7       34.0       37.6       41.8
Old  :                 35.3       41.9       52.5       59.4       27.7       34.0       37.6       41.8
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 - Options and Futures Combined, August 2, 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  :   195,479:   151,240    132,125     10,043     37,432     14,667      8,608      3,936      3,392      2,084          0        465:    4,980     3,462
Old  :   195,479:   151,240    132,125     10,043     37,432     14,667      8,608      3,936      3,392      2,084          0        465:    4,980     3,462
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :     3,045:     5,011      1,051     -1,694      2,544        486       -821       -366       -554       -181          0        -91:      889       -25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.4       67.6        5.1       19.1        7.5        4.4        2.0        1.7        1.1        0.0        0.2:      2.5       1.8
Old  :     100.0:      77.4       67.6        5.1       19.1        7.5        4.4        2.0        1.7        1.1        0.0        0.2:      2.5       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:        30         28          4          8         11          4          .          .          .          0          .:
Old  :        51:        30         28          4          8         11          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  :                 42.6       42.2       56.9       62.7       35.9       37.4       45.8       51.2
Old  :                 42.6       42.2       56.9       62.7       35.9       37.4       45.8       51.2
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 - Options and Futures Combined, August 2, 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  :   317,421:   226,318     89,108     53,562    165,980     24,481          0     19,108      9,848          0      1,679        273:    2,939     6,944
Old  :   317,421:   226,318     89,108     53,562    165,980     24,481          0     19,108      9,848          0      1,679        273:    2,939     6,944
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :    -4,089:    -4,101     -1,548       -602     -1,103       -587          0     -1,877        499          0       -574         91:      611     1,010
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.3       28.1       16.9       52.3        7.7        0.0        6.0        3.1        0.0        0.5        0.1:      0.9       2.2
Old  :     100.0:      71.3       28.1       16.9       52.3        7.7        0.0        6.0        3.1        0.0        0.5        0.1:      0.9       2.2
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  :        53:        24         22          5         11         14          0          7          .          0          .          .:
Old  :        53:        24         22          5         11         14          0          7          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.1       43.2       65.1       65.8       44.9       37.4       62.5       57.9
Old  :                 47.1       43.2       65.1       65.8       44.9       37.4       62.5       57.9
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 - Options and Futures Combined, August 2, 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  :   699,756:   528,343    325,662     61,124    230,991     76,692      1,707     33,980     28,087          0        921      1,400:    2,403     2,023
Old  :   699,756:   528,343    325,662     61,124    230,991     76,692      1,707     33,980     28,087          0        921      1,400:    2,403     2,023
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :    23,888:    77,767     23,853    -64,459      1,926      2,645      1,468    -10,985      7,683          0       -169       -188:   -1,028      -877
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.5       46.5        8.7       33.0       11.0        0.2        4.9        4.0        0.0        0.1        0.2:      0.3       0.3
Old  :     100.0:      75.5       46.5        8.7       33.0       11.0        0.2        4.9        4.0        0.0        0.1        0.2:      0.3       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        75:        39         30         10         12         21          .          6          8          0          .          .:
Old  :        75:        39         30         10         12         21          .          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  :                 26.2       38.8       43.6       53.1       24.9       30.7       38.1       40.9
Old  :                 26.2       38.8       43.6       53.1       24.9       30.7       38.1       40.9
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 - Options and Futures Combined, August 2, 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  :   207,588:   152,657    166,448     30,863     12,668      2,793      7,939     12,008      4,975          0          0          0:    8,361     8,696
Old  :   207,588:   152,657    166,448     30,863     12,668      2,793      7,939     12,008      4,975          0          0          0:    8,361     8,696
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :     6,234:     3,486     58,038         28    -54,311         62      1,758      3,066       -775          0          0          0:    1,675       154
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.5       80.2       14.9        6.1        1.3        3.8        5.8        2.4        0.0        0.0        0.0:      4.0       4.2
Old  :     100.0:      73.5       80.2       14.9        6.1        1.3        3.8        5.8        2.4        0.0        0.0        0.0:      4.0       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  :        39:        26         21          4          .          4          .          .          4          0          0          0:
Old  :        39:        26         21          4          .          4          .          .          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  :                 47.7       61.7       61.5       77.4       44.7       60.3       57.5       71.1
Old  :                 47.7       61.7       61.5       77.4       44.7       60.3       57.5       71.1
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 - Options and Futures Combined, August 2, 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  :   315,181:   235,895    164,805     23,424     73,286     23,708      6,325     27,370     17,767          0          0          0:    8,062     8,245
Old  :   315,181:   235,895    164,805     23,424     73,286     23,708      6,325     27,370     17,767          0          0          0:    8,062     8,245
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :    -1,443:     1,117     10,464      1,376     -4,404     -5,413      1,391     -1,258     -1,435          0          0          0:    1,521       603
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       52.3        7.4       23.3        7.5        2.0        8.7        5.6        0.0        0.0        0.0:      2.6       2.6
Old  :     100.0:      74.8       52.3        7.4       23.3        7.5        2.0        8.7        5.6        0.0        0.0        0.0:      2.6       2.6
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  :        60:        32         28          6         12         11          4          .          5          0          0          0:
Old  :        60:        32         28          6         12         11          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  :                 31.6       28.2       49.7       44.6       21.3       17.9       32.9       30.0
Old  :                 31.6       28.2       49.7       44.6       21.3       17.9       32.9       30.0
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 - Options and Futures Combined, August 2, 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  :   165,892:   125,516     71,206      3,454     52,373     20,058      7,439     12,030      6,338          0          0          0:    3,087     3,887
Old  :   165,892:   125,516     71,206      3,454     52,373     20,058      7,439     12,030      6,338          0          0          0:    3,087     3,887
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :     2,414:     1,340      9,297        791     -4,000       -453         30     -3,196        735          0       -158       -302:      273       491
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       42.9        2.1       31.6       12.1        4.5        7.3        3.8        0.0        0.0        0.0:      1.9       2.3
Old  :     100.0:      75.7       42.9        2.1       31.6       12.1        4.5        7.3        3.8        0.0        0.0        0.0:      1.9       2.3
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  :        51:        22         27          .         13         10          .          .          4          0          0          0:
Old  :        51:        22         27          .         13         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  :                 55.3       23.8       71.4       43.5       53.6       22.2       62.2       40.8
Old  :                 55.3       23.8       71.4       43.5       53.6       22.2       62.2       40.8
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 - Options and Futures Combined, August 2, 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  : 1,014,651:    69,522    122,617    226,933     42,463     94,435    141,080    244,880    287,280     27,591     92,810     80,711:   87,100    49,457
Old  : 1,014,651:    69,522    122,617    226,933     42,463     94,435    141,080    244,880    287,280     27,591     92,810     80,711:   87,100    49,457
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :    19,147:     4,686        -90      7,663     -2,542     -3,419      6,595     34,053     -3,971      9,165     -7,450       -444:   -1,129     3,010
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.9       12.1       22.4        4.2        9.3       13.9       24.1       28.3        2.7        9.1        8.0:      8.6       4.9
Old  :     100.0:       6.9       12.1       22.4        4.2        9.3       13.9       24.1       28.3        2.7        9.1        8.0:      8.6       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  :       336:        47         45         24         12         29         65         81         90         42         47         69:
Old  :       336:        47         45         24         12         29         65         81         90         42         47         69:
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  :                 17.4       21.5       30.5       33.2       13.4       12.6       19.8       20.3
Old  :                 17.4       21.5       30.5       33.2       13.4       12.6       19.8       20.3
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 - Options and Futures Combined, August 2, 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  :    38,573:    15,303     17,381      9,336     12,571      4,781          0        768          0          0          0          0:    9,153     3,072
Old  :    38,573:    15,303     17,381      9,336     12,571      4,781          0        768          0          0          0          0:    9,153     3,072
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :    -3,224:    -2,096     -2,227       -310     -1,027          0          0        768          0          0          0          0:     -818      -738
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      39.7       45.1       24.2       32.6       12.4        0.0        2.0        0.0        0.0        0.0        0.0:     23.7       8.0
Old  :     100.0:      39.7       45.1       24.2       32.6       12.4        0.0        2.0        0.0        0.0        0.0        0.0:     23.7       8.0
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  :        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  :                 49.3       55.4       64.5       77.2       41.5       49.7       52.1       64.3
Old  :                 49.3       55.4       64.5       77.2       41.5       49.7       52.1       64.3
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 - Options and Futures Combined, August 2, 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  :    33,730:    21,361     21,433      2,280      2,595      3,095      1,012          0      2,076          0          0          0:    3,906     4,531
Old  :    33,730:    21,361     21,433      2,280      2,595      3,095      1,012          0      2,076          0          0          0:    3,906     4,531
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :    -3,141:     2,408     -2,293     -3,998        405       -467       -479       -178       -144          0          0          0:     -461      -464
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.3       63.5        6.8        7.7        9.2        3.0        0.0        6.2        0.0        0.0        0.0:     11.6      13.4
Old  :     100.0:      63.3       63.5        6.8        7.7        9.2        3.0        0.0        6.2        0.0        0.0        0.0:     11.6      13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        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  :                 53.0       48.4       71.4       69.1       51.3       46.8       59.7       60.4
Old  :                 53.0       48.4       71.4       69.1       51.3       46.8       59.7       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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  : 1,584,025:   197,000    168,982     48,134     88,757    753,082     53,092     62,228    189,074     38,947     19,315    298,417:    6,280     4,172
Old  : 1,584,025:   197,000    168,982     48,134     88,757    753,082     53,092     62,228    189,074     38,947     19,315    298,417:    6,280     4,172
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :    27,343:     5,356      2,928     -1,401     -2,464      5,208       -106      3,053      7,283      1,069      1,351      9,649:      286       335
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.4       10.7        3.0        5.6       47.5        3.4        3.9       11.9        2.5        1.2       18.8:      0.4       0.3
Old  :     100.0:      12.4       10.7        3.0        5.6       47.5        3.4        3.9       11.9        2.5        1.2       18.8:      0.4       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  :       146:        41         41         11         17         28         19         19         29         22         13         27:
Old  :       146:        41         41         11         17         28         19         19         29         22         13         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  :                 33.4       35.7       54.2       54.8        3.8        4.1        6.6        7.4
Old  :                 33.4       35.7       54.2       54.8        3.8        4.1        6.6        7.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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  :    55,616:     3,409      4,946      4,529        525     10,886      3,458      6,952     30,222      1,591        100        934:      588     1,050
Old  :    55,616:     3,409      4,946      4,529        525     10,886      3,458      6,952     30,222      1,591        100        934:      588     1,050
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :       143:       -34        175       -230         64        780       -148       -579       -337         95         -7        -40:       57        86
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.1        8.9        8.1        0.9       19.6        6.2       12.5       54.3        2.9        0.2        1.7:      1.1       1.9
Old  :     100.0:       6.1        8.9        8.1        0.9       19.6        6.2       12.5       54.3        2.9        0.2        1.7:      1.1       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  :        45:        10         13          4          4          6          5         12         12          5          .          6:
Old  :        45:        10         13          4          4          6          5         12         12          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  :                 65.9       61.1       86.4       78.1       12.3        9.1       15.7       13.7
Old  :                 65.9       61.1       86.4       78.1       12.3        9.1       15.7       13.7
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 - Options and Futures Combined, August 2, 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  :    72,065:    41,510     28,787     16,756     22,035      7,250          0      7,403      2,599          0          0          0:    3,950     3,991
Old  :    72,065:    41,510     28,787     16,756     22,035      7,250          0      7,403      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:       July 26, 2011                                                                    :
     :    -6,384:      -643     -3,270     -3,133     -1,028     -1,608          0         10       -186          0          0          0:     -814      -302
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.6       39.9       23.3       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       23.3       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:        11         14          5          4          5          0          .          .          0          0          0:
Old  :        30:        11         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  :                 49.5       44.2       76.4       67.3       47.3       39.2       61.1       53.8
Old  :                 49.5       44.2       76.4       67.3       47.3       39.2       61.1       53.8
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 - Options and Futures Combined, August 2, 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  :    62,884:    33,573     23,664      7,612     21,410      7,807      4,147          0        778          0          0          0:    8,967     9,225
Old  :    62,884:    33,573     23,664      7,612     21,410      7,807      4,147          0        778          0          0          0:    8,967     9,225
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :    -4,058:    -1,813     -1,836       -797     -1,195       -349       -220          0       -131          0          0          0:     -748      -547
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      53.4       37.6       12.1       34.0       12.4        6.6        0.0        1.2        0.0        0.0        0.0:     14.3      14.7
Old  :     100.0:      53.4       37.6       12.1       34.0       12.4        6.6        0.0        1.2        0.0        0.0        0.0:     14.3      14.7
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  :        20:         8          9          4          4          6          .          0          .          0          0          0:
Old  :        20:         8          9          4          4          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  :                 61.5       52.6       78.4       70.8       50.1       51.5       59.4       60.5
Old  :                 61.5       52.6       78.4       70.8       50.1       51.5       59.4       60.5
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 - Options and Futures Combined, August 2, 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  :   111,512:    60,735     45,416     15,914     41,540     14,900      4,383        395      4,017          0          0          0:   11,563     5,244
Old  :   111,512:    60,735     45,416     15,914     41,540     14,900      4,383        395      4,017          0          0          0:   11,563     5,244
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :    -7,468:    -4,800     -3,222     -1,238     -2,265     -1,304        192        -47        734          0          0          0:   -1,052    -1,364
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.5       40.7       14.3       37.3       13.4        3.9        0.4        3.6        0.0        0.0        0.0:     10.4       4.7
Old  :     100.0:      54.5       40.7       14.3       37.3       13.4        3.9        0.4        3.6        0.0        0.0        0.0:     10.4       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  :        34:        15         14          4          8          6          .          .          .          0          0          0:
Old  :        34:        15         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  :                 38.1       38.5       59.8       60.0       29.6       36.0       43.6       50.9
Old  :                 38.1       38.5       59.8       60.0       29.6       36.0       43.6       50.9
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 - Options and Futures Combined, August 2, 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  : 2,447,279:   637,750    439,569    124,421    782,873    470,264    302,418     22,870    486,250    196,143     28,110    192,129:   37,904    25,214
Old  : 2,447,279:   637,750    439,569    124,421    782,873    470,264    302,418     22,870    486,250    196,143     28,110    192,129:   37,904    25,214
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :   -98,662:   -43,731    -24,365     -7,334    -25,326    -10,611     15,933     -4,911    -30,038    -16,085      5,514    -10,035:    3,239     1,110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      26.1       18.0        5.1       32.0       19.2       12.4        0.9       19.9        8.0        1.1        7.9:      1.5       1.0
Old  :     100.0:      26.1       18.0        5.1       32.0       19.2       12.4        0.9       19.9        8.0        1.1        7.9:      1.5       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       165:        65         59         12         18         27         25         11         31         18          8         21:
Old  :       165:        65         59         12         18         27         25         11         31         18          8         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.2       28.9       34.2       47.2       10.9       20.3       18.7       30.6
Old  :                 22.2       28.9       34.2       47.2       10.9       20.3       18.7       30.6
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 - Options and Futures Combined, August 2, 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  :   929,793:   155,577    150,924    228,611    269,870    264,977     67,632     59,657     79,842     55,271     28,099     73,040:    4,843     3,384
Old  :   929,793:   155,577    150,924    228,611    269,870    264,977     67,632     59,657     79,842     55,271     28,099     73,040:    4,843     3,384
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :   -92,490:    -8,771     -5,244      4,449    -26,263    -36,936    -31,625     -1,178     -7,009     -3,668     -5,333     -9,474:      544    -1,053
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.7       16.2       24.6       29.0       28.5        7.3        6.4        8.6        5.9        3.0        7.9:      0.5       0.4
Old  :     100.0:      16.7       16.2       24.6       29.0       28.5        7.3        6.4        8.6        5.9        3.0        7.9:      0.5       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        95:        23         20         12         11         18         13         11         18         13         10         17:
Old  :        95:        23         20         12         11         18         13         11         18         13         10         17:
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  :                 32.4       36.2       48.8       60.9       14.7       29.4       25.2       39.6
Old  :                 32.4       36.2       48.8       60.9       14.7       29.4       25.2       39.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, August 2, 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  :    23,311:    22,080     12,557        180      9,738        477         57         10        100        105          0         15:      297       414
Old  :    23,311:    22,080     12,557        180      9,738        477         57         10        100        105          0         15:      297       414
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :       228:       558        169          0        271        -75          0          0         40        -30          0       -300:       35       123
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      94.7       53.9        0.8       41.8        2.0        0.2        0.0        0.4        0.5        0.0        0.1:      1.3       1.8
Old  :     100.0:      94.7       53.9        0.8       41.8        2.0        0.2        0.0        0.4        0.5        0.0        0.1:      1.3       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  :        47:        31         24          .         10          4          .          .          .          .          0          .:
Old  :        47:        31         24          .         10          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  :                 49.5       46.2       67.1       69.0       44.4       44.2       57.7       65.8
Old  :                 49.5       46.2       67.1       69.0       44.4       44.2       57.7       65.8
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 - Options and Futures Combined, August 2, 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  :    12,177:    10,222      5,059        624      6,247        409        453          0         87        202         20         30:      150       325
Old  :    12,177:    10,222      5,059        624      6,247        409        453          0         87        202         20         30:      150       325
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :    -1,190:    -1,208       -707         40       -417        -21       -105          0         75         29        -85          0:        0       -35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.9       41.5        5.1       51.3        3.4        3.7        0.0        0.7        1.7        0.2        0.2:      1.2       2.7
Old  :     100.0:      83.9       41.5        5.1       51.3        3.4        3.7        0.0        0.7        1.7        0.2        0.2:      1.2       2.7
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  :        31:        17         17          .          4          .          .          0          .          .          .          .:
Old  :        31:        17         17          .          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  :                 49.0       64.4       69.0       84.3       40.5       59.5       55.8       65.9
Old  :                 49.0       64.4       69.0       84.3       40.5       59.5       55.8       65.9
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 - Options and Futures Combined, August 2, 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  :     7,944:     5,120      5,409      1,913      1,450        543          0          0          0          0         95          0:      368       447
Old  :     7,944:     5,120      5,409      1,913      1,450        543          0          0          0          0         95          0:      368       447
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :      -442:      -326       -190        -85       -338          3          0          0          0          0          0          0:      -34        83
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      64.5       68.1       24.1       18.3        6.8        0.0        0.0        0.0        0.0        1.2        0.0:      4.6       5.6
Old  :     100.0:      64.5       68.1       24.1       18.3        6.8        0.0        0.0        0.0        0.0        1.2        0.0:      4.6       5.6
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  :        30:        18         15          5          4          5          0          0          0          0          .          0:
Old  :        30:        18         15          5          4          5          0          0          0          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       48.0       75.8       71.0       57.0       45.9       70.3       63.7
Old  :                 59.8       48.0       75.8       71.0       57.0       45.9       70.3       63.7
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 - Options and Futures Combined, August 2, 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  :    11,327:     9,619      4,285        157      5,419        483          0          0          0        145          0          0:      923     1,140
Old  :    11,327:     9,619      4,285        157      5,419        483          0          0          0        145          0          0:      923     1,140
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       July 26, 2011                                                                    :
     :      -385:      -154        206        -88       -356        -27          0          0          0        -25          0          0:      -91      -208
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.9       37.8        1.4       47.8        4.3        0.0        0.0        0.0        1.3        0.0        0.0:      8.1      10.1
Old  :     100.0:      84.9       37.8        1.4       47.8        4.3        0.0        0.0        0.0        1.3        0.0        0.0:      8.1      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  :        28:        14         12          .          6          4          0          0          0          .          0          0:
Old  :        28:        14         12          .          6          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  :                 65.6       56.5       79.0       75.2       60.1       56.5       72.7       71.2
Old  :                 65.6       56.5       79.0       75.2       60.1       56.5       72.7       71.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 5, 2011