```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,988,214                :
: Positions                                                                                                    :
:1,809,898   991,850   286,880 1,535,830   614,076   531,016    67,312 1,328,490    48,269    99,282   332,152 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:   29,125     5,275    33,510   -77,229   -12,259    -3,638    12,482   -60,317   -68,761    48,431   -14,280 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.3      19.9       5.8      30.8      12.3      10.6       1.3      26.6       1.0       2.0       6.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   236                     :
:      107       102        16        25        33        30         9        36        13        28        36 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   389,682                :
: Positions                                                                                                    :
:  221,926   266,730    51,937    17,732    57,241    17,465    17,581    26,158         0       683     1,098 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:   -1,580     8,086     4,258    -2,705      -779       285      -349     3,143         0       -81       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.0      68.4      13.3       4.6      14.7       4.5       4.5       6.7       0.0       0.2       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       30        31         7         6        10         5         6         8         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   163,754                :
: Positions                                                                                                    :
:  134,061    94,337     1,807    45,161    11,036     6,617     4,522     4,464       891         0       399 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:   -7,482    -1,528       193    -2,710       847       981      -307      -729        28         0        93 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     81.9      57.6       1.1      27.6       6.7       4.0       2.8       2.7       0.5       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       25        27         .         9        11         .         4         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   331,638                :
: Positions                                                                                                    :
:  226,951   104,690    54,546   164,801    30,853     1,420    12,355    12,227     1,228     2,045       463 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:    5,773     6,572     1,985     3,824    -4,077     1,172    -1,415    -1,472         0       118       248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.4      31.6      16.4      49.7       9.3       0.4       3.7       3.7       0.4       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       27        19         5         9        13         .         5         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   696,703                :
: Positions                                                                                                    :
:  479,972   297,480    98,793   245,906    87,901        15    30,505    24,187         0     4,855     1,447 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:    1,460    12,308     6,850      -258     1,691    -1,503    -3,497       776         0      -675       592 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.9      42.7      14.2      35.3      12.6       0.0       4.4       3.5       0.0       0.7       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       36        30         8        14        20         .         7         7         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   191,567                :
: Positions                                                                                                    :
:  129,739   113,364    35,074    60,441     2,915    14,904     4,483     2,684         0         0         0 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:    8,610     6,192       461       536       -62       670     3,496     1,183         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.7      59.2      18.3      31.6       1.5       7.8       2.3       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        21         4         4         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   291,191                :
: Positions                                                                                                    :
:  196,931   138,987    36,508    79,234    23,303     7,699    22,881    18,224         0         0         0 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:   -2,068     6,147       551       512      -801       485    -9,860     3,461         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.6      47.7      12.5      27.2       8.0       2.6       7.9       6.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       27        25         6        12        11         5         .         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   161,722                :
: Positions                                                                                                    :
:  123,684    59,950     1,265    54,495    21,176     4,909    14,993     6,299       273         0       401 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:    4,543      -130      -331     1,201    -1,595    -2,258      -700       -36       -91         0        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.5      37.1       0.8      33.7      13.1       3.0       9.3       3.9       0.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       19        24         .        13         9         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,037,835                :
: Positions                                                                                                    :
:   59,344   123,460   213,052    46,246   113,021   145,520   189,744   314,754    15,099   116,905    89,154 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:      608    -5,302     8,810    -4,920    -2,810   -40,623    18,361       514     7,915   -36,278    -9,191 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.7      11.9      20.5       4.5      10.9      14.0      18.3      30.3       1.5      11.3       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   326                     :
:       46        43        28        11        30        70        60        96        37        54        78 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    44,165                :
: Positions                                                                                                    :
:   19,495    21,835     9,956    14,465     4,781         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.1      49.4      22.5      32.8      10.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    39,255                :
: Positions                                                                                                    :
:   20,233    25,946     6,588     1,785     4,029     2,258       500     2,178         0         0         0 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:        0       246         0       408         0       246         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      66.1      16.8       4.5      10.3       5.8       1.3       5.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        11         .         .         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,689,378                :
: Positions                                                                                                    :
:  201,121   179,199    63,594    88,618   795,052    44,375    72,820   202,738    45,977    16,542   329,472 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:    7,894     1,865         9     2,903     8,613     4,517      -719    16,784    -6,346     2,120    -4,141 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      10.6       3.8       5.2      47.1       2.6       4.3      12.0       2.7       1.0      19.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   161                     :
:       40        38        12        16        27        24        22        38        29        15        37 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    57,754                :
: Positions                                                                                                    :
:    3,460     5,291     3,204     1,414    10,170     8,934    10,229    28,595     1,869        72       911 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:     -364      -137       269        -2      -575        37       206      -787        82         6       -70 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.0       9.2       5.5       2.4      17.6      15.5      17.7      49.5       3.2       0.1       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       10        13         .         5         6         .        15        12         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    82,962                :
: Positions                                                                                                    :
:   44,058    35,629    21,824    24,091     8,982         0     7,169     2,700         0         0         0 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:      262       204         0         0         0         0       184       -60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.1      42.9      26.3      29.0      10.8       0.0       8.6       3.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       11        13         7         4         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    71,273                :
: Positions                                                                                                    :
:   37,492    27,362    11,489    24,042     8,502     4,548         0     1,071         0         0         0 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:      303      -457      -152        -1        91      -608         0       124         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.6      38.4      16.1      33.7      11.9       6.4       0.0       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        8         9         5         4         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   125,911                :
: Positions                                                                                                    :
:   68,273    50,869    18,630    46,128    17,299     4,005         0     5,201         0         0         0 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:      115       -81         0         0         0      -320         0        16         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.2      40.4      14.8      36.6      13.7       3.2       0.0       4.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        15         5         7         6         4         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,645,263                :
: Positions                                                                                                    :
:  717,406   429,450    91,261   915,238   473,801   339,428    32,597   519,401   253,845    28,784   220,056 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:   18,450    11,457     1,431     2,569    14,189    38,280    -2,846    -2,917   -47,144        -2    -9,478 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.1      16.2       3.4      34.6      17.9      12.8       1.2      19.6       9.6       1.1       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   179                     :
:       77        66        10        21        28        30         9        28        21         9        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,023,947                :
: Positions                                                                                                    :
:  165,263   153,448   248,941   316,320   293,780    82,739    42,685    85,089    54,130    38,861    87,330 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:    9,462    -1,263    -3,886     6,164     9,134     8,585     1,933     6,801    -1,496     6,014    -4,396 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.1      15.0      24.3      30.9      28.7       8.1       4.2       8.3       5.3       3.8       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   102                     :
:       22        18        11        12        19        15        15        19        11        14        20 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    22,383                :
: Positions                                                                                                    :
:   20,961    12,580       549     8,820       386        67        70        20         0         0         0 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:     -344      -132         0      -150         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.6      56.2       2.5      39.4       1.7       0.3       0.3       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       30        27         .         6         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    14,947                :
: Positions                                                                                                    :
:   12,905     7,005       470     6,968       384       738         0         0       209        90        30 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:      -36        44        50       -15         0        30         0       -30         0        15       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      46.9       3.1      46.6       2.6       4.9       0.0       0.0       1.4       0.6       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        17         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     8,089                :
: Positions                                                                                                    :
:    5,546     5,126     1,651     1,700       512         0         0        75         0         0         0 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:        5       158        66       -82        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      63.4      20.4      21.0       6.3       0.0       0.0       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       13        11         4         4         5         0         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 21, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    11,502                :
: Positions                                                                                                    :
:    9,682     4,612       372     5,483       655         0         0         0       135         0        15 :
:                                                                                                              :
: Changes from:     June 14, 2011                                                                              :
:     -202        18         0       -45         0         0         0         0        60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.2      40.1       3.2      47.7       5.7       0.0       0.0       0.0       1.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        13         .         6         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated June 24, 2011