```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 4,325,283                :
: Positions                                                                                                    :
:1,724,757   970,054   282,385 1,113,229   630,794   313,845   208,115   977,412    32,964    73,785   329,123 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:   33,945    54,151    -9,050      -660     1,740     3,821    15,273  -112,458    11,817   -26,243     5,782 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.9      22.4       6.5      25.7      14.6       7.3       4.8      22.6       0.8       1.7       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      105        99        12        25        33        28        12        37        17        20        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   332,339                :
: Positions                                                                                                    :
:  196,988   234,593    50,272    14,261    49,074     5,959    12,123    15,392       498        39     2,084 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:   -1,571    -1,258       212    -2,213     2,545    -1,065     1,111    -2,167      -325        39       -97 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.3      70.6      15.1       4.3      14.8       1.8       3.6       4.6       0.1       0.0       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       32        29         7         5        10         4         6         8         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   199,168                :
: Positions                                                                                                    :
:  153,272   145,293    11,622    30,271    15,089     8,815         0     1,442         0        34     1,010 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:   10,611    15,129     2,208    -4,376     2,951    -2,646         0         8       -59        34         1 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.0      72.9       5.8      15.2       7.6       4.4       0.0       0.7       0.0       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       25        24         4         8        10         4         0         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   316,815                :
: Positions                                                                                                    :
:  236,087   108,614    50,154   153,376    17,816     4,585    23,790     5,317         0     1,435       397 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:    1,477     4,861    -2,174    -6,156     3,425    -1,776    -1,602     2,875         0      -395       366 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      34.3      15.8      48.4       5.6       1.4       7.5       1.7       0.0       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       24        28         4        11        13         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   592,995                :
: Positions                                                                                                    :
:  457,196   233,359    25,102   254,044    77,909     6,508     5,142    21,760       904       192       579 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:   10,459     9,896     2,452     4,941    -1,344       224    -1,269    -3,005      -376         0       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      39.4       4.2      42.8      13.1       1.1       0.9       3.7       0.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       38        29         8        14        21         .         4         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   216,367                :
: Positions                                                                                                    :
:  146,935   167,860    43,721    11,030     5,043     6,173    21,107     5,690         0         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:    5,202     1,682     1,029      -493       133     2,429     8,722    -1,916         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      77.6      20.2       5.1       2.3       2.9       9.8       2.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        24         5         .         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   300,313                :
: Positions                                                                                                    :
:  172,959   168,501    43,030    64,489    15,084    14,172     1,061    44,000       620         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:    2,247    30,740     1,312    -1,789       458     9,551   -14,750    10,636       124         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      56.1      14.3      21.5       5.0       4.7       0.4      14.7       0.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       30        30         7        10        10         5         .         4         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   159,539                :
: Positions                                                                                                    :
:  110,730    73,720    14,001    48,653    17,661    12,224     9,361     2,890         0        63       247 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:     -591     1,918      -961      -252     1,739     4,740     1,492    -2,685         0        30       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.4      46.2       8.8      30.5      11.1       7.7       5.9       1.8       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       19        18         .        12         8         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   995,113                :
: Positions                                                                                                    :
:  118,191   158,003   220,467    45,454   101,376   138,479   239,111   230,158    16,652    86,921    86,709 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:   30,736    28,213    -2,313     2,418   -12,509       665   -13,049   -35,032   -10,829     2,092     2,328 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      15.9      22.2       4.6      10.2      13.9      24.0      23.1       1.7       8.7       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   338                     :
:       52        49        25        12        32        69        77        86        39        45        68 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    35,664                :
: Positions                                                                                                    :
:   13,277    15,225     9,036    11,577     4,781         0       768         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.2      42.7      25.3      32.5      13.4       0.0       2.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         8         .         5         4         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    32,528                :
: Positions                                                                                                    :
:   20,495    19,300     2,280     2,989     2,641     2,059       174     1,446         0         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:      576         0         0         0         0       352         0      -112         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      59.3       7.0       9.2       8.1       6.3       0.5       4.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        11         .         .         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 1,649,560                :
: Positions                                                                                                    :
:  214,721   182,523    40,272    76,679   773,961    42,316    57,857   219,576    36,975    19,100   316,829 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:    3,876     3,585       129    -1,271     5,615    -3,717    -1,574     1,337     1,243       810     3,384 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.0      11.1       2.4       4.6      46.9       2.6       3.5      13.3       2.2       1.2      19.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   146                     :
:       39        38        13        16        29        22        17        30        22        14        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    56,885                :
: Positions                                                                                                    :
:    4,007     6,478     8,481       376     9,025     1,927     9,251    29,976     1,578       168       782 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:      648       690     1,294       145      -166      -843      -228     2,946      -223       118       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.0      11.4      14.9       0.7      15.9       3.4      16.3      52.7       2.8       0.3       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:        9        13         4         4         7         6        11        12         .         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    66,563                :
: Positions                                                                                                    :
:   39,593    24,015    14,971    21,263     7,025         0     7,883     2,059         0         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:      312         0         0     8,848         0         0      -186         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.5      36.1      22.5      31.9      10.6       0.0      11.8       3.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       10        14         4         5         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    64,566                :
: Positions                                                                                                    :
:   36,143    22,016     5,780    21,002     8,361     4,131     4,043       632         0         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:       -0        -0    -1,300     1,422     1,300         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      34.1       9.0      32.5      13.0       6.4       6.3       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         9         .         5         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   105,491                :
: Positions                                                                                                    :
:   59,002    43,968    15,047    39,765    13,349     4,118        64     3,961         0         0         0 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:       50       -26         0     7,676         0       -13        64         1         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      41.7      14.3      37.7      12.7       3.9       0.1       3.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        12         4         8         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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 2,396,440                :
: Positions                                                                                                    :
:  655,903   404,732    88,195   749,453   490,266   347,300    38,497   446,337   164,779    68,117   171,066 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:    3,295    17,311    -1,910      -472    15,367    16,727     3,756   -15,271     2,185      -771     9,559 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.4      16.9       3.7      31.3      20.5      14.5       1.6      18.6       6.9       2.8       7.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   163                     :
:       66        58        12        18        27        24        12        28        16        11        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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   997,737                :
: Positions                                                                                                    :
:  135,435   167,112   223,109   254,507   287,372    99,598    82,831    89,110    71,798    24,699    86,871 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:    8,790     2,860      -653    -6,875    16,667    10,064     4,430      -140   -10,485     7,681     7,355 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.6      16.7      22.4      25.5      28.8      10.0       8.3       8.9       7.2       2.5       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    99                     :
:       23        21        12        12        19        11        12        17        10        14        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    22,671                :
: Positions                                                                                                    :
:   20,954    11,912       344     9,097       781         0        10        30       125         0        90 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:      379       464       150        80         0         0         0         0        20         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.4      52.5       1.5      40.1       3.4       0.0       0.0       0.1       0.6       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       31        25         .         9         5         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    11,230                :
: Positions                                                                                                    :
:    9,780     4,537       570     5,895       363         0        13        63       245         0        25 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:      177       127         0        45         0         0         5       -63         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.1      40.4       5.1      52.5       3.2       0.0       0.1       0.6       2.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        17         .         5         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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     8,177                :
: Positions                                                                                                    :
:    5,052     5,191     2,229     1,882       460         0         0         0         0        95         0 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:     -111       -98       128       103       -25       -45         0      -120         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.8      63.5      27.3      23.0       5.6       0.0       0.0       0.0       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       16        13         5         4         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 13, 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    11,231                :
: Positions                                                                                                    :
:    8,562     4,762     1,156     5,028       308         0         0         0        20         0        30 :
:                                                                                                              :
: Changes from:     September 6, 2011                                                                          :
:     -185        35        40      -220        25         0         0         0       -10         0        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.2      42.4      10.3      44.8       2.7       0.0       0.0       0.0       0.2       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       15        10         .         7         4         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated September 16, 2011