```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 4,786,182                :
: Positions                                                                                                    :
:1,816,391   992,012   265,315 1,437,675   601,958   483,961   149,522 1,191,899    71,660    71,724   315,128 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:   48,964    38,497   -19,096    45,818    30,144    -7,509    26,679     9,408    30,567   -57,712    35,917 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.0      20.7       5.5      30.0      12.6      10.1       3.1      24.9       1.5       1.5       6.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   232                     :
:      107       103        14        25        33        27        10        34        20        22        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   368,356                :
: Positions                                                                                                    :
:  231,350   233,011    35,759    37,849    54,759    11,961    16,975    18,734       237     1,350     2,021 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:    1,155    -7,615    -5,099     7,880      -750    -4,192    -9,035     2,717      -372      -423       367 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.8      63.3       9.7      10.3      14.9       3.2       4.6       5.1       0.1       0.4       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    63                     :
:       31        31         4        10        10         6         4         9         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   188,902                :
: Positions                                                                                                    :
:  146,769   125,768     9,452    36,080    14,476     6,468     4,529     4,376     3,115         0       217 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:   11,944     9,459      -353       498       529    -1,279     1,185       877       365         0       155 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.7      66.6       5.0      19.1       7.7       3.4       2.4       2.3       1.6       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       29        28         4         8        11         4         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   317,418                :
: Positions                                                                                                    :
:  221,426    93,981    57,621   164,068    24,470         0    15,979    10,331         0     2,834       244 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:    2,162     1,221       612    -2,521     1,185         0       534     1,197         0       794         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.8      29.6      18.2      51.7       7.7       0.0       5.0       3.3       0.0       0.9       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       26        22         5        11        13         0         7         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   661,151                :
: Positions                                                                                                    :
:  437,430   291,385   119,376   225,261    76,201        15    40,446    21,882       134       281     1,430 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:   -1,226     4,640     1,905      -997    -1,248        -9    -3,630     3,294       134        32       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.2      44.1      18.1      34.1      11.5       0.0       6.1       3.3       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       38        29        10        12        19         .         7         7         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   197,327                :
: Positions                                                                                                    :
:  146,513   109,567    31,947    62,902     2,085     6,401    11,197     4,423         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:   10,340     3,622    -1,061     1,928      -892    -5,273    -1,105        73         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      55.5      16.2      31.9       1.1       3.2       5.7       2.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        20         4         5         .         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   318,353                :
: Positions                                                                                                    :
:  236,229   152,411    22,110    77,157    29,059     3,623    33,928    18,348         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:    6,890     3,701    -5,374    -1,248     4,229    -1,399    -2,861       331         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      47.9       6.9      24.2       9.1       1.1      10.7       5.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       28        26         6        13        12         .         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   151,545                :
: Positions                                                                                                    :
:  107,203    49,739     2,415    54,234    21,124     9,948    15,848     5,682         0         2       520 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:   -3,234       207       372      -101       212     1,918       265      -400       -61         2      -216 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      32.8       1.6      35.8      13.9       6.6      10.5       3.7       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       18        23         .        14        10         .         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 1,036,993                :
: Positions                                                                                                    :
:   63,703   123,745   221,358    46,229   105,766   143,898   211,206   305,588    13,818   104,342    92,767 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:   -5,341     3,609    -4,915     1,842   -11,909     1,492   -32,562    12,036   -12,845    13,584     9,248 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.1      11.9      21.3       4.5      10.2      13.9      20.4      29.5       1.3      10.1       8.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   328                     :
:       43        43        25        13        32        76        60        91        45        47        68 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    41,637                :
: Positions                                                                                                    :
:   17,399    19,608     9,646    13,438     4,781         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.8      47.1      23.2      32.3      11.5       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 July 19, 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    36,187                :
: Positions                                                                                                    :
:   18,953    23,726     6,278     2,190     3,562     1,657       178     2,178         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:        0        12         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      65.6      17.3       6.1       9.8       4.6       0.5       6.0       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 July 19, 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 1,643,134                :
: Positions                                                                                                    :
:  195,182   174,744    59,527    91,252   781,991    57,125    70,467   193,610    38,741    16,283   310,070 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:     -214     4,491     2,814     1,151    -5,618       225     3,013    -2,134     4,348    -1,287    -2,707 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      10.6       3.6       5.6      47.6       3.5       4.3      11.8       2.4       1.0      18.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   154                     :
:       39        40        13        16        28        20        23        34        24        13        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    53,223                :
: Positions                                                                                                    :
:    3,146     4,527     4,794     1,028     8,880     3,700     6,828    29,903     1,297       101       911 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:      279      -182     1,240      -337      -652    -2,750    -1,099     3,535      -333         3        66 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.9       8.5       9.0       1.9      16.7       7.0      12.8      56.2       2.4       0.2       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       10        13         4         4         6         5        12        11         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    78,325                :
: Positions                                                                                                    :
:   42,153    31,809    19,889    23,063     8,858         0     7,579     2,723         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:      668       228         0         0         0         0       484        89         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.8      40.6      25.4      29.4      11.3       0.0       9.7       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       10        14         7         4         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    66,960                :
: Positions                                                                                                    :
:   35,396    25,508     8,409    22,615     8,156     4,367         0       909         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:        3         3         0         3         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.9      38.1      12.6      33.8      12.2       6.5       0.0       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         9         4         4         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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   119,082                :
: Positions                                                                                                    :
:   65,643    48,634    17,152    43,805    16,204     4,451       504     3,203         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:       80       130         0         0         0       -16       -92         4         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      40.8      14.4      36.8      13.6       3.7       0.4       2.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        15         5         7         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 2,546,660                :
: Positions                                                                                                    :
:  686,337   455,386   140,591   826,321   475,532   297,958    26,209   499,311   205,432    28,994   210,479 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:   -5,008    11,113     3,606   -12,730    11,671     2,433      -386     8,254      -973     1,854    -2,436 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.0      17.9       5.5      32.4      18.7      11.7       1.0      19.6       8.1       1.1       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   177                     :
:       75        67        12        19        28        27         9        30        20         9        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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 1,000,392                :
: Positions                                                                                                    :
:  159,154   153,202   236,064   287,726   286,394    98,362    66,485    75,504    47,132    32,821    93,448 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:   -1,556      -562    -2,432     3,831     3,997    14,079     4,645      -786    -2,517       507     7,964 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.9      15.3      23.6      28.8      28.6       9.8       6.6       7.5       4.7       3.3       9.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    99                     :
:       23        22        12        13        20        13        12        17        11        12        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    22,313                :
: Positions                                                                                                    :
:   21,153    11,955       179     9,416       523        57        10        60        55         0        15 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:      965       336      -270       367        54         0         0         0        55         0        15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.8      53.6       0.8      42.2       2.3       0.3       0.0       0.3       0.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       31        23         .         9         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    13,480                :
: Positions                                                                                                    :
:   11,460     5,966       584     6,589       430       558         0        60       208       105        30 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:      -25       -55         0       -90         0      -120         0        60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      44.3       4.3      48.9       3.2       4.1       0.0       0.4       1.5       0.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        17         .         4         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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     8,204                :
: Positions                                                                                                    :
:    5,408     5,400     1,906     1,867       480         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:      185       230        57       102       -41         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.9      65.8      23.2      22.8       5.9       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       18        14         4         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 19, 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    11,693                :
: Positions                                                                                                    :
:    9,809     4,205       245     5,705       510         0         0         0       160         0         0 :
:                                                                                                              :
: Changes from:     July 12, 2011                                                                              :
:      -13       -48         0        45         0         0         0         0        10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      36.0       2.1      48.8       4.4       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        11         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated July 22, 2011