```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 4,334,771: 1,793,042    980,198    286,092  1,091,491    605,848    283,371    187,784    986,238     21,848    133,985    323,608:   34,724    25,619
Old  : 4,334,771: 1,793,042    980,198    286,092  1,091,491    605,848    283,371    187,784    986,238     21,848    133,985    323,608:   34,724    25,619
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :    10,311:    35,450     -5,907      5,393     24,658    -48,561     -3,246      3,038     17,187        449     16,234      3,532:      107       130
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      41.4       22.6        6.6       25.2       14.0        6.5        4.3       22.8        0.5        3.1        7.5:      0.8       0.6
Old  :     100.0:      41.4       22.6        6.6       25.2       14.0        6.5        4.3       22.8        0.5        3.1        7.5:      0.8       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       222:       103         97         15         24         35         25         14         36         11         21         27:
Old  :       222:       103         97         15         24         35         25         14         36         11         21         27:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       21.1       35.7       35.9       12.8       16.8       18.9       23.5
Old  :                 21.4       21.1       35.7       35.9       12.8       16.8       18.9       23.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   338,833:   195,359    240,309     46,353     15,290     54,847     10,858      7,817     14,819        281        371      1,635:   14,681     3,745
Old  :   338,833:   195,359    240,309     46,353     15,290     54,847     10,858      7,817     14,819        281        371      1,635:   14,681     3,745
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :       246:    -4,969      2,101     -3,827     -2,982      3,803      3,013     -2,445       -182       -312        371       -575:    3,295       155
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.7       70.9       13.7        4.5       16.2        3.2        2.3        4.4        0.1        0.1        0.5:      4.3       1.1
Old  :     100.0:      57.7       70.9       13.7        4.5       16.2        3.2        2.3        4.4        0.1        0.1        0.5:      4.3       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        64:        34         34          7          4         10          6          .          9          .          .          .:
Old  :        64:        34         34          7          4         10          6          .          9          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       46.2       50.9       63.3       23.0       37.4       35.5       45.2
Old  :                 32.0       46.2       50.9       63.3       23.0       37.4       35.5       45.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   210,908:   163,954    158,102     13,965     26,437     19,967      6,174          0      2,936          0        173        850:    3,062     2,443
Old  :   210,908:   163,954    158,102     13,965     26,437     19,967      6,174          0      2,936          0        173        850:    3,062     2,443
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :     1,864:       569      3,562        884     -2,620      1,066        202          0         -4        -83        173        -11:     -759      -302
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.7       75.0        6.6       12.5        9.5        2.9        0.0        1.4        0.0        0.1        0.4:      1.5       1.2
Old  :     100.0:      77.7       75.0        6.6       12.5        9.5        2.9        0.0        1.4        0.0        0.1        0.4:      1.5       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        49:        27         26          5          7         10          4          0          .          0          .          .:
Old  :        49:        27         26          5          7         10          4          0          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.6       48.9       67.4       64.7       43.3       47.7       56.4       58.7
Old  :                 50.6       48.9       67.4       64.7       43.3       47.7       56.4       58.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   338,999:   254,286    113,212     51,800    160,245     18,010      3,155     29,347      7,040          0      1,356        124:    4,584     9,665
Old  :   338,999:   254,286    113,212     51,800    160,245     18,010      3,155     29,347      7,040          0      1,356        124:    4,584     9,665
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :    13,280:    13,224      2,945     -1,250      4,893      1,281      1,178      3,430     -1,240          0        -74         93:       -6     1,952
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.0       33.4       15.3       47.3        5.3        0.9        8.7        2.1        0.0        0.4        0.0:      1.4       2.9
Old  :     100.0:      75.0       33.4       15.3       47.3        5.3        0.9        8.7        2.1        0.0        0.4        0.0:      1.4       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        53:        25         26          5         11         14          .          4          4          0          .          .:
Old  :        53:        25         26          5         11         14          .          4          4          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       41.8       67.5       65.7       46.3       39.4       64.6       58.0
Old  :                 47.2       41.8       67.5       65.7       46.3       39.4       64.6       58.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   641,454:   488,147    247,430     22,933    275,938     89,667     12,063      2,666     22,557      1,182          0        248:    4,657     2,948
Old  :   641,454:   488,147    247,430     22,933    275,938     89,667     12,063      2,666     22,557      1,182          0        248:    4,657     2,948
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :    34,078:    21,820      8,859     -1,094     13,413     11,112      2,084        135     -1,129       -148       -119       -309:    1,742     2,116
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.1       38.6        3.6       43.0       14.0        1.9        0.4        3.5        0.2        0.0        0.0:      0.7       0.5
Old  :     100.0:      76.1       38.6        3.6       43.0       14.0        1.9        0.4        3.5        0.2        0.0        0.0:      0.7       0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        37         29          6         15         20          4          .          5          .          0          .:
Old  :        69:        37         29          6         15         20          4          .          5          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.1       36.4       50.4       55.1       29.7       33.3       41.3       46.5
Old  :                 31.1       36.4       50.4       55.1       29.7       33.3       41.3       46.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   226,841:   149,936    181,506     44,377     10,996      6,631     11,008     18,444      3,477      1,064          0          0:   10,348     5,787
Old  :   226,841:   149,936    181,506     44,377     10,996      6,631     11,008     18,444      3,477      1,064          0          0:   10,348     5,787
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :     7,448:     3,922     10,458         88        -96        765      3,773     -2,908       -805          0          0          0:     -295        34
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.1       80.0       19.6        4.8        2.9        4.9        8.1        1.5        0.5        0.0        0.0:      4.6       2.6
Old  :     100.0:      66.1       80.0       19.6        4.8        2.9        4.9        8.1        1.5        0.5        0.0        0.0:      4.6       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        26         26          5          .          4          .          .          .          .          0          0:
Old  :        44:        26         26          5          .          4          .          .          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       56.6       63.6       76.8       41.8       56.4       55.6       71.8
Old  :                 47.2       56.6       63.6       76.8       41.8       56.4       55.6       71.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   326,455:   198,017    198,129     50,896     59,319     16,342     13,473      5,359     38,405          0          0          0:    9,322     8,901
Old  :   326,455:   198,017    198,129     50,896     59,319     16,342     13,473      5,359     38,405          0          0          0:    9,322     8,901
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :     8,110:     5,818     11,448      6,256     -8,982        956     -1,662      4,625     -4,249       -372          0          0:    1,363     4,312
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.7       60.7       15.6       18.2        5.0        4.1        1.6       11.8        0.0        0.0        0.0:      2.9       2.7
Old  :     100.0:      60.7       60.7       15.6       18.2        5.0        4.1        1.6       11.8        0.0        0.0        0.0:      2.9       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        58:        32         31          7          9         11          4          .          4          0          0          0:
Old  :        58:        32         31          7          9         11          4          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       46.6       52.8       61.6       25.7       36.2       39.1       47.2
Old  :                 33.9       46.6       52.8       61.6       25.7       36.2       39.1       47.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   167,507:   120,655     87,691     10,704     25,482     24,171        310     14,256      9,820          0          0          0:    1,847     6,087
Old  :   167,507:   120,655     87,691     10,704     25,482     24,171        310     14,256      9,820          0          0          0:    1,847     6,087
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :     3,794:     4,122     11,783     -3,347    -25,830      7,662    -10,382      5,637      5,647          0          0          0:       92    -1,105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.0       52.4        6.4       15.2       14.4        0.2        8.5        5.9        0.0        0.0        0.0:      1.1       3.6
Old  :     100.0:      72.0       52.4        6.4       15.2       14.4        0.2        8.5        5.9        0.0        0.0        0.0:      1.1       3.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        21         22          5          9         10          .          .          .          0          0          0:
Old  :        44:        21         22          5          9         10          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.1       28.2       76.2       47.2       57.4       27.2       63.4       44.1
Old  :                 64.1       28.2       76.2       47.2       57.4       27.2       63.4       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   946,628:   112,841    150,275    224,303     43,924     82,616    117,694    244,270    224,970     29,659     75,204     78,829:   75,716    46,540
Old  :   946,628:   112,841    150,275    224,303     43,924     82,616    117,694    244,270    224,970     29,659     75,204     78,829:   75,716    46,540
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :   -52,242:    -8,295     -5,521       -411        523    -10,819     -8,780     -9,610    -10,824     -1,343     -8,142     -4,234:   -7,536    -3,615
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.9       15.9       23.7        4.6        8.7       12.4       25.8       23.8        3.1        7.9        8.3:      8.0       4.9
Old  :     100.0:      11.9       15.9       23.7        4.6        8.7       12.4       25.8       23.8        3.1        7.9        8.3:      8.0       4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       316:        54         50         24         10         27         51         98         82         27         36         57:
Old  :       316:        54         50         24         10         27         51         98         82         27         36         57:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.4       18.5       30.3       29.8       13.6       11.1       20.1       17.9
Old  :                 17.4       18.5       30.3       29.8       13.6       11.1       20.1       17.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-02365D
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    35,748:    13,361     15,225      9,036     11,577      4,781          0        768          0          0          0          0:    8,570     3,397
Old  :    35,748:    13,361     15,225      9,036     11,577      4,781          0        768          0          0          0          0:    8,570     3,397
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :        84:        84          0          0          0          0          0          0          0          0          0          0:        0        84
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.4       42.6       25.3       32.4       13.4        0.0        2.1        0.0        0.0        0.0        0.0:     24.0       9.5
Old  :     100.0:      37.4       42.6       25.3       32.4       13.4        0.0        2.1        0.0        0.0        0.0        0.0:     24.0       9.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        10          8          .          5          4          0          .          0          0          0          0:
Old  :        21:        10          8          .          5          4          0          .          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       57.4       67.0       79.2       43.0       50.1       53.3       66.1
Old  :                 51.8       57.4       67.0       79.2       43.0       50.1       53.3       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                             Code-02365G
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    33,092:    20,575     19,380      2,280      2,989      2,641      2,059        174      1,716          0          0          0:    3,821     6,192
Old  :    33,092:    20,575     19,380      2,280      2,989      2,641      2,059        174      1,716          0          0          0:    3,821     6,192
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :       350:        80         80          0          0          0          0          0        270          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.2       58.6        6.9        9.0        8.0        6.2        0.5        5.2        0.0        0.0        0.0:     11.5      18.7
Old  :     100.0:      62.2       58.6        6.9        9.0        8.0        6.2        0.5        5.2        0.0        0.0        0.0:     11.5      18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        11         11          .          .          4          .          .          .          0          0          0:
Old  :        22:        11         11          .          .          4          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       45.4       73.8       65.9       51.6       43.5       62.3       57.5
Old  :                 53.1       45.4       73.8       65.9       51.6       43.5       62.3       57.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,538,539:   185,751    149,025     40,855     68,336    752,405     37,464     49,775    207,283     24,874     21,479    284,098:    5,809     6,137
Old  : 1,538,539:   185,751    149,025     40,855     68,336    752,405     37,464     49,775    207,283     24,874     21,479    284,098:    5,809     6,137
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :  -151,968:   -20,513    -23,649      3,398     -7,433    -45,577     -4,538    -15,722    -24,621    -18,264      4,962    -42,585:      732     2,658
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.1        9.7        2.7        4.4       48.9        2.4        3.2       13.5        1.6        1.4       18.5:      0.4       0.4
Old  :     100.0:      12.1        9.7        2.7        4.4       48.9        2.4        3.2       13.5        1.6        1.4       18.5:      0.4       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       130:        37         35         11         15         25         17         20         27         18         10         24:
Old  :       130:        37         35         11         15         25         17         20         27         18         10         24:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       36.0       55.1       55.2        3.8        4.2        5.9        6.6
Old  :                 34.0       36.0       55.1       55.2        3.8        4.2        5.9        6.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    35,003:     1,990      3,615      1,851        930      7,286      6,882      7,642     15,233        708          0        263:      790        34
Old  :    35,003:     1,990      3,615      1,851        930      7,286      6,882      7,642     15,233        708          0        263:      790        34
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :   -24,358:    -1,202     -1,623     -5,558        591     -2,104      4,640     -2,376    -17,949     -1,411          0       -448:     -327      -450
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       5.7       10.3        5.3        2.7       20.8       19.7       21.8       43.5        2.0        0.0        0.8:      2.3       0.1
Old  :     100.0:       5.7       10.3        5.3        2.7       20.8       19.7       21.8       43.5        2.0        0.0        0.8:      2.3       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        28:         4          7          .          .          4          6          5          8          4          0          4:
Old  :        28:         4          7          .          .          4          6          5          8          4          0          4:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.8       71.9       89.2       89.0       21.6       25.0       25.7       29.3
Old  :                 68.8       71.9       89.2       89.0       21.6       25.0       25.7       29.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035653
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    68,980:    39,593     23,953     14,971     21,263      7,025      1,216      9,099      3,260          0          0          0:    2,915     4,380
Old  :    68,980:    39,593     23,953     14,971     21,263      7,025      1,216      9,099      3,260          0          0          0:    2,915     4,380
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.4       34.7       21.7       30.8       10.2        1.8       13.2        4.7        0.0        0.0        0.0:      4.2       6.3
Old  :     100.0:      57.4       34.7       21.7       30.8       10.2        1.8       13.2        4.7        0.0        0.0        0.0:      4.2       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        10         14          4          5          5          .          .          .          0          0          0:
Old  :        30:        10         14          4          5          5          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       48.9       76.2       70.7       47.1       42.5       61.6       57.2
Old  :                 49.0       48.9       76.2       70.7       47.1       42.5       61.6       57.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-035654
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    64,852:    36,165     22,208      7,814     21,002      8,361      4,109      4,127        642          0          0          0:    7,760     8,511
Old  :    64,852:    36,165     22,208      7,814     21,002      8,361      4,109      4,127        642          0          0          0:    7,760     8,511
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :       286:        22        192      2,034          0          0        -22         84         10          0          0          0:   -1,758         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.8       34.2       12.0       32.4       12.9        6.3        6.4        1.0        0.0        0.0        0.0:     12.0      13.1
Old  :     100.0:      55.8       34.2       12.0       32.4       12.9        6.3        6.4        1.0        0.0        0.0        0.0:     12.0      13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         9          9          4          5          6          .          .          .          0          0          0:
Old  :        22:         9          9          4          5          6          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       48.9       75.9       69.8       49.1       47.7       60.6       61.0
Old  :                 57.7       48.9       75.9       69.8       49.1       47.7       60.6       61.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   108,396:    60,225     46,916     16,145     40,069     13,349      4,808          0      3,678          0          0          0:   10,191     4,384
Old  :   108,396:    60,225     46,916     16,145     40,069     13,349      4,808          0      3,678          0          0          0:   10,191     4,384
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :     2,498:     1,068      2,923      1,098          0          0        580          0       -425          0          0          0:      178        -0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.6       43.3       14.9       37.0       12.3        4.4        0.0        3.4        0.0        0.0        0.0:      9.4       4.0
Old  :     100.0:      55.6       43.3       14.9       37.0       12.3        4.4        0.0        3.4        0.0        0.0        0.0:      9.4       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        16         13          4          8          6          4          0          .          0          0          0:
Old  :        35:        16         13          4          8          6          4          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 38.5       38.3       60.3       60.4       29.0       35.9       44.5       52.3
Old  :                 38.5       38.3       60.3       60.4       29.0       35.9       44.5       52.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,523,409:   715,599    422,525    107,387    744,998    520,413    360,978    106,469    437,021    164,726     78,226    184,229:   33,056    29,528
Old  : 2,523,409:   715,599    422,525    107,387    744,998    520,413    360,978    106,469    437,021    164,726     78,226    184,229:   33,056    29,528
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :    49,437:    30,118     17,002     -5,308    -33,289     39,386      4,566     35,601     -9,574        918      8,295     -8,443:   -2,226       459
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      28.4       16.7        4.3       29.5       20.6       14.3        4.2       17.3        6.5        3.1        7.3:      1.3       1.2
Old  :     100.0:      28.4       16.7        4.3       29.5       20.6       14.3        4.2       17.3        6.5        3.1        7.3:      1.3       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       177:        80         68         13         17         27         24         13         28         16         10         23:
Old  :       177:        80         68         13         17         27         24         13         28         16         10         23:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       29.8       34.0       47.5       12.1       19.8       20.5       28.9
Old  :                 21.4       29.8       34.0       47.5       12.1       19.8       20.5       28.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,085,864:   141,358    170,939    233,942    222,075    340,457    120,048    116,533     87,580     54,234     42,160    102,535:    5,710     3,585
Old  : 1,085,864:   141,358    170,939    233,942    222,075    340,457    120,048    116,533     87,580     54,234     42,160    102,535:    5,710     3,585
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :    40,969:    -7,368      6,069     11,131    -26,084     28,762      2,575     26,324     -1,071      7,738      9,545       -757:      -41    -1,819
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.0       15.7       21.5       20.5       31.4       11.1       10.7        8.1        5.0        3.9        9.4:      0.5       0.3
Old  :     100.0:      13.0       15.7       21.5       20.5       31.4       11.1       10.7        8.1        5.0        3.9        9.4:      0.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       103:        26         22         13         11         20         13         12         18         11         13         21:
Old  :       103:        26         22         13         11         20         13         12         18         11         13         21:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.3       34.0       50.0       57.4       13.9       22.5       23.6       34.2
Old  :                 30.3       34.0       50.0       57.4       13.9       22.5       23.6       34.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    23,553:    21,720     12,795        419      9,146        706          0         10         30        230         66        137:      311       663
Old  :    23,553:    21,720     12,795        419      9,146        706          0         10         30        230         66        137:      311       663
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :       447:       401        817         75       -275       -100          0          0          0         80         15         -5:       -4        -5
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      92.2       54.3        1.8       38.8        3.0        0.0        0.0        0.1        1.0        0.3        0.6:      1.3       2.8
Old  :     100.0:      92.2       54.3        1.8       38.8        3.0        0.0        0.0        0.1        1.0        0.3        0.6:      1.3       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        33         27          .          9          6          0          .          .          .          .          .:
Old  :        51:        33         27          .          9          6          0          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       37.3       56.3       63.1       26.0       37.2       40.9       52.7
Old  :                 34.9       37.3       56.3       63.1       26.0       37.2       40.9       52.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    11,665:    10,191      4,729        570      6,165        378          0         45        120        311          0         25:       70       203
Old  :    11,665:    10,191      4,729        570      6,165        378          0         45        120        311          0         25:       70       203
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :       130:        49         70          0         45         15          0          0          0         66          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.4       40.5        4.9       52.9        3.2        0.0        0.4        1.0        2.7        0.0        0.2:      0.6       1.7
Old  :     100.0:      87.4       40.5        4.9       52.9        3.2        0.0        0.4        1.0        2.7        0.0        0.2:      0.6       1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        18         16          .          5          .          0          .          .          .          0          .:
Old  :        30:        18         16          .          5          .          0          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       63.5       73.6       84.4       43.5       60.0       57.5       65.9
Old  :                 53.1       63.5       73.6       84.4       43.5       60.0       57.5       65.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     8,304:     5,102      5,212      2,274      1,885        559          0          0         30          0         95          0:      339       523
Old  :     8,304:     5,102      5,212      2,274      1,885        559          0          0         30          0         95          0:      339       523
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :        20:       -85         -5         15        -80         65         -5          0          0          0          0          0:       30        40
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.4       62.8       27.4       22.7        6.7        0.0        0.0        0.4        0.0        1.1        0.0:      4.1       6.3
Old  :     100.0:      61.4       62.8       27.4       22.7        6.7        0.0        0.0        0.4        0.0        1.1        0.0:      4.1       6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        17         14          5          5          7          0          0          .          0          .          0:
Old  :        31:        17         14          5          5          7          0          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       52.9       73.1       74.0       49.8       48.2       66.2       67.1
Old  :                 53.7       52.9       73.1       74.0       49.8       48.2       66.2       67.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, September 27, 2011              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    11,475:     8,566      4,761      1,403      5,285        271          0          0          0         20          0         30:    1,185     1,128
Old  :    11,475:     8,566      4,761      1,403      5,285        271          0          0          0         20          0         30:    1,185     1,128
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 20, 2011                                                               :
     :       155:        90         20          0        135          0          0          0          0          0          0          0:       65         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.6       41.5       12.2       46.1        2.4        0.0        0.0        0.0        0.2        0.0        0.3:     10.3       9.8
Old  :     100.0:      74.6       41.5       12.2       46.1        2.4        0.0        0.0        0.0        0.2        0.0        0.3:     10.3       9.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        30:        14         12          .          6          4          0          0          0          .          0          .:
Old  :        30:        14         12          .          6          4          0          0          0          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.4       55.2       78.5       72.9       61.2       55.2       71.4       70.9
Old  :                 66.4       55.2       78.5       72.9       61.2       55.2       71.4       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 30, 2011