```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, September 6, 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  : 4,391,339: 1,690,812    915,903    291,435  1,113,889    629,054    310,024    192,842  1,089,870     21,147    100,028    323,341:   35,656    26,412
Old  : 4,391,339: 1,690,812    915,903    291,435  1,113,889    629,054    310,024    192,842  1,089,870     21,147    100,028    323,341:   35,656    26,412
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :     4,027:    27,772    -31,618    -13,018    -20,319     22,267    -52,486     11,021     35,795      2,909      8,013    -11,089:   -8,123   -10,043
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      38.5       20.9        6.6       25.4       14.3        7.1        4.4       24.8        0.5        2.3        7.4:      0.8       0.6
Old  :     100.0:      38.5       20.9        6.6       25.4       14.3        7.1        4.4       24.8        0.5        2.3        7.4:      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  :       227:       107        101         12         26         33         31          9         37         13         22         28:
Old  :       227:       107        101         12         26         33         31          9         37         13         22         28:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.3       21.7       36.8       37.4       12.6       16.9       19.0       24.1
Old  :                 22.3       21.7       36.8       37.4       12.6       16.9       19.0       24.1
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 6, 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  :   334,358:   198,559    235,851     50,060     16,474     46,529      7,024     11,012     17,559        823          0      2,181:   11,623     4,752
Old  :   334,358:   198,559    235,851     50,060     16,474     46,529      7,024     11,012     17,559        823          0      2,181:   11,623     4,752
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :   -15,525:    -6,961    -11,847      3,517      2,164     -5,385     -1,404      4,063     -2,329        -10       -721        504:   -3,457    -1,974
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.4       70.5       15.0        4.9       13.9        2.1        3.3        5.3        0.2        0.0        0.7:      3.5       1.4
Old  :     100.0:      59.4       70.5       15.0        4.9       13.9        2.1        3.3        5.3        0.2        0.0        0.7:      3.5       1.4
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  :        59:        31         30          6          6         10          4          .          5          .          0          .:
Old  :        59:        31         30          6          6         10          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  :                 37.0       48.3       54.7       63.4       31.1       41.9       43.6       50.4
Old  :                 37.0       48.3       54.7       63.4       31.1       41.9       43.6       50.4
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 6, 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  :   182,752:   142,661    130,164      9,414     34,647     12,138     11,461          0      1,434         59          0      1,009:    4,576     3,360
Old  :   182,752:   142,661    130,164      9,414     34,647     12,138     11,461          0      1,434         59          0      1,009:    4,576     3,360
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :    -3,850:    -5,931      1,442      4,087     -4,189       -974        890       -450       -711     -1,390          0        546:     -367       486
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.1       71.2        5.2       19.0        6.6        6.3        0.0        0.8        0.0        0.0        0.6:      2.5       1.8
Old  :     100.0:      78.1       71.2        5.2       19.0        6.6        6.3        0.0        0.8        0.0        0.0        0.6:      2.5       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        24         24          4          8         10          .          0          .          .          0          .:
Old  :        44:        24         24          4          8         10          .          0          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.9       52.3       71.6       71.6       50.3       51.5       63.3       65.8
Old  :                 55.9       52.3       71.6       71.6       50.3       51.5       63.3       65.8
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 6, 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  :   312,737:   234,610    103,753     52,328    159,532     14,391      6,361     25,392      2,442          0      1,830         31:    2,574     5,366
Old  :   312,737:   234,610    103,753     52,328    159,532     14,391      6,361     25,392      2,442          0      1,830         31:    2,574     5,366
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :   -11,178:    -5,360     -1,848      2,330        805     -5,605      1,870     -1,148     -2,871          0       -825         31:   -1,573       283
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.0       33.2       16.7       51.0        4.6        2.0        8.1        0.8        0.0        0.6        0.0:      0.8       1.7
Old  :     100.0:      75.0       33.2       16.7       51.0        4.6        2.0        8.1        0.8        0.0        0.6        0.0:      0.8       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  :        52:        24         26          4         11         13          .          4          .          0          .          .:
Old  :        52:        24         26          4         11         13          .          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  :                 50.1       43.3       71.2       68.4       48.9       39.6       69.0       61.4
Old  :                 50.1       43.3       71.2       68.4       48.9       39.6       69.0       61.4
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 6, 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  :   584,839:   446,737    223,463     22,650    249,103     79,253      6,284      6,411     24,765      1,280        192        455:    3,415     1,197
Old  :   584,839:   446,737    223,463     22,650    249,103     79,253      6,284      6,411     24,765      1,280        192        455:    3,415     1,197
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :   -32,933:   -11,977    -31,214     -9,608     12,790     -5,428          3     -3,359     -4,862        327        168       -427:     -961      -601
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.4       38.2        3.9       42.6       13.6        1.1        1.1        4.2        0.2        0.0        0.1:      0.6       0.2
Old  :     100.0:      76.4       38.2        3.9       42.6       13.6        1.1        1.1        4.2        0.2        0.0        0.1:      0.6       0.2
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  :        70:        39         30          6         15         20          .          4          5          .          .          .:
Old  :        70:        39         30          6         15         20          .          4          5          .          .          .:
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  :                 32.8       38.3       50.4       55.4       30.1       34.7       42.3       45.9
Old  :                 32.8       38.3       50.4       55.4       30.1       34.7       42.3       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, September 6, 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  :   209,075:   141,733    166,178     42,692     11,523      4,910      3,744     12,385      7,606          0          0          0:    8,390     6,473
Old  :   209,075:   141,733    166,178     42,692     11,523      4,910      3,744     12,385      7,606          0          0          0:    8,390     6,473
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :    -9,128:   -14,182    -11,341      9,266        947     -1,086       -151      5,090     -3,507          0          0          0:      532       769
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      67.8       79.5       20.4        5.5        2.3        1.8        5.9        3.6        0.0        0.0        0.0:      4.0       3.1
Old  :     100.0:      67.8       79.5       20.4        5.5        2.3        1.8        5.9        3.6        0.0        0.0        0.0:      4.0       3.1
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  :        38:        23         22          5          .          4          .          .          .          0          0          0:
Old  :        38:        23         22          5          .          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  :                 50.8       58.8       66.0       77.6       47.6       56.0       58.7       72.6
Old  :                 50.8       58.8       66.0       77.6       47.6       56.0       58.7       72.6
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 6, 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  :   275,594:   170,712    137,761     41,718     66,278     14,626      4,621     15,811     33,364        496          0          0:   10,057     7,754
Old  :   275,594:   170,712    137,761     41,718     66,278     14,626      4,621     15,811     33,364        496          0          0:   10,057     7,754
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :   -15,293:   -12,242     -5,339      2,104     -3,819     -4,688     -3,102     -3,519        297        248          0          0:    2,090     1,775
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.9       50.0       15.1       24.0        5.3        1.7        5.7       12.1        0.2        0.0        0.0:      3.6       2.8
Old  :     100.0:      61.9       50.0       15.1       24.0        5.3        1.7        5.7       12.1        0.2        0.0        0.0:      3.6       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  :        58:        28         28          7         11         10          4          .          5          .          0          0:
Old  :        58:        28         28          7         11         10          4          .          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  :                 35.7       32.8       56.0       50.3       23.9       18.1       35.1       31.4
Old  :                 35.7       32.8       56.0       50.3       23.9       18.1       35.1       31.4
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 6, 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  :   157,295:   111,321     71,802     14,962     48,905     15,922      7,484      7,869      5,575          0         33        277:    1,754     6,912
Old  :   157,295:   111,321     71,802     14,962     48,905     15,922      7,484      7,869      5,575          0         33        277:    1,754     6,912
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :   -10,691:    -8,379     -4,158      1,743       -951     -2,915       -340       -630        -51          0         33        277:   -1,026    -2,296
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.8       45.6        9.5       31.1       10.1        4.8        5.0        3.5        0.0        0.0        0.2:      1.1       4.4
Old  :     100.0:      70.8       45.6        9.5       31.1       10.1        4.8        5.0        3.5        0.0        0.0        0.2:      1.1       4.4
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  :        39:        19         18          .         11          8          .          .          .          0          .          .:
Old  :        39:        19         18          .         11          8          .          .          .          0          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.9       31.0       80.7       50.8       62.1       28.5       72.3       46.6
Old  :                 65.9       31.0       80.7       50.8       62.1       28.5       72.3       46.6
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 6, 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  : 1,021,768:    87,455    129,790    222,780     43,037    113,886    137,814    252,161    265,189     27,481     84,829     84,382:   82,781    48,495
Old  : 1,021,768:    87,455    129,790    222,780     43,037    113,886    137,814    252,161    265,189     27,481     84,829     84,382:   82,781    48,495
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :     4,691:     5,117     -1,274     -3,816        854      1,792      2,144      6,927     -6,222      4,468      2,671        252:      954      -310
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       8.6       12.7       21.8        4.2       11.1       13.5       24.7       26.0        2.7        8.3        8.3:      8.1       4.7
Old  :     100.0:       8.6       12.7       21.8        4.2       11.1       13.5       24.7       26.0        2.7        8.3        8.3:      8.1       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       330:        50         48         25         10         30         60         81         82         42         43         69:
Old  :       330:        50         48         25         10         30         60         81         82         42         43         69:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       19.0       30.9       31.0       13.0       11.5       18.9       18.0
Old  :                 17.6       19.0       30.9       31.0       13.0       11.5       18.9       18.0
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 6, 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  :    35,664:    13,277     15,225      9,036     11,577      4,781          0        768          0          0          0          0:    8,570     3,313
Old  :    35,664:    13,277     15,225      9,036     11,577      4,781          0        768          0          0          0          0:    8,570     3,313
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :    -3,274:    -2,026     -2,156       -300       -994          0          0          0          0          0          0          0:     -948      -124
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      37.2       42.7       25.3       32.5       13.4        0.0        2.2        0.0        0.0        0.0        0.0:     24.0       9.3
Old  :     100.0:      37.2       42.7       25.3       32.5       13.4        0.0        2.2        0.0        0.0        0.0        0.0:     24.0       9.3
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  :        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  :                 51.7       57.5       67.0       79.4       42.9       50.2       53.2       66.2
Old  :                 51.7       57.5       67.0       79.4       42.9       50.2       53.2       66.2
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 6, 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  :    31,584:    19,919     19,300      2,280      2,989      2,641      1,707        174      1,558          0          0          0:    3,479     4,922
Old  :    31,584:    19,919     19,300      2,280      2,989      2,641      1,707        174      1,558          0          0          0:    3,479     4,922
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :    -2,833:    -1,300     -2,142          0        394       -454       -440        174       -324          0          0          0:     -315      -481
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.1       61.1        7.2        9.5        8.4        5.4        0.6        4.9        0.0        0.0        0.0:     11.0      15.6
Old  :     100.0:      63.1       61.1        7.2        9.5        8.4        5.4        0.6        4.9        0.0        0.0        0.0:     11.0      15.6
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  :        22:        10         11          .          .          4          .          .          .          0          0          0:
Old  :        22:        10         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  :                 55.6       47.4       75.7       68.8       54.0       45.6       63.2       60.2
Old  :                 55.6       47.4       75.7       68.8       54.0       45.6       63.2       60.2
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 6, 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  : 1,638,141:   210,846    178,938     40,143     77,951    768,346     46,034     59,432    218,239     35,732     18,290    313,445:    5,357     3,501
Old  : 1,638,141:   210,846    178,938     40,143     77,951    768,346     46,034     59,432    218,239     35,732     18,290    313,445:    5,357     3,501
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :    16,679:    -1,472     -1,173      3,155      2,196      3,594       -719       -649      4,964        758      1,463      5,903:      496       380
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      12.9       10.9        2.5        4.8       46.9        2.8        3.6       13.3        2.2        1.1       19.1:      0.3       0.2
Old  :     100.0:      12.9       10.9        2.5        4.8       46.9        2.8        3.6       13.3        2.2        1.1       19.1:      0.3       0.2
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  :       145:        39         38         13         16         29         20         18         29         23         13         30:
Old  :       145:        39         38         13         16         29         20         18         29         23         13         30:
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  :                 32.9       34.7       53.5       53.6        3.4        4.1        5.7        6.9
Old  :                 32.9       34.7       53.5       53.6        3.4        4.1        5.7        6.9
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 6, 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  :    53,320:     3,359      5,788      7,186        230      9,191      2,769      9,480     27,031      1,801         50        797:    1,186       752
Old  :    53,320:     3,359      5,788      7,186        230      9,191      2,769      9,480     27,031      1,801         50        797:    1,186       752
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :      -944:         2        136        331        -76       -332       -882     -1,181        572        -36         50       -135:     -465        23
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       6.3       10.9       13.5        0.4       17.2        5.2       17.8       50.7        3.4        0.1        1.5:      2.2       1.4
Old  :     100.0:       6.3       10.9       13.5        0.4       17.2        5.2       17.8       50.7        3.4        0.1        1.5:      2.2       1.4
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  :        43:         9         13          5          .          7          6         11         12          .          .          5:
Old  :        43:         9         13          5          .          7          6         11         12          .          .          5:
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  :                 63.3       60.8       82.8       76.1       15.5       13.7       20.7       19.1
Old  :                 63.3       60.8       82.8       76.1       15.5       13.7       20.7       19.1
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 6, 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  :    66,313:    39,281     24,015     14,971     12,415      7,025          0      8,069      2,059          0          0          0:    2,977    12,730
Old  :    66,313:    39,281     24,015     14,971     12,415      7,025          0      8,069      2,059          0          0          0:    2,977    12,730
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :    -5,898:    -2,377     -4,250     -1,785     -9,620       -225          0         58       -600          0          0          0:     -911     8,739
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      59.2       36.2       22.6       18.7       10.6        0.0       12.2        3.1        0.0        0.0        0.0:      4.5      19.2
Old  :     100.0:      59.2       36.2       22.6       18.7       10.6        0.0       12.2        3.1        0.0        0.0        0.0:      4.5      19.2
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  :        29:        10         14          4          4          5          0          .          .          0          0          0:
Old  :        29:        10         14          4          4          5          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.0       40.3       79.2       59.1       49.0       31.4       63.7       44.6
Old  :                 51.0       40.3       79.2       59.1       49.0       31.4       63.7       44.6
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 6, 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  :    63,102:    36,144     22,017      7,079     19,580      7,062      4,131      4,043        632          0          0          0:    8,055     9,769
Old  :    63,102:    36,144     22,017      7,079     19,580      7,062      4,131      4,043        632          0          0          0:    8,055     9,769
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :    -3,725:    -1,738     -1,584       -384     -2,022       -724        -48        -34       -106          0          0          0:     -724       746
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.3       34.9       11.2       31.0       11.2        6.5        6.4        1.0        0.0        0.0        0.0:     12.8      15.5
Old  :     100.0:      57.3       34.9       11.2       31.0       11.2        6.5        6.4        1.0        0.0        0.0        0.0:     12.8      15.5
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  :        20:         9          9          4          .          6          .          .          .          0          0          0:
Old  :        20:         9          9          4          .          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  :                 59.4       49.9       78.1       71.0       50.6       48.8       61.3       61.0
Old  :                 59.4       49.9       78.1       71.0       50.6       48.8       61.3       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 6, 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  :   105,452:    58,952     43,994     15,047     32,089     13,349      4,131          0      3,960          0          0          0:   10,013    12,060
Old  :   105,452:    58,952     43,994     15,047     32,089     13,349      4,131          0      3,960          0          0          0:   10,013    12,060
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :    -7,193:    -3,837     -2,704       -867     -9,391     -1,551       -601       -579       -110          0          0          0:     -228     7,141
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      55.9       41.7       14.3       30.4       12.7        3.9        0.0        3.8        0.0        0.0        0.0:      9.5      11.4
Old  :     100.0:      55.9       41.7       14.3       30.4       12.7        3.9        0.0        3.8        0.0        0.0        0.0:      9.5      11.4
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  :        33:        15         12          4          7          6          4          0          .          0          0          0:
Old  :        33:        15         12          4          7          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  :                 39.5       37.5       60.9       58.0       29.8       34.7       45.7       46.1
Old  :                 39.5       37.5       60.9       58.0       29.8       34.7       45.7       46.1
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 6, 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  : 2,364,868:   652,608    387,421     90,105    749,925    474,899    330,573     34,741    461,608    162,594     68,888    161,507:   30,974    25,879
Old  : 2,364,868:   652,608    387,421     90,105    749,925    474,899    330,573     34,741    461,608    162,594     68,888    161,507:   30,974    25,879
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :   -28,488:     8,268    -29,136    -37,899      9,334     14,132     36,768     14,026    -42,583     -3,596      8,885     -2,733:     -845      -413
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      27.6       16.4        3.8       31.7       20.1       14.0        1.5       19.5        6.9        2.9        6.8:      1.3       1.1
Old  :     100.0:      27.6       16.4        3.8       31.7       20.1       14.0        1.5       19.5        6.9        2.9        6.8:      1.3       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  :       164:        66         58         12         18         27         24         12         29         16         12         23:
Old  :       164:        66         58         12         18         27         24         12         29         16         12         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       28.0       33.3       46.1       11.6       20.3       20.6       29.9
Old  :                 21.4       28.0       33.3       46.1       11.6       20.3       20.6       29.9
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 6, 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  :   965,690:   126,645    164,252    223,762    261,382    270,705     89,534     78,401     89,250     82,283     17,018     79,516:    3,995     5,166
Old  :   965,690:   126,645    164,252    223,762    261,382    270,705     89,534     78,401     89,250     82,283     17,018     79,516:    3,995     5,166
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :    14,586:   -23,082     10,962     28,856      6,422     -4,020      1,414     -5,415      7,996      6,299       -704     -1,032:   -1,845       377
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      13.1       17.0       23.2       27.1       28.0        9.3        8.1        9.2        8.5        1.8        8.2:      0.4       0.5
Old  :     100.0:      13.1       17.0       23.2       27.1       28.0        9.3        8.1        9.2        8.5        1.8        8.2:      0.4       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  :        99:        23         21         13         10         19         12         12         18         12         12         17:
Old  :        99:        23         21         13         10         19         12         12         18         12         12         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       35.9       52.5       62.3       16.3       29.0       27.0       40.8
Old  :                 32.0       35.9       52.5       62.3       16.3       29.0       27.0       40.8
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 6, 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  :    22,097:    20,575     11,448        194      9,017        781          0         10         30        105          0         90:      322       721
Old  :    22,097:    20,575     11,448        194      9,017        781          0         10         30        105          0         90:      322       721
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :    -1,115:    -1,118       -896          0       -331          2          0          0          0        -35          0         75:      -39        35
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      93.1       51.8        0.9       40.8        3.5        0.0        0.0        0.1        0.5        0.0        0.4:      1.5       3.3
Old  :     100.0:      93.1       51.8        0.9       40.8        3.5        0.0        0.0        0.1        0.5        0.0        0.4:      1.5       3.3
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  :        47:        31         25          .          9          5          0          .          .          .          0          .:
Old  :        47:        31         25          .          9          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  :                 43.5       41.6       63.6       65.3       37.9       38.0       52.4       59.2
Old  :                 43.5       41.6       63.6       65.3       37.9       38.0       52.4       59.2
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 6, 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  :    11,116:     9,603      4,410        570      5,850        363          0          8        126        245          0         25:      184       334
Old  :    11,116:     9,603      4,410        570      5,850        363          0          8        126        245          0         25:      184       334
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :    -1,184:    -1,067       -658        -85       -503          0          0          5         17        -43        -20         -5:       -1       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.4       39.7        5.1       52.6        3.3        0.0        0.1        1.1        2.2        0.0        0.2:      1.7       3.0
Old  :     100.0:      86.4       39.7        5.1       52.6        3.3        0.0        0.1        1.1        2.2        0.0        0.2:      1.7       3.0
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  :        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  :                 51.8       62.0       73.5       84.3       41.0       60.0       57.4       65.9
Old  :                 51.8       62.0       73.5       84.3       41.0       60.0       57.4       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 6, 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  :     8,222:     5,163      5,289      2,101      1,779        485         45          0        120          0         95          0:      308       454
Old  :     8,222:     5,163      5,289      2,101      1,779        485         45          0        120          0         95          0:      308       454
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :      -670:      -200       -675       -406         52        -24         15          0        -10          0          0          0:      -45       -13
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.8       64.3       25.6       21.6        5.9        0.5        0.0        1.5        0.0        1.2        0.0:      3.7       5.5
Old  :     100.0:      62.8       64.3       25.6       21.6        5.9        0.5        0.0        1.5        0.0        1.2        0.0:      3.7       5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        31:        18         14          5          4          5          .          0          .          0          .          0:
Old  :        31:        18         14          5          4          5          .          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.7       52.3       71.5       72.4       47.6       48.6       63.6       66.5
Old  :                 52.7       52.3       71.5       72.4       47.6       48.6       63.6       66.5
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 6, 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  :    11,351:     8,747      4,727      1,116      5,248        283          0          0          0         30          0         20:    1,155     1,073
Old  :    11,351:     8,747      4,727      1,116      5,248        283          0          0          0         30          0         20:    1,155     1,073
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 30, 2011                                                                  :
     :      -536:      -607         30        264       -404        -62          0          0          0       -115          0         20:      -36      -120
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.1       41.6        9.8       46.2        2.5        0.0        0.0        0.0        0.3        0.0        0.2:     10.2       9.5
Old  :     100.0:      77.1       41.6        9.8       46.2        2.5        0.0        0.0        0.0        0.3        0.0        0.2:     10.2       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  :        29:        14         10          .          7          .          0          0          0          .          0          .:
Old  :        29:        14         10          .          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  :                 62.8       55.4       78.7       73.4       56.8       55.4       72.2       71.3
Old  :                 62.8       55.4       78.7       73.4       56.8       55.4       72.2       71.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 9, 2011