```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,324,460                :
: Positions                                                                                                    :
:1,757,592   986,105   280,699 1,066,833   654,409   286,617   184,746   969,051    21,399   117,751   320,076 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:   32,835    16,051    -1,686   -46,396    23,615   -27,228   -23,369    -8,361   -11,565    43,966    -9,047 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     40.6      22.8       6.5      24.7      15.1       6.6       4.3      22.4       0.5       2.7       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   225                     :
:      104        97        12        26        34        26        13        37        12        22        27 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   338,587                :
: Positions                                                                                                    :
:  200,328   238,208    50,180    18,272    51,044     7,845    10,262    15,001       593         0     2,210 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:    3,340     3,615       -92     4,011     1,970     1,886    -1,861      -391        95       -39       126 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.2      70.4      14.8       5.4      15.1       2.3       3.0       4.4       0.2       0.0       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       32        31         7         5        10         6         4         9         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   209,044                :
: Positions                                                                                                    :
:  163,385   154,540    13,081    29,057    18,901     5,972         0     2,940        83         0       861 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:   10,113     9,247     1,459    -1,214     3,812    -2,843         0     1,498        83       -34      -149 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.2      73.9       6.3      13.9       9.0       2.9       0.0       1.4       0.0       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       26        25         5         7        10         .         0         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   325,719                :
: Positions                                                                                                    :
:  241,062   110,267    53,050   155,352    16,729     1,977    25,917     8,280         0     1,430        31 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:    4,975     1,653     2,896     1,976    -1,087    -2,608     2,127     2,963         0        -5      -366 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.0      33.9      16.3      47.7       5.1       0.6       8.0       2.5       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       23        26         5        10        13         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   607,376                :
: Positions                                                                                                    :
:  466,327   238,571    24,027   262,525    78,555     9,979     2,531    23,686     1,330       119       557 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:    9,131     5,212    -1,075     8,481       646     3,471    -2,611     1,926       426       -73       -22 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.8      39.3       4.0      43.2      12.9       1.6       0.4       3.9       0.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       39        31         6        16        22         4         .         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   219,393                :
: Positions                                                                                                    :
:  146,014   171,048    44,289    11,092     5,866     7,235    21,352     4,282     1,064         0         0 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:     -921     3,188       568        62       823     1,062       245    -1,408     1,064         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      78.0      20.2       5.1       2.7       3.3       9.7       2.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       24        25         5         .         4         .         .         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   318,345                :
: Positions                                                                                                    :
:  192,199   186,681    44,640    68,301    15,386    15,135       734    42,654       372         0         0 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:   19,240    18,180     1,610     3,812       302       963      -327    -1,346      -248         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.4      58.6      14.0      21.5       4.8       4.8       0.2      13.4       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    59                     :
:       30        31         7        11        11         5         .         4         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   163,713                :
: Positions                                                                                                    :
:  116,533    75,908    14,051    51,312    16,509    10,692     8,619     4,173         0         0         0 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:    5,803     2,188        50     2,659    -1,152    -1,532      -742     1,283         0       -63      -247 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.2      46.4       8.6      31.3      10.1       6.5       5.3       2.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       19        18         .        12         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is   998,871                :
: Positions                                                                                                    :
:  121,136   155,796   224,714    43,401    93,434   126,474   253,880   235,794    31,001    83,346    83,064 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:    2,945    -2,206     4,247    -2,054    -7,942   -12,005    14,769     5,637    14,350    -3,575    -3,645 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.1      15.6      22.5       4.3       9.4      12.7      25.4      23.6       3.1       8.3       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   323                     :
:       51        48        24        12        30        53        91        80        40        39        59 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    35,664                :
: Positions                                                                                                    :
:   13,277    15,225     9,036    11,577     4,781         0       768         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.2      42.7      25.3      32.5      13.4       0.0       2.2       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         8         .         5         4         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    32,742                :
: Positions                                                                                                    :
:   20,495    19,300     2,280     2,989     2,641     2,059       174     1,446         0         0         0 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      58.9       7.0       9.1       8.1       6.3       0.5       4.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        11         .         .         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,690,507                :
: Positions                                                                                                    :
:  206,263   172,674    37,457    75,769   797,982    42,002    65,497   231,904    43,137    16,517   326,683 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:   -8,458    -9,848    -2,815      -910    24,022      -314     7,640    12,328     6,162    -2,583     9,854 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.2      10.2       2.2       4.5      47.2       2.5       3.9      13.7       2.6       1.0      19.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   148                     :
:       41        38        14        15        29        16        23        32        23        14        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    59,361                :
: Positions                                                                                                    :
:    3,192     5,238     7,409       339     9,390     2,243    10,018    33,182     2,119         0       711 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:     -814    -1,240    -1,072       -37       365       316       767     3,205       541      -168       -72 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.4       8.8      12.5       0.6      15.8       3.8      16.9      55.9       3.6       0.0       1.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:        9        13         5         .         7         8         9        11         4         0         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    68,980                :
: Positions                                                                                                    :
:   39,593    23,953    14,971    21,263     7,025     1,216     9,099     3,260         0         0         0 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:        0       -62         0         0         0     1,216     1,216     1,201         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      34.7      21.7      30.8      10.2       1.8      13.2       4.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       10        14         4         5         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    64,566                :
: Positions                                                                                                    :
:   36,143    22,016     5,780    21,002     8,361     4,131     4,043       632         0         0         0 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:       -0        -0         0         0        -0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      34.1       9.0      32.5      13.0       6.4       6.3       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         9         .         5         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   105,898                :
: Positions                                                                                                    :
:   59,157    43,993    15,047    40,069    13,349     4,229         0     4,102         0         0         0 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:      155        25         0       304         0       111       -64       141         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.9      41.5      14.2      37.8      12.6       4.0       0.0       3.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        12         4         8         6         4         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,473,972                :
: Positions                                                                                                    :
:  685,481   405,523   112,695   778,287   481,027   356,412    70,868   446,595   163,808    69,931   192,672 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:   29,578       791    24,500    28,834    -9,239     9,112    32,371       258      -971     1,814    21,606 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.7      16.4       4.6      31.5      19.4      14.4       2.9      18.1       6.6       2.8       7.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   166                     :
:       67        60        12        18        27        25        12        28        15        12        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,044,895                :
: Positions                                                                                                    :
:  148,726   164,870   222,811   248,159   311,695   117,473    90,209    88,651    46,496    32,615   103,292 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:   13,291    -2,242      -298    -6,348    24,323    17,875     7,378      -459   -25,302     7,916    16,421 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     14.2      15.8      21.3      23.7      29.8      11.2       8.6       8.5       4.4       3.1       9.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   101                     :
:       24        22        13        11        19        11        13        18        10        14        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    23,106                :
: Positions                                                                                                    :
:   21,319    11,978       344     9,421       806         0        10        30       150        51       142 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:      365        66         0       324        25         0         0         0        25        51        52 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     92.3      51.8       1.5      40.8       3.5       0.0       0.0       0.1       0.6       0.2       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       31        26         .         9         7         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    11,535                :
: Positions                                                                                                    :
:   10,142     4,659       570     6,120       363         0        45       120       245         0        25 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:      362       122         0       225         0         0        32        57         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.9      40.4       4.9      53.1       3.1       0.0       0.4       1.0       2.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        16         .         5         .         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     8,284                :
: Positions                                                                                                    :
:    5,187     5,217     2,259     1,965       494         5         0        30         0        95         0 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:      135        26        30        83        34         5         0        30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.6      63.0      27.3      23.7       6.0       0.1       0.0       0.4       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        14         5         5         6         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 20, 2011         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    11,320                :
: Positions                                                                                                    :
:    8,476     4,741     1,403     5,150       271         0         0         0        20         0        30 :
:                                                                                                              :
: Changes from:     September 13, 2011                                                                         :
:      -86       -21       247       122       -37         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      41.9      12.4      45.5       2.4       0.0       0.0       0.0       0.2       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       15        12         .         6         4         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
```

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Updated September 23, 2011