```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 4,704,853                :
: Positions                                                                                                    :
:1,737,333   931,890   273,688 1,403,246   586,634   510,557   116,811 1,225,841    42,592   124,226   288,387 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   12,512   -20,880    -3,087   -21,576   -14,931   -40,684     8,302     4,544      -818     5,482   -13,806 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.9      19.8       5.8      29.8      12.5      10.9       2.5      26.1       0.9       2.6       6.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   229                     :
:      107       103        14        25        33        27        13        36        13        25        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   409,572                :
: Positions                                                                                                    :
:  241,332   269,098    48,658    32,085    59,188    18,075    18,515    25,356         0       266     2,113 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   16,489       389    -4,294     9,900    -2,137       982     3,354    -3,854         0      -845        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.9      65.7      11.9       7.8      14.5       4.4       4.5       6.2       0.0       0.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       33        31         5         8        10         6         5         9         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   168,113                :
: Positions                                                                                                    :
:  137,947   100,434     2,783    44,633    11,364     8,239     3,407     3,989       551         0       275 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:    3,841     4,150       120       -19       322     1,175         0      -406      -548         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      59.7       1.7      26.5       6.8       4.9       2.0       2.4       0.3       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       26        28         .         9        10         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   338,182                :
: Positions                                                                                                    :
:  231,953   106,430    57,964   167,566    31,063         0    13,443    13,200     1,228     2,320       494 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:    2,710       -92      -455     2,225    -1,322      -841      -673       869         0      -461         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      31.5      17.1      49.5       9.2       0.0       4.0       3.9       0.4       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       26        22         5        10        13         0         7         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   688,247                :
: Positions                                                                                                    :
:  467,853   295,095   109,743   237,141    85,842        15    45,014    19,663         0       482     1,684 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -8,206    -5,533     4,710    -4,954    -1,483         0     7,453    -5,073         0      -490       302 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.0      42.9      15.9      34.5      12.5       0.0       6.5       2.9       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    71                     :
:       36        31         9        13        20         .         7         7         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   200,622                :
: Positions                                                                                                    :
:  140,350   114,649    35,132    60,681     3,163    12,494    10,873     3,762         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:    6,127     2,265      -152       364         0    -2,600       304     1,928         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.0      57.1      17.5      30.2       1.6       6.2       5.4       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        20         4         4         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   334,817                :
: Positions                                                                                                    :
:  249,332   167,661    28,589    83,347    26,639     5,100    33,423    17,302         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   13,280    10,583    -4,734    -1,563     1,730      -492      -410     2,408         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      50.1       8.5      24.9       8.0       1.5      10.0       5.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       29        29         6        12        11         .         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   178,314                :
: Positions                                                                                                    :
:  137,803    64,064     1,423    56,192    23,361     5,707    23,802     6,062       399         0       736 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:    5,281     2,950       881       -74     1,909       152     2,397       690       182         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.3      35.9       0.8      31.5      13.1       3.2      13.3       3.4       0.2       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       22        24         .        14        10         .         4         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,024,984                :
: Positions                                                                                                    :
:   59,777   115,495   219,446    44,967   107,440   141,110   222,614   305,780    23,372    96,021    84,956 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:    1,671     2,529      -225       199       572     2,925     7,587     3,530     4,810    -3,991     2,423 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.8      11.3      21.4       4.4      10.5      13.8      21.7      29.8       2.3       9.4       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   341                     :
:       45        43        27        12        33        68        76        99        45        50        73 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    41,637                :
: Positions                                                                                                    :
:   17,399    19,608     9,646    13,438     4,781         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -2,096    -2,227      -310    -1,027         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.8      47.1      23.2      32.3      11.5       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    36,175                :
: Positions                                                                                                    :
:   18,953    23,714     6,278     2,190     3,562     1,626       178     2,178         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -1,187    -2,108      -310       405      -467      -632      -322         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      65.6      17.4       6.1       9.8       4.5       0.5       6.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        11         .         .         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 1,589,060                :
: Positions                                                                                                    :
:  188,371   165,876    56,957    88,279   769,208    45,104    58,651   182,337    36,781    16,500   303,924 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:      789       785      -445    -1,998      -569      -352     3,194      -758     1,372      -276      -271 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      10.4       3.6       5.6      48.4       2.8       3.7      11.5       2.3       1.0      19.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   150                     :
:       39        38        12        17        28        22        19        33        25        12        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    54,371                :
: Positions                                                                                                    :
:    3,244     5,096     3,520     1,344     9,904     7,276     8,667    27,329     1,626       112       885 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:     -160      -237      -344        61        80       136      -242    -1,309       -15        39       -51 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.0       9.4       6.5       2.5      18.2      13.4      15.9      50.3       3.0       0.2       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       10        14         4         4         6         4        14        11         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    77,353                :
: Positions                                                                                                    :
:   41,512    31,459    19,889    23,063     8,858         0     7,184     2,452         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -2,460    -4,418    -1,935    -1,028      -124         0       263      -496         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.7      40.7      25.7      29.8      11.5       0.0       9.3       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        9        12         7         4         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    66,982                :
: Positions                                                                                                    :
:   35,410    25,517     8,409    22,629     8,156     4,367         0       909         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -2,065    -1,834    -3,080    -1,396      -346      -181         0      -162         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.9      38.1      12.6      33.8      12.2       6.5       0.0       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         9         4         4         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   119,421                :
: Positions                                                                                                    :
:   66,058    48,667    17,152    43,805    16,204     4,523       864     3,059         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -2,198    -2,703    -1,478    -2,323    -1,095       186       864    -2,196         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.3      40.8      14.4      36.7      13.6       3.8       0.7       2.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        15         5         7         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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 2,518,697                :
: Positions                                                                                                    :
:  679,032   431,208   130,463   863,113   439,856   315,535    27,271   487,367   218,572    26,445   217,574 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:  -36,838   -15,143    24,674   -13,530   -26,563    10,202   -13,301   -31,280   -28,642     9,612    -2,032 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.0      17.1       5.2      34.3      17.5      12.5       1.1      19.3       8.7       1.0       8.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   172                     :
:       70        61        12        19        28        28        10        29        20         9        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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   956,571                :
: Positions                                                                                                    :
:  162,363   153,371   228,957   281,673   286,104    61,017    38,409    78,665    55,219    32,724    79,346 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:    6,560     5,347    -8,433    -4,609    -2,052    14,798     1,970    -1,475    -8,413     1,818    10,989 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.0      16.0      23.9      29.4      29.9       6.4       4.0       8.2       5.8       3.4       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       24        20        11        13        19        13        12        19        11        11        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    22,621                :
: Positions                                                                                                    :
:   21,165    12,560       594     9,155       412        67        40        30         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:      528       133       -30       458         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.6      55.5       2.6      40.5       1.8       0.3       0.2       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       32        27         .         7         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 2011               
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    13,415                :
: Positions                                                                                                    :
:   11,262     5,965       584     6,451       430       678         0         0       208       105        30 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:   -1,658    -1,145       114      -397       -74       -60         0         0        -1       -15         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      44.5       4.4      48.1       3.2       5.1       0.0       0.0       1.6       0.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       15        16         .         .         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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     7,427                :
: Positions                                                                                                    :
:    4,856     4,784     1,766     1,504       496         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:     -558      -182       207      -130      -147       -45         0       -30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      64.4      23.8      20.3       6.7       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       16        12         4         4         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 5, 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    11,186                :
: Positions                                                                                                    :
:    8,992     3,923       245     5,255       750         0         0         0       155         0         0 :
:                                                                                                              :
: Changes from:     June 28, 2011                                                                              :
:     -698      -640      -117      -213        95         0         0         0        15         0       -15 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     80.4      35.1       2.2      47.0       6.7       0.0       0.0       0.0       1.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        11         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated July 8, 2011