```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 4,387,312                :
: Positions                                                                                                    :
:1,663,040   947,521   304,453 1,134,208   606,787   362,510   181,821 1,054,075    18,238    92,015   334,430 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
: -129,350   -16,156    24,632   -29,846   -12,162    24,489    -1,679  -103,162     6,755   -29,244   -23,274 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.9      21.6       6.9      25.9      13.8       8.3       4.1      24.0       0.4       2.1       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   221                     :
:      104       100        10        27        33        28         9        35        11        23        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   349,883                :
: Positions                                                                                                    :
:  205,520   247,698    46,543    14,310    51,914     8,428     6,949    19,888       833       721     1,677 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:   -6,930    11,381     1,470   -16,360     6,560    -2,476    -2,884     1,916       102       218      -186 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     58.7      70.8      13.3       4.1      14.8       2.4       2.0       5.7       0.2       0.2       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    61                     :
:       33        34         5         6         9         6         .         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   186,602                :
: Positions                                                                                                    :
:  148,592   128,722     5,327    38,836    13,112    10,571       450     2,145     1,449         0       463 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:    1,880     6,008       187       143      -716     3,004         0    -1,224        84         0       -95 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     79.6      69.0       2.9      20.8       7.0       5.7       0.2       1.1       0.8       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       29        25         .         9        11         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   323,915                :
: Positions                                                                                                    :
:  239,970   105,601    49,998   158,727    19,996     4,491    26,540     5,313         0     2,655         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:    7,543    13,933     1,404    -6,509      -970     2,400     4,407    -2,513         0       636      -153 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      32.6      15.4      49.0       6.2       1.4       8.2       1.6       0.0       0.8       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       27        27         4        11        14         .         5         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   617,772                :
: Positions                                                                                                    :
:  458,714   254,677    32,258   236,313    84,681     6,281     9,770    29,627       953        24       882 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:  -20,621   -26,897   -12,350     6,035     7,323       275   -11,170     7,789       664      -346      -636 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.3      41.2       5.2      38.3      13.7       1.0       1.6       4.8       0.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       39        32         8        13        20         .         5         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   218,203                :
: Positions                                                                                                    :
:  155,915   177,519    33,426    10,576     5,996     3,895     7,295    11,113         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:    8,408     8,261      -272       428       392    -4,274    -4,650     7,265         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      81.4      15.3       4.8       2.7       1.8       3.3       5.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:       28        24         5         .         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   290,887                :
: Positions                                                                                                    :
:  182,954   143,100    39,614    70,097    19,314     7,723    19,330    33,067       248         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:   -7,665    -2,453    12,109      -269    -2,338     2,565     8,043   -11,037       248         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     62.9      49.2      13.6      24.1       6.6       2.7       6.6      11.4       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    62                     :
:       33        34         7        11        10         .         .         4         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   167,986                :
: Positions                                                                                                    :
:  119,700    75,960    13,219    49,856    18,837     7,824     8,499     5,626         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:   -4,315     2,939     5,420       431        85     1,460    -1,564       314         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      45.2       7.9      29.7      11.2       4.7       5.1       3.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       19        24         .        11         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 1,017,077                :
: Positions                                                                                                    :
:   82,338   131,064   226,596    42,182   112,094   135,670   245,233   271,412    23,013    82,158    84,130 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:   -7,996    -5,159       814     1,105    -4,185    -9,559   -12,669      -146      -521    -4,525   -11,203 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.1      12.9      22.3       4.1      11.0      13.3      24.1      26.7       2.3       8.1       8.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   325                     :
:       49        45        29         9        32        55        80        77        42        44        69 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    38,938                :
: Positions                                                                                                    :
:   15,303    17,381     9,336    12,571     4,781         0       768         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.3      44.6      24.0      32.3      12.3       0.0       2.0       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 August 30, 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    34,417                :
: Positions                                                                                                    :
:   21,219    21,442     2,280     2,595     3,095     2,147         0     1,882         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:     -340        75         0         0         0       455         0        30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.7      62.3       6.6       7.5       9.0       6.2       0.0       5.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        11         .         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 1,621,462                :
: Positions                                                                                                    :
:  212,318   180,111    36,988    75,755   764,751    46,753    60,080   213,274    34,974    16,827   307,543 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:   -5,613    -7,185    -9,153   -10,598   -22,361    -6,728    -9,533   -17,877    -6,519      -617   -29,119 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     13.1      11.1       2.3       4.7      47.2       2.9       3.7      13.2       2.2       1.0      19.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   144                     :
:       40        40        13        16        28        18        19        30        22        13        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    54,264                :
: Positions                                                                                                    :
:    3,356     5,653     6,855       307     9,523     3,651    10,661    26,458     1,837         0       932 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      -87        62      -179       -41       161      -329       739     1,191       414       -89       -30 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.2      10.4      12.6       0.6      17.5       6.7      19.6      48.8       3.4       0.0       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:        9        13         5         .         7         7        10        12         5         0         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    72,211                :
: Positions                                                                                                    :
:   41,658    28,265    16,756    22,035     7,250         0     8,011     2,659         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:       88      -522         0         0         0         0       548        60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.7      39.1      23.2      30.5      10.0       0.0      11.1       3.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       11        14         5         4         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    66,827                :
: Positions                                                                                                    :
:   37,882    23,601     7,463    21,602     7,786     4,179     4,077       738         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:       -2       -87      -168         0        -2         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.7      35.3      11.2      32.3      11.7       6.3       6.1       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        9         9         4         4         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   112,646                :
: Positions                                                                                                    :
:   62,789    46,697    15,914    41,480    14,900     4,732       579     4,070         0         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:    1,313       907         0       -60         0       293        23      -115         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.7      41.5      14.1      36.8      13.2       4.2       0.5       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    36                     :
:       17        15         4         8         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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 2,393,356                :
: Positions                                                                                                    :
:  644,340   416,557   128,004   740,591   460,767   293,805    20,715   504,191   166,190    60,003   164,240 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:  -28,429   -15,706    -2,215   -38,033       494    -1,725   -17,895    -4,992   -17,122    21,747   -20,688 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.9      17.4       5.3      30.9      19.3      12.3       0.9      21.1       6.9       2.5       6.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   162                     :
:       66        59        12        18        27        24        10        28        17        10        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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   951,104                :
: Positions                                                                                                    :
:  149,727   153,290   194,906   254,960   274,725    88,120    83,816    81,254    75,984    17,722    80,548 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:   -7,239    -6,297   -24,004   -11,188    -5,256   -12,398    -8,301    -4,790    -1,391   -20,917    -3,495 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.7      16.1      20.5      26.8      28.9       9.3       8.8       8.5       8.0       1.9       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       23        19        12        11        19        10        14        18        10        13        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    23,212                :
: Positions                                                                                                    :
:   21,693    12,344       194     9,348       779         0        10        30       140         0        15 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      454       416         0        40         0         0         0         0       -20         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.5      53.2       0.8      40.3       3.4       0.0       0.0       0.1       0.6       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       30        25         .         9         4         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    12,300                :
: Positions                                                                                                    :
:   10,670     5,068       655     6,353       363         0         3       109       288        20        30 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      -82         3        75         0         0         0         0         0        10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.7      41.2       5.3      51.7       3.0       0.0       0.0       0.9       2.3       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        16         .         5         .         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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     8,892                :
: Positions                                                                                                    :
:    5,363     5,964     2,507     1,727       509        30         0       130         0        95         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:      215       210        45        60         0        30         0       -20         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.3      67.1      28.2      19.4       5.7       0.3       0.0       1.5       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       18        15         5         4         5         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 30, 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    11,887                :
: Positions                                                                                                    :
:    9,354     4,697       852     5,652       345         0         0         0       145         0         0 :
:                                                                                                              :
: Changes from:     August 23, 2011                                                                            :
:       58        15       -15       106       -45         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      39.5       7.2      47.5       2.9       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       14        10         .         7         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated September 2, 2011