```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 4,579,643: 1,676,806  1,190,558    457,168  1,217,927    592,767    359,803    181,200    687,041    165,550     78,880    621,324:   19,184     9,946
Old  : 4,579,643: 1,676,806  1,190,558    457,168  1,217,927    592,767    359,803    181,200    687,041    165,550     78,880    621,324:   19,184     9,946
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :    39,225:    34,723      8,410     29,368     15,850     25,218    -98,720    -43,953     53,503     -6,163     -4,763      2,040:     -744   -17,080
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.6       26.0       10.0       26.6       12.9        7.9        4.0       15.0        3.6        1.7       13.6:      0.4       0.2
Old  :     100.0:      36.6       26.0       10.0       26.6       12.9        7.9        4.0       15.0        3.6        1.7       13.6:      0.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       220:       112        106          8         24         26         20         12         28         21         15         29:
Old  :       220:       112        106          8         24         26         20         12         28         21         15         29:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       21.4       34.7       34.8       16.0       17.6       24.0       25.4
Old  :                 21.5       21.4       34.7       34.8       16.0       17.6       24.0       25.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   285,048:   177,897    195,978     48,554     33,981     34,390      3,223     12,881      4,070      2,497        209      1,263:   13,154     2,276
Old  :   285,048:   177,897    195,978     48,554     33,981     34,390      3,223     12,881      4,070      2,497        209      1,263:   13,154     2,276
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :     3,837:     5,491      1,960     -1,368      2,742       -612        -99         66        524        482        189        -99:     -482      -933
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.4       68.8       17.0       11.9       12.1        1.1        4.5        1.4        0.9        0.1        0.4:      4.6       0.8
Old  :     100.0:      62.4       68.8       17.0       11.9       12.1        1.1        4.5        1.4        0.9        0.1        0.4:      4.6       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        50:        28         30          6          .          8          .          .          .          .          .          .:
Old  :        50:        28         30          6          .          8          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       57.0       64.3       71.9       42.1       42.9       52.3       56.1
Old  :                 47.2       57.0       64.3       71.9       42.1       42.9       52.3       56.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   157,412:    95,231     79,125     19,304     33,395     33,569      2,760      3,306      3,442         65          0        338:    2,703     4,237
Old  :   157,412:    95,231     79,125     19,304     33,395     33,569      2,760      3,306      3,442         65          0        338:    2,703     4,237
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :     6,757:     4,670      5,342     -2,543     -1,206      4,388        392       -337        439          0          0        -31:     -558    -1,838
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.5       50.3       12.3       21.2       21.3        1.8        2.1        2.2        0.0        0.0        0.2:      1.7       2.7
Old  :     100.0:      60.5       50.3       12.3       21.2       21.3        1.8        2.1        2.2        0.0        0.0        0.2:      1.7       2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        37:        21         22          4          6          9          .          .          .          .          0          .:
Old  :        37:        21         22          4          6          9          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       41.7       80.3       60.5       47.2       33.4       55.1       43.4
Old  :                 62.5       41.7       80.3       60.5       47.2       33.4       55.1       43.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   250,433:   183,312    114,371     19,568     77,169     40,092          0      9,754      1,963          0          0          0:    5,498     7,084
Old  :   250,433:   183,312    114,371     19,568     77,169     40,092          0      9,754      1,963          0          0          0:    5,498     7,084
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :     1,586:     5,821      1,183     -1,183      1,524       -714          0      1,583       -888          0          0          0:   -1,450    -1,102
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.2       45.7        7.8       30.8       16.0        0.0        3.9        0.8        0.0        0.0        0.0:      2.2       2.8
Old  :     100.0:      73.2       45.7        7.8       30.8       16.0        0.0        3.9        0.8        0.0        0.0        0.0:      2.2       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        45:        25         24          5          8         12          0          .          .          0          0          0:
Old  :        45:        25         24          5          8         12          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       41.3       73.1       61.8       45.0       26.1       55.1       41.1
Old  :                 51.3       41.3       73.1       61.8       45.0       26.1       55.1       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   715,237:   535,205    236,706     23,456    324,356    128,846      1,521      3,761     17,106      3,277          0      2,128:    3,698     2,334
Old  :   715,237:   535,205    236,706     23,456    324,356    128,846      1,521      3,761     17,106      3,277          0      2,128:    3,698     2,334
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :      -600:    10,026    -15,697    -16,618     17,673      8,087      1,147       -508        514        951          0        -31:   -4,676   -10,638
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.8       33.1        3.3       45.3       18.0        0.2        0.5        2.4        0.5        0.0        0.3:      0.5       0.3
Old  :     100.0:      74.8       33.1        3.3       45.3       18.0        0.2        0.5        2.4        0.5        0.0        0.3:      0.5       0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        67:        33         25         10         11         19          .          .          4          .          0          .:
Old  :        67:        33         25         10         11         19          .          .          4          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.8       42.6       55.4       63.5       23.2       36.6       39.6       48.3
Old  :                 34.8       42.6       55.4       63.5       23.2       36.6       39.6       48.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   210,662:   147,958    185,497     42,382      7,713     12,407         38          0      1,198        953          0          0:    5,726     3,847
Old  :   210,662:   147,958    185,497     42,382      7,713     12,407         38          0      1,198        953          0          0:    5,726     3,847
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :     6,550:     2,846     10,366      5,068        101     -1,005       -363          0        363          0          0          0:     -359    -3,275
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.2       88.1       20.1        3.7        5.9        0.0        0.0        0.6        0.5        0.0        0.0:      2.7       1.8
Old  :     100.0:      70.2       88.1       20.1        3.7        5.9        0.0        0.0        0.6        0.5        0.0        0.0:      2.7       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        27         26          .          .          .          .          0          .          .          0          0:
Old  :        41:        27         26          .          .          .          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.8       57.2       71.9       75.8       43.4       57.2       58.0       69.1
Old  :                 51.8       57.2       71.9       75.8       43.4       57.2       58.0       69.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   281,581:   207,412    195,616     30,203     64,091      5,785     20,905        792     11,874          0          0          0:    5,402     3,423
Old  :   281,581:   207,412    195,616     30,203     64,091      5,785     20,905        792     11,874          0          0          0:    5,402     3,423
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :     6,360:     3,324      7,691      3,170      2,410       -713      1,665       -266       -152          0          0          0:     -934    -2,610
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.7       69.5       10.7       22.8        2.1        7.4        0.3        4.2        0.0        0.0        0.0:      1.9       1.2
Old  :     100.0:      73.7       69.5       10.7       22.8        2.1        7.4        0.3        4.2        0.0        0.0        0.0:      1.9       1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        31         30          6         10         10          .          .          4          0          0          0:
Old  :        55:        31         30          6         10         10          .          .          4          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       43.9       55.5       59.9       30.6       43.6       48.7       57.0
Old  :                 37.0       43.9       55.5       59.9       30.6       43.6       48.7       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   131,527:    99,928     59,691      5,614     52,519      7,569     10,986          0      4,381          0          0          0:    3,049     7,367
Old  :   131,527:    99,928     59,691      5,614     52,519      7,569     10,986          0      4,381          0          0          0:    3,049     7,367
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :     1,640:     1,638      2,642          0        278       -218        416          0        204          0          0          0:     -400    -1,266
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      76.0       45.4        4.3       39.9        5.8        8.4        0.0        3.3        0.0        0.0        0.0:      2.3       5.6
Old  :     100.0:      76.0       45.4        4.3       39.9        5.8        8.4        0.0        3.3        0.0        0.0        0.0:      2.3       5.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        23         21          4          7          7          5          0          .          0          0          0:
Old  :        42:        23         21          4          7          7          5          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.9       47.6       72.9       66.8       53.3       44.0       64.0       55.8
Old  :                 58.9       47.6       72.9       66.8       53.3       44.0       64.0       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,122,990:   125,359    151,798    193,734    112,048     78,536    203,796    215,762    260,828     35,468    113,195    149,661:   75,608    41,162
Old  : 1,122,990:   125,359    151,798    193,734    112,048     78,536    203,796    215,762    260,828     35,468    113,195    149,661:   75,608    41,162
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :   -10,506:       504      6,766     -5,285      5,914    -16,142     -8,825    -20,529     19,812      1,834       -483     -3,287:      883    -2,557
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.2       13.5       17.3       10.0        7.0       18.1       19.2       23.2        3.2       10.1       13.3:      6.7       3.7
Old  :     100.0:      11.2       13.5       17.3       10.0        7.0       18.1       19.2       23.2        3.2       10.1       13.3:      6.7       3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       323:        46         38         20         10         23         77         69         88         48         37         63:
Old  :       323:        46         38         20         10         23         77         69         88         48         37         63:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 16.7       21.9       28.8       35.2       11.2       16.0       18.9       23.1
Old  :                 16.7       21.9       28.8       35.2       11.2       16.0       18.9       23.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-02365O
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    22,328:    12,813      3,725      4,919      9,684      1,073        241      1,860        818          0          0          0:    2,464     5,168
Old  :    22,328:    12,813      3,725      4,919      9,684      1,073        241      1,860        818          0          0          0:    2,464     5,168
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.4       16.7       22.0       43.4        4.8        1.1        8.3        3.7        0.0        0.0        0.0:     11.0      23.1
Old  :     100.0:      57.4       16.7       22.0       43.4        4.8        1.1        8.3        3.7        0.0        0.0        0.0:     11.0      23.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         8          8          .          5          .          .          .          .          0          0          0:
Old  :        23:         8          8          .          5          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.7       47.4       85.5       62.5       67.8       44.5       78.1       58.3
Old  :                 69.7       47.4       85.5       62.5       67.8       44.5       78.1       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   105,338:    18,527     10,182     16,149      3,844     20,915      5,728        600      4,833     13,428     40,725     23,125:    2,633     1,114
Old  :   105,338:    18,527     10,182     16,149      3,844     20,915      5,728        600      4,833     13,428     40,725     23,125:    2,633     1,114
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :    10,774:     2,814         69     -2,400      2,663      3,875       -476          0        476      3,218        131      3,080:      187       480
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      17.6        9.7       15.3        3.6       19.9        5.4        0.6        4.6       12.7       38.7       22.0:      2.5       1.1
Old  :     100.0:      17.6        9.7       15.3        3.6       19.9        5.4        0.6        4.6       12.7       38.7       22.0:      2.5       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        11         11          6          .         10          .          .          .          6          6         10:
Old  :        41:        11         11          6          .         10          .          .          .          6          6         10:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.8       54.1       58.8       74.9       29.2       37.5       36.8       42.7
Old  :                 40.8       54.1       58.8       74.9       29.2       37.5       36.8       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    53,048:    27,560     22,810     12,897     13,948      6,269          0        159      2,372          0          0          0:    3,950     7,490
Old  :    53,048:    27,560     22,810     12,897     13,948      6,269          0        159      2,372          0          0          0:    3,950     7,490
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :       801:       601        701          0          0          0          0       -244        336          0          0          0:     -136         8
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.0       43.0       24.3       26.3       11.8        0.0        0.3        4.5        0.0        0.0        0.0:      7.4      14.1
Old  :     100.0:      52.0       43.0       24.3       26.3       11.8        0.0        0.3        4.5        0.0        0.0        0.0:      7.4      14.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        13         10          .          4          4          0          .          .          0          0          0:
Old  :        22:        13         10          .          4          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       47.2       68.9       67.8       39.8       40.0       56.6       53.3
Old  :                 47.3       47.2       68.9       67.8       39.8       40.0       56.6       53.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,569,212:   625,168    546,259    244,909    732,626    468,167    274,554     80,041    405,467    249,404     43,321    274,855:   26,688    18,476
Old  : 2,569,212:   625,168    546,259    244,909    732,626    468,167    274,554     80,041    405,467    249,404     43,321    274,855:   26,688    18,476
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :    -3,926:    15,801     12,278      6,996      7,694    -13,880     -9,924     21,208    -24,816     27,034        424     -5,804:      667    -1,030
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.3       21.3        9.5       28.5       18.2       10.7        3.1       15.8        9.7        1.7       10.7:      1.0       0.7
Old  :     100.0:      24.3       21.3        9.5       28.5       18.2       10.7        3.1       15.8        9.7        1.7       10.7:      1.0       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       154:        71         62          7         18         23         20          8         24         16          7         18:
Old  :       154:        71         62          7         18         23         20          8         24         16          7         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 25.1       26.3       40.0       41.9       14.1       16.5       22.0       24.6
Old  :                 25.1       26.3       40.0       41.9       14.1       16.5       22.0       24.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,185,951:   128,732    163,375    215,873    182,922    394,033     67,728     59,415    125,340     40,201     47,069    210,945:    3,099     2,852
Old  : 1,185,951:   128,732    163,375    215,873    182,922    394,033     67,728     59,415    125,340     40,201     47,069    210,945:    3,099     2,852
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :    15,123:     5,878        474      5,533     -1,424      1,224      1,809     11,179     -1,136     -9,154     -6,319     11,078:     -109        47
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.9       13.8       18.2       15.4       33.2        5.7        5.0       10.6        3.4        4.0       17.8:      0.3       0.2
Old  :     100.0:      10.9       13.8       18.2       15.4       33.2        5.7        5.0       10.6        3.4        4.0       17.8:      0.3       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        96:        22         22         16          7         18         12         14         18         13          8         17:
Old  :        96:        22         22         16          7         18         12         14         18         13          8         17:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.0       37.9       54.6       59.8       12.7       17.9       18.7       26.5
Old  :                 35.0       37.9       54.6       59.8       12.7       17.9       18.7       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    31,796:    26,497     25,978      1,346      4,194      1,337      1,800          0          0        375          0          0:      441       287
Old  :    31,796:    26,497     25,978      1,346      4,194      1,337      1,800          0          0        375          0          0:      441       287
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :       887:       429        851         45         -2         36          0          0          0        375          0          0:        2         2
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      83.3       81.7        4.2       13.2        4.2        5.7        0.0        0.0        1.2        0.0        0.0:      1.4       0.9
Old  :     100.0:      83.3       81.7        4.2       13.2        4.2        5.7        0.0        0.0        1.2        0.0        0.0:      1.4       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        30         24          .          7          6          .          0          0          .          0          0:
Old  :        44:        30         24          .          7          6          .          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.3       53.6       62.8       71.4       43.1       50.1       54.4       62.6
Old  :                 47.3       53.6       62.8       71.4       43.1       50.1       54.4       62.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     5,065:     3,976      1,722         46      2,987        120        660          0          0          0          0          0:      263       236
Old  :     5,065:     3,976      1,722         46      2,987        120        660          0          0          0          0          0:      263       236
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :       -90:         0          0       -105        -90          0          0          0          0          0          0          0:       15         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      78.5       34.0        0.9       59.0        2.4       13.0        0.0        0.0        0.0        0.0        0.0:      5.2       4.7
Old  :     100.0:      78.5       34.0        0.9       59.0        2.4       13.0        0.0        0.0        0.0        0.0        0.0:      5.2       4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        12          8          .          5          .          .          0          0          0          0          0:
Old  :        21:        12          8          .          5          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 73.5       64.2       88.4       82.4       72.3       64.2       82.7       81.5
Old  :                 73.5       64.2       88.4       82.4       72.3       64.2       82.7       81.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,869:     6,950      6,188      1,321        936      1,039          0      1,080          0        208         75         46:      305       505
Old  :     9,869:     6,950      6,188      1,321        936      1,039          0      1,080          0        208         75         46:      305       505
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :       359:       264        338         77       -112         28          0          0          0        -85          0          0:       75       105
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.4       62.7       13.4        9.5       10.5        0.0       10.9        0.0        2.1        0.8        0.5:      3.1       5.1
Old  :     100.0:      70.4       62.7       13.4        9.5       10.5        0.0       10.9        0.0        2.1        0.8        0.5:      3.1       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        17         15          .          5          7          0          .          0          .          .          .:
Old  :        32:        17         15          .          5          7          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       53.0       70.0       73.0       52.5       51.3       67.5       66.7
Old  :                 54.2       53.0       70.0       73.0       52.5       51.3       67.5       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    11,646:     6,053      6,055      4,036      5,230        234          0          0          0        995          0          0:      328       127
Old  :    11,646:     6,053      6,055      4,036      5,230        234          0          0          0        995          0          0:      328       127
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :     1,374:     1,108      1,179          0        525          0          0          0          0        240          0          0:       26      -330
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      52.0       52.0       34.7       44.9        2.0        0.0        0.0        0.0        8.5        0.0        0.0:      2.8       1.1
Old  :     100.0:      52.0       52.0       34.7       44.9        2.0        0.0        0.0        0.0        8.5        0.0        0.0:      2.8       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        15         15          4          6          4          0          0          0          .          0          0:
Old  :        32:        15         15          4          6          4          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 55.3       47.2       78.9       68.8       51.7       45.8       72.1       62.2
Old  :                 55.3       47.2       78.9       68.8       51.7       45.8       72.1       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-06665T
Disaggregated Commitments of Traders - Futures Only, September 18, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     5,214:     4,439      2,708        210      2,253        101          0          0          0        132         25          0:      332       127
Old  :     5,214:     4,439      2,708        210      2,253        101          0          0          0        132         25          0:      332       127
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 11, 2012                                                               :
     :        60:         0         57         60          0          0          0          0          0          0          0          0:        0         3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      85.1       51.9        4.0       43.2        1.9        0.0        0.0        0.0        2.5        0.5        0.0:      6.4       2.4
Old  :     100.0:      85.1       51.9        4.0       43.2        1.9        0.0        0.0        0.0        2.5        0.5        0.0:      6.4       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         10          .          6          4          0          0          0          .          .          0:
Old  :        24:        12         10          .          6          4          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 77.5       58.4       88.1       82.2       77.0       57.1       84.1       78.4
Old  :                 77.5       58.4       88.1       82.2       77.0       57.1       84.1       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 21, 2012