```
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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 4,702,064                :
: Positions                                                                                                    :
:1,709,562 1,163,289   445,074 1,345,727   534,066   448,064   166,987   689,665   143,028    75,221   716,278 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:    6,527   -23,444     1,570   -28,284    13,761     2,966    18,954   -51,017   -37,728     5,521    -8,252 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.4      24.7       9.5      28.6      11.4       9.5       3.6      14.7       3.0       1.6      15.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   218                     :
:      112       108         9        22        27        23         8        28        19        15        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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   295,151                :
: Positions                                                                                                    :
:  196,192   205,757    44,693    35,583    31,715       941    14,507     3,782     2,227         1     1,444 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:   -1,790      -213     2,065    -1,079     1,476    -2,067     1,454     1,930       809        -3        89 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.5      69.7      15.1      12.1      10.7       0.3       4.9       1.3       0.8       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       30        30         5         4         8         .         4         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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   157,052                :
: Positions                                                                                                    :
:   97,264    83,118    30,790    38,727    22,035     1,057     6,495     2,729         0       212       186 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:    3,353     4,751     2,025        47     1,556     1,057       707       191         0      -218       -59 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.9      52.9      19.6      24.7      14.0       0.7       4.1       1.7       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       21        23         .         7         9         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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   262,934                :
: Positions                                                                                                    :
:  187,957   123,069    29,612    87,400    34,315     2,010     7,380     3,323         0         0         0 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:    6,730     6,310       542     2,360      -689    -1,392       665     1,747         0       -64      -274 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.5      46.8      11.3      33.2      13.1       0.8       2.8       1.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       22        21         5         8        12         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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   739,292                :
: Positions                                                                                                    :
:  553,843   273,631    44,637   324,282   113,365     2,222     4,434    17,886     3,094       175     2,391 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:    5,691     1,063    -2,379     2,423    -2,614      -193      -549       788      -127       175       -84 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.9      37.0       6.0      43.9      15.3       0.3       0.6       2.4       0.4       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       37        27         8        12        19         .         4         6         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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   216,057                :
: Positions                                                                                                    :
:  157,664   186,575    32,867     8,191    16,014     1,804         0     1,608       916         0         0 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:    1,400     2,187       413       110      -316      -520      -393      -196       916         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      86.4      15.2       3.8       7.4       0.8       0.0       0.7       0.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       27        26         5         .         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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   284,639                :
: Positions                                                                                                    :
:  215,269   193,786    19,031    59,371     7,519    22,383     1,588    13,395         0         0         0 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:    7,904     9,083       210      -309       394      -142       478    -4,583         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.6      68.1       6.7      20.9       2.6       7.9       0.6       4.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       28        29         4        11         9         .         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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   141,903                :
: Positions                                                                                                    :
:  102,844    64,624     7,877    56,058     8,500    13,397         0     6,197         0       300         0 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:    2,002    -1,618         0     1,606       334    -2,625         0     1,601         0       300         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.5      45.5       5.6      39.5       6.0       9.4       0.0       4.4       0.0       0.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       23        23         5         8         9         7         0         4         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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 1,086,018                :
: Positions                                                                                                    :
:  103,874   135,796   205,100   137,867    84,279   199,324   184,801   217,294    38,810   119,710   166,037 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:    6,594       881    -1,782    -1,395    -5,983    -2,306    11,345    13,481     7,873    -5,876    -5,267 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.6      12.5      18.9      12.7       7.8      18.4      17.0      20.0       3.6      11.0      15.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   312                     :
:       46        40        23         9        23        61        73        80        45        42        66 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #02365O                                                    Open Interest is    28,336                :
: Positions                                                                                                    :
:   17,857     5,061     5,175    11,686     1,177       297     3,660       898         0         0         0 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      17.9      18.3      41.2       4.2       1.0      12.9       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8         7         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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 LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is   100,098                :
: Positions                                                                                                    :
:   17,856    10,005    26,985     1,509    16,236     4,756     1,100     4,792     9,941    48,148    16,383 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:    2,921     1,217     1,608         0    -1,528         0       100         0      -109     3,025    -1,278 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     17.8      10.0      27.0       1.5      16.2       4.8       1.1       4.8       9.9      48.1      16.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       11        11         4         4         8         .         .         .         5         8        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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    56,543                :
: Positions                                                                                                    :
:   30,213    23,891    12,251    14,578     7,065         0       393     2,122         0         0         0 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:      278       114         0         0         0         0        64        60         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      42.3      21.7      25.8      12.5       0.0       0.7       3.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         .         4         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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 2,679,935                :
: Positions                                                                                                    :
:  632,001   570,412   272,848   732,349   486,848   250,263    50,998   489,320   228,111    35,423   292,019 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:   -3,552     4,281     1,585    -4,286    -3,628       -16   -15,705     1,374     1,689    16,778     4,388 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.6      21.3      10.2      27.3      18.2       9.3       1.9      18.3       8.5       1.3      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   151                     :
:       72        61         6        18        22        18         9        23        17         6        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,294,661                :
: Positions                                                                                                    :
:  142,784   174,415   194,557   246,765   416,938   101,184    43,615   139,161    90,804    65,489   206,470 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:    2,972     4,355    -2,026    16,435    -7,727     1,322     5,057     3,305    17,397       -78     1,187 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.0      13.5      15.0      19.1      32.2       7.8       3.4      10.7       7.0       5.1      15.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    91                     :
:       20        21        17         6        18        13        10        14        13         8        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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    30,635                :
: Positions                                                                                                    :
:   25,993    24,507       799     4,576     1,160     2,216         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:    2,554     2,438       104       175        54         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.8      80.0       2.6      14.9       3.8       7.2       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       30        25         .         7         6         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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     6,091                :
: Positions                                                                                                    :
:    4,793     1,839       188     3,802       160       660         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:      -45         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.7      30.2       3.1      62.4       2.6      10.8       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         8         .         6         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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     9,288                :
: Positions                                                                                                    :
:    6,819     4,558       736     1,417     1,114         0     1,500         0       268        75        66 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:      296       384        36       -12       -11         0         0         0        10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      49.1       7.9      15.3      12.0       0.0      16.1       0.0       2.9       0.8       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       16        13         .         5         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             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    10,555                :
: Positions                                                                                                    :
:    5,231     4,851     4,005     5,001       199         0         0         0       820         0         0 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:      -60        45        30       -29       135         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     49.6      46.0      37.9      47.4       1.9       0.0       0.0       0.0       7.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       13        12         4         6         5         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 21, 2012            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is     5,586                :
: Positions                                                                                                    :
:    4,756     3,444        94     1,815       214         0         0         0       132         0         0 :
:                                                                                                              :
: Changes from:     August 14, 2012                                                                            :
:      -11       -11         0        20         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.1      61.7       1.7      32.5       3.8       0.0       0.0       0.0       2.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       11        10         .         6         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated August 24, 2012