```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,532,442                :
: Positions                                                                                                    :
:1,784,817   960,247   249,874 1,170,811   615,547   364,233   161,249 1,122,179    20,817   137,068   325,283 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:  -43,062   -54,174    -9,970   -32,556    14,483   -57,984     4,844    50,904    -6,530   -33,161   -14,884 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.4      21.2       5.5      25.8      13.6       8.0       3.6      24.8       0.5       3.0       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   230                     :
:      108       106        12        25        32        25        13        36        13        26        30 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   344,795                :
: Positions                                                                                                    :
:  198,385   231,736    45,048    29,652    46,852    16,797     6,145    20,293       731       361     1,831 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:   -7,025     5,413     4,383    -3,229      -577       283    -4,609     2,767       196      -978      -888 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.5      67.2      13.1       8.6      13.6       4.9       1.8       5.9       0.2       0.1       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       32        34         5         7         9         9         .         9         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   181,221                :
: Positions                                                                                                    :
:  142,838   120,821     7,021    38,146    14,217     7,565     1,210     2,800     1,853         0       651 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:     -105       709       -85        33      -405      -867      -872      -504       771         0       124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      66.7       3.9      21.0       7.8       4.2       0.7       1.5       1.0       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       28        24         4         8        11         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   314,820                :
: Positions                                                                                                    :
:  230,995    90,322    50,182   165,911    21,348     1,328    22,430     7,300       360     1,929       401 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:    4,959     5,981      -918    -3,468       533    -1,834       331     1,365       360     1,148        66 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      28.7      15.9      52.7       6.8       0.4       7.1       2.3       0.1       0.6       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       23        22         4        11        13         .         6         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   637,286                :
: Positions                                                                                                    :
:  486,454   278,059    46,090   225,291    78,058     3,261    35,216    17,116       435       334     1,068 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:    2,671    11,628       253     2,581     2,854     1,914    -6,619    -2,452       -48      -291       239 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      43.6       7.2      35.4      12.2       0.5       5.5       2.7       0.1       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       40        31         9        12        20         .         7         7         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   205,374                :
: Positions                                                                                                    :
:  147,265   166,724    34,193    10,369     5,067     8,918    13,556     2,317         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:      910     8,243     3,095    -2,801     3,043      -570    -1,335       419         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      81.2      16.6       5.0       2.5       4.3       6.6       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       26        20         4         .         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   293,899                :
: Positions                                                                                                    :
:  192,201   139,404    29,555    70,123    19,988     5,839    22,203    37,002         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:   -1,500        29     3,497     1,126      -413    -1,040      -136    10,037         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.4      47.4      10.1      23.9       6.8       2.0       7.6      12.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       32        30         7        11        10         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   154,438                :
: Positions                                                                                                    :
:  119,034    67,293     4,081    48,751    17,869     6,223     8,511     4,973         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:   15,341     9,486       972        -7    -1,369    -8,153    -2,422     1,759         0       -86      -309 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      43.6       2.6      31.6      11.6       4.0       5.5       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       19        25         4        10         8         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,056,202                :
: Positions                                                                                                    :
:   90,479   132,830   226,809    41,371   116,135   143,531   260,662   269,818    25,646    83,183    99,178 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:    5,835     5,320      -830    -1,647     7,668     3,341     8,094    -1,282      -623    -4,136     9,504 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.6      12.6      21.5       3.9      11.0      13.6      24.7      25.5       2.4       7.9       9.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   341                     :
:       50        46        24        10        29        62        87        88        44        48        74 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    38,938                :
: Positions                                                                                                    :
:   15,303    17,381     9,336    12,571     4,781         0       768         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.3      44.6      24.0      32.3      12.3       0.0       2.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         8         .         5         4         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    33,730                :
: Positions                                                                                                    :
:   21,361    21,433     2,280     2,595     3,095     1,012         0     2,076         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      63.5       6.8       7.7       9.2       3.0       0.0       6.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        11         .         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,690,171                :
: Positions                                                                                                    :
:  214,547   184,862    42,026    85,366   778,859    54,145    62,219   224,383    39,089    18,969   330,488 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:    5,789     5,531    -5,856    -1,570     8,808       520    -4,115    16,160       142       963    11,695 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.7      10.9       2.5       5.1      46.1       3.2       3.7      13.3       2.3       1.1      19.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   152                     :
:       42        43        14        15        29        21        19        30        25        12        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    49,869                :
: Positions                                                                                                    :
:    2,748     4,601     3,928       428    10,790     4,676     8,073    24,228     1,790        80       933 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:      -85      -237       506       -40      -594      -199       677    -2,080         9       -12        33 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.5       9.2       7.9       0.9      21.6       9.4      16.2      48.6       3.6       0.2       1.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       10        13         4         4         7         5        11        12         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    72,065                :
: Positions                                                                                                    :
:   41,510    28,787    16,756    22,035     7,250         0     7,403     2,599         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      39.9      23.3      30.6      10.1       0.0      10.3       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       11        14         5         4         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    63,043                :
: Positions                                                                                                    :
:   33,555    23,649     7,630    21,602     7,789     4,143         0       778         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:       -5        -4         5       192        -5         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.2      37.5      12.1      34.3      12.4       6.6       0.0       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         9         4         4         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   111,827                :
: Positions                                                                                                    :
:   61,274    45,874    15,914    41,540    14,900     4,439       271     4,201         0         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:      649       808         0         0         0        68       -48        80         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.8      41.0      14.2      37.1      13.3       4.0       0.2       3.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       16        14         4         8         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,444,352                :
: Positions                                                                                                    :
:  654,545   425,968   133,709   778,609   469,006   305,003    36,854   476,522   187,997    47,583   186,419 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:    9,622   -10,210       685       588    -4,277    -2,943     4,597    -1,658    -3,119     7,443    -7,277 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.8      17.4       5.5      31.9      19.2      12.5       1.5      19.5       7.7       1.9       7.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   169                     :
:       69        64        12        18        27        25        11        30        18         8        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   969,651                :
: Positions                                                                                                    :
:  154,578   155,949   216,580   264,828   276,680    77,003    70,541    87,387    71,438    30,787    79,977 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:   -3,671     1,106    -1,325      -366       590       403     3,995    11,158     9,391        87     1,676 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.9      16.1      22.3      27.3      28.5       7.9       7.3       9.0       7.4       3.2       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       24        21        12        11        19        12        13        18        10        13        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    22,668                :
: Positions                                                                                                    :
:   21,306    12,116       194     9,194       579         0        10        30       160         0        15 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:       39        23        14        33       156       -32         0       -85        25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.0      53.4       0.9      40.6       2.6       0.0       0.0       0.1       0.7       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       31        25         .         9         4         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    12,268                :
: Positions                                                                                                    :
:   10,670     5,078       580     6,293       408         7         0       114       303        20        30 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:      367       -92       -44        91        -1      -431         0        17       101         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.0      41.4       4.7      51.3       3.3       0.1       0.0       0.9       2.5       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        17         .         5         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     8,427                :
: Positions                                                                                                    :
:    5,138     5,599     2,268     1,608       518         0         0       150         0        95         0 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:     -160       106       321        53      -106       -15         0        25         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.0      66.4      26.9      19.1       6.1       0.0       0.0       1.8       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        15         5         4         5         0         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 16, 2011            
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    11,441                :
: Positions                                                                                                    :
:    9,598     4,444       157     5,351       483         0         0         0       145         0         0 :
:                                                                                                              :
: Changes from:     August 9, 2011                                                                             :
:      -61         9         0        22         0         0         0         0        10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      38.8       1.4      46.8       4.2       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        11         .         6         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated August 19, 2011