```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 5,151,250                :
: Positions                                                                                                    :
:1,964,693 1,431,225   357,660 1,357,598   586,454   772,160   160,643   816,654    25,959   174,595   604,631 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:  -42,871   -74,584    13,779   -33,532   -15,474   -82,208   -26,241   -51,162       774    24,144      -181 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.1      27.8       6.9      26.4      11.4      15.0       3.1      15.9       0.5       3.4      11.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   223                     :
:      111       105         9        24        28        16        16        29        15        21        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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   301,187                :
: Positions                                                                                                    :
:  206,991   213,355    43,638    46,891    27,606       614     4,142     5,352         0       362     1,326 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:   -9,520   -10,771    -2,088    -2,429    -1,654    -1,716      -351        20    -1,358      -180      -491 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.7      70.8      14.5      15.6       9.2       0.2       1.4       1.8       0.0       0.1       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        33         6         4         9         .         6         6         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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   165,446                :
: Positions                                                                                                    :
:  109,810    83,792    29,427    45,632    20,426         0    10,533     2,603       292         0       620 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:   -6,182    -7,960     1,024      -323    -3,568    -2,503       508    -1,112        60      -239      -211 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      50.6      17.8      27.6      12.3       0.0       6.4       1.6       0.2       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       22        22         .         9         8         0         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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   253,629                :
: Positions                                                                                                    :
:  179,249   100,327    38,288    94,114    27,379     2,084    14,679     1,455        29         0       462 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:  -10,682   -10,283    -3,760    -2,662    -2,814       616    -1,224      -387        29      -241       -31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.7      39.6      15.1      37.1      10.8       0.8       5.8       0.6       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       23        21         4         8        10         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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   810,750                :
: Positions                                                                                                    :
:  621,186   313,195     7,640   294,288   146,131       326    17,931    31,340         0     1,596     2,025 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:  -26,047    -3,165       -80   -23,151    12,358      -238    -5,682     2,963    -1,973     1,467       956 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.6      38.6       0.9      36.3      18.0       0.0       2.2       3.9       0.0       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    68                     :
:       35        29         5        15        19         .         6         6         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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   223,115                :
: Positions                                                                                                    :
:  144,794   192,738    37,740     8,294    18,180    15,195         0     1,118         0         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:  -12,260   -11,155     1,775      -870       161    -2,366         0        39         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      86.4      16.9       3.7       8.1       6.8       0.0       0.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       25        24         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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   339,206                :
: Positions                                                                                                    :
:  247,548   210,011    26,953    66,609     9,272     7,045     2,892    41,574         0         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:  -23,412   -14,064       674    -3,499    -1,619     3,344    -2,109    -3,887         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      61.9       7.9      19.6       2.7       2.1       0.9      12.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       28        25         4        11         7         4         4         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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   156,524                :
: Positions                                                                                                    :
:  110,436    76,481     7,079    55,335    14,365    16,812       248     5,039         0       984         0 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:  -15,046   -13,495     1,800      -676    -3,806    -4,028    -1,348    -1,529         0      -660         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      48.9       4.5      35.4       9.2      10.7       0.2       3.2       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       21        21         5         8        10         5         .         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 1,239,440                :
: Positions                                                                                                    :
:  105,592   115,908   201,485   113,282   117,437   195,706   257,911   317,173    56,823    92,971   167,609 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:   -6,208    -6,190    -3,304    -4,103     2,913     4,347     8,890   -12,038     7,010    -1,236     7,389 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.5       9.4      16.3       9.1       9.5      15.8      20.8      25.6       4.6       7.5      13.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   328                     :
:       42        41        22        11        26        57        85        87        56        43        76 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    39,601                :
: Positions                                                                                                    :
:   27,841     8,328     5,709    15,820     1,387       627     7,807       576         0         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:   -3,588    -1,770      -256    -2,002      -104         2      -300      -302         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      21.0      14.4      39.9       3.5       1.6      19.7       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6         6         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 2012               
:                                             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 2,180,407                :
: Positions                                                                                                    :
:  233,414   213,911    40,336    67,394   947,873    76,842   101,818   394,394    43,968    13,107   439,226 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:    9,591     8,342    -2,546     5,391    15,106     2,789     3,198     4,729     2,430    -1,896     8,722 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.7       9.8       1.8       3.1      43.5       3.5       4.7      18.1       2.0       0.6      20.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   152                     :
:       37        37         8        17        24        25        28        43        20        13        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    64,871                :
: Positions                                                                                                    :
:    6,378     4,499    20,162     2,379     9,109     5,226       425       650     5,747    30,831    14,250 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:      997      -424    -8,200   -14,472       961      -840    -4,960      -225      -618     5,880    -8,777 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.8       6.9      31.1       3.7      14.0       8.1       0.7       1.0       8.9      47.5      22.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    33                     :
:        8         8         5         .         9         .         .         .         7         5        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    93,565                :
: Positions                                                                                                    :
:    2,210     7,120     3,779     4,662    12,789    34,030    28,307    37,138     1,762     1,734     1,464 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:      121       570       131      -305       -73       548       889       644       310        -2       -37 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      2.4       7.6       4.0       5.0      13.7      36.4      30.3      39.7       1.9       1.9       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:        9        11         4         5         7         4        11        12         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    67,855                :
: Positions                                                                                                    :
:   37,745    29,146    13,760    18,711     7,476         0     1,430     2,725         0         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:   -3,777    -2,549       130    -1,146      -517         0      -180      -326         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.6      43.0      20.3      27.6      11.0       0.0       2.1       4.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         4         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 2,686,356                :
: Positions                                                                                                    :
:  597,090   526,117   318,624   771,701   480,338   303,182    64,363   566,939   157,564    20,843   228,510 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:  -53,066     6,498   -28,409     8,771   -23,668   -21,981   -66,137     2,558    24,164    -4,756   -25,962 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     22.2      19.6      11.9      28.7      17.9      11.3       2.4      21.1       5.9       0.8       8.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   150                     :
:       67        58         7        18        23        20         9        24        12         9        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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 1,287,643                :
: Positions                                                                                                    :
:  116,885   198,315   245,443   260,555   356,125   109,636    93,994   211,326    99,606    19,108   145,767 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:    1,658     3,889    19,118    -3,346     6,615    -9,938     2,709     2,775    -3,200     3,459    -2,085 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.1      15.4      19.1      20.2      27.7       8.5       7.3      16.4       7.7       1.5      11.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    87                     :
:       22        19        18         6        18        14        11        20         7         8        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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    26,657                :
: Positions                                                                                                    :
:   22,628    20,041       345     4,781     1,123     2,160         0         0         0       122        35 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:     -357      -304        10      -247       -34         0         0         0      -243        77       -42 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      75.2       1.3      17.9       4.2       8.1       0.0       0.0       0.0       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       28        24         .         8         7         .         0         0         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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     7,396                :
: Positions                                                                                                    :
:    5,041     2,419       239     4,352       234     1,145         0         0        30        26         0 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:   -1,410    -1,002       -77      -424       -29      -135         0         0        30        26         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.2      32.7       3.2      58.8       3.2      15.5       0.0       0.0       0.4       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       13         9         .         4         .         .         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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     8,720                :
: Positions                                                                                                    :
:    6,303     3,066       554     1,989     1,342         0     1,500         0        90        89        81 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:      262      -787      -418       550       169         0         0         0       -15        89        16 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.3      35.2       6.4      22.8      15.4       0.0      17.2       0.0       1.0       1.0       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:       11         8         .         7         6         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of June 5, 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     9,467                :
: Positions                                                                                                    :
:    4,634     4,515     3,089     4,111       207         0         0         0     1,010         0         0 :
:                                                                                                              :
: Changes from:     May 29, 2012                                                                               :
:     -438      -355      -331      -489        -3         0         0         0       -50         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.9      47.7      32.6      43.4       2.2       0.0       0.0       0.0      10.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       17        12         .         6         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated June 8, 2012