```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 4,694,139: 1,718,007  1,175,086    454,358  1,316,847    542,355    493,518    189,223    660,408     96,077     88,315    711,091:   18,325    10,814
Old  : 4,694,139: 1,718,007  1,175,086    454,358  1,316,847    542,355    493,518    189,223    660,408     96,077     88,315    711,091:   18,325    10,814
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :    -7,925:     8,445     11,797      9,284    -28,880      8,289     45,454     22,236    -29,257    -46,951     13,094     -5,187:    1,998       -17
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.6       25.0        9.7       28.1       11.6       10.5        4.0       14.1        2.0        1.9       15.1:      0.4       0.2
Old  :     100.0:      36.6       25.0        9.7       28.1       11.6       10.5        4.0       14.1        2.0        1.9       15.1:      0.4       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       225:       112        109          8         23         26         24         10         30         19         19         31:
Old  :       225:       112        109          8         23         26         24         10         30         19         19         31:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.7       21.9       36.9       36.5       17.4       17.7       25.4       26.4
Old  :                 22.7       21.9       36.9       36.5       17.4       17.7       25.4       26.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   293,354:   194,396    202,564     45,377     36,968     30,593      2,807     16,428      3,112      2,302        271      1,053:   13,714     2,365
Old  :   293,354:   194,396    202,564     45,377     36,968     30,593      2,807     16,428      3,112      2,302        271      1,053:   13,714     2,365
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :    -1,797:    -1,796     -3,193        684      1,385     -1,122      1,866      1,921       -670         75        270       -391:     -443         3
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      66.3       69.1       15.5       12.6       10.4        1.0        5.6        1.1        0.8        0.1        0.4:      4.7       0.8
Old  :     100.0:      66.3       69.1       15.5       12.6       10.4        1.0        5.6        1.1        0.8        0.1        0.4:      4.7       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        54:        29         30          5          4          8          .          4          4          .          .          .:
Old  :        54:        29         30          5          4          8          .          4          4          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.2       56.6       64.0       71.7       44.6       46.1       56.3       58.6
Old  :                 47.2       56.6       64.0       71.7       44.6       46.1       56.3       58.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   155,641:    96,964     82,326     28,983     39,089     22,258        906      3,813      2,743          0        960          0:    3,787     4,452
Old  :   155,641:    96,964     82,326     28,983     39,089     22,258        906      3,813      2,743          0        960          0:    3,787     4,452
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :    -1,411:      -300       -792     -1,807        362        223       -151     -2,682         14          0        748       -186:      796       902
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      62.3       52.9       18.6       25.1       14.3        0.6        2.4        1.8        0.0        0.6        0.0:      2.4       2.9
Old  :     100.0:      62.3       52.9       18.6       25.1       14.3        0.6        2.4        1.8        0.0        0.6        0.0:      2.4       2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        38:        22         22          .          7          9          .          .          .          0          .          0:
Old  :        38:        22         22          .          7          9          .          .          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.9       39.1       80.4       56.9       51.2       34.2       59.1       43.7
Old  :                 63.9       39.1       80.4       56.9       51.2       34.2       59.1       43.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   269,987:   190,869    129,555     31,468     83,969     37,855      1,650      8,701      2,214          0          0          0:    5,931     7,693
Old  :   269,987:   190,869    129,555     31,468     83,969     37,855      1,650      8,701      2,214          0          0          0:    5,931     7,693
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :     7,053:     2,912      6,486      1,856     -3,431      3,540       -360      1,321     -1,109          0          0          0:      214       246
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.7       48.0       11.7       31.1       14.0        0.6        3.2        0.8        0.0        0.0        0.0:      2.2       2.8
Old  :     100.0:      70.7       48.0       11.7       31.1       14.0        0.6        3.2        0.8        0.0        0.0        0.0:      2.2       2.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        46:        26         24          5          8         12          .          .          .          0          0          0:
Old  :        46:        26         24          5          8         12          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.1       43.2       73.4       64.6       45.5       27.3       59.7       46.4
Old  :                 50.1       43.2       73.4       64.6       45.5       27.3       59.7       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   744,141:   557,740    272,342     38,762    325,121    118,822      3,717      4,123     18,144      2,515        155      2,281:    2,160     3,153
Old  :   744,141:   557,740    272,342     38,762    325,121    118,822      3,717      4,123     18,144      2,515        155      2,281:    2,160     3,153
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :     4,849:     3,897     -1,289     -5,875        839      5,457      1,495       -311        258       -579        -20       -110:      306        25
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.0       36.6        5.2       43.7       16.0        0.5        0.6        2.4        0.3        0.0        0.3:      0.3       0.4
Old  :     100.0:      75.0       36.6        5.2       43.7       16.0        0.5        0.6        2.4        0.3        0.0        0.3:      0.3       0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        69:        38         28          8         12         19          4          .          6          .          .          .:
Old  :        69:        38         28          8         12         19          4          .          6          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.0       40.7       54.8       60.7       22.1       35.5       37.4       46.8
Old  :                 37.0       40.7       54.8       60.7       22.1       35.5       37.4       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   218,700:   160,453    189,483     31,746      8,576     15,704      2,717          0      1,015        796          0          0:    6,269     3,922
Old  :   218,700:   160,453    189,483     31,746      8,576     15,704      2,717          0      1,015        796          0          0:    6,269     3,922
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :     2,643:     2,789      2,908     -1,121        385       -310        913          0       -593       -120          0          0:    1,085       253
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.4       86.6       14.5        3.9        7.2        1.2        0.0        0.5        0.4        0.0        0.0:      2.9       1.8
Old  :     100.0:      73.4       86.6       14.5        3.9        7.2        1.2        0.0        0.5        0.4        0.0        0.0:      2.9       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        26         26          .          4          4          .          0          .          .          0          0:
Old  :        43:        26         26          .          4          4          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.2       56.6       72.2       74.0       38.1       56.5       57.9       68.7
Old  :                 49.2       56.6       72.2       74.0       38.1       56.5       57.9       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   293,777:   220,212    201,724     24,111     64,793      8,489     20,901      1,547     13,213          0          0          0:    6,851     4,011
Old  :   293,777:   220,212    201,724     24,111     64,793      8,489     20,901      1,547     13,213          0          0          0:    6,851     4,011
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :     9,138:     4,943      7,938      5,080      5,422        970     -1,482        -41       -182          0          0          0:     -191    -4,969
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.0       68.7        8.2       22.1        2.9        7.1        0.5        4.5        0.0        0.0        0.0:      2.3       1.4
Old  :     100.0:      75.0       68.7        8.2       22.1        2.9        7.1        0.5        4.5        0.0        0.0        0.0:      2.3       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        56:        30         29          4         12         10          4          .          5          0          0          0:
Old  :        56:        30         29          4         12         10          4          .          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.5       41.2       55.8       56.7       30.1       39.9       48.0       52.8
Old  :                 37.5       41.2       55.8       56.7       30.1       39.9       48.0       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   147,283:   107,375     66,270      7,364     55,738      9,815     10,699          0      8,448          0        480          0:    3,582     6,532
Old  :   147,283:   107,375     66,270      7,364     55,738      9,815     10,699          0      8,448          0        480          0:    3,582     6,532
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :     5,380:     4,531      1,646       -513       -320      1,315     -2,698          0      2,251          0        180          0:      494       308
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.9       45.0        5.0       37.8        6.7        7.3        0.0        5.7        0.0        0.3        0.0:      2.4       4.4
Old  :     100.0:      72.9       45.0        5.0       37.8        6.7        7.3        0.0        5.7        0.0        0.3        0.0:      2.4       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        51:        27         24          5          8         10          6          0          .          0          .          0:
Old  :        51:        27         24          5          8         10          6          0          .          0          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       45.1       66.3       66.1       45.9       41.9       55.8       54.0
Old  :                 52.5       45.1       66.3       66.1       45.9       41.9       55.8       54.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,113,719:   107,006    127,356    204,904    137,285     87,751    206,505    224,479    211,787     51,703    114,893    167,427:   76,636    42,742
Old  : 1,113,719:   107,006    127,356    204,904    137,285     87,751    206,505    224,479    211,787     51,703    114,893    167,427:   76,636    42,742
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :   -11,106:       966     -9,447        517     -1,464        139      5,079     37,896    -12,531     10,450     -9,979    -15,610:     -115      -110
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       9.6       11.4       18.4       12.3        7.9       18.5       20.2       19.0        4.6       10.3       15.0:      6.9       3.8
Old  :     100.0:       9.6       11.4       18.4       12.3        7.9       18.5       20.2       19.0        4.6       10.3       15.0:      6.9       3.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       315:        44         40         21          9         22         60         74         86         55         39         76:
Old  :       315:        44         40         21          9         22         60         74         86         55         39         76:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.1       21.3       29.4       35.4       11.7       17.4       20.4       24.5
Old  :                 17.1       21.3       29.4       35.4       11.7       17.4       20.4       24.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    28,336:    17,857      5,061      5,175     11,686      1,177        297      3,660        898          0          0          0:    2,932     5,854
Old  :    28,336:    17,857      5,061      5,175     11,686      1,177        297      3,660        898          0          0          0:    2,932     5,854
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      63.0       17.9       18.3       41.2        4.2        1.0       12.9        3.2        0.0        0.0        0.0:     10.3      20.7
Old  :     100.0:      63.0       17.9       18.3       41.2        4.2        1.0       12.9        3.2        0.0        0.0        0.0:     10.3      20.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:         8          7          .          5          .          .          .          .          0          0          0:
Old  :        22:         8          7          .          5          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.9       47.0       85.7       64.0       69.0       44.7       80.0       61.5
Old  :                 70.9       47.0       85.7       64.0       69.0       44.7       80.0       61.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,833,025:   204,075    194,269     29,009     61,318    842,154     45,212     69,621    273,008     55,410      9,862    380,496:    3,660     2,296
Old  : 1,833,025:   204,075    194,269     29,009     61,318    842,154     45,212     69,621    273,008     55,410      9,862    380,496:    3,660     2,296
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :  -160,935:   -11,739    -10,949    -20,049     -7,697    -29,949        389     -3,889    -48,184        258     -8,779    -51,375:     -286      -113
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.1       10.6        1.6        3.3       45.9        2.5        3.8       14.9        3.0        0.5       20.8:      0.2       0.1
Old  :     100.0:      11.1       10.6        1.6        3.3       45.9        2.5        3.8       14.9        3.0        0.5       20.8:      0.2       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       150:        40         40          9         15         23         18         31         37         23         10         25:
Old  :       150:        40         40          9         15         23         18         31         37         23         10         25:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.0       36.5       57.2       57.4        3.6        3.3        5.3        5.3
Old  :                 36.0       36.5       57.2       57.4        3.6        3.3        5.3        5.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   103,908:    20,084     11,444     26,746      1,622     17,025      5,206        550      4,842     10,468     50,198     15,535:    4,002     2,691
Old  :   103,908:    20,084     11,444     26,746      1,622     17,025      5,206        550      4,842     10,468     50,198     15,535:    4,002     2,691
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :     1,746:     1,984        911         -0        -31        495        450       -550         50       -251      2,344     -1,525:      542        51
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      19.3       11.0       25.7        1.6       16.4        5.0        0.5        4.7       10.1       48.3       15.0:      3.9       2.6
Old  :     100.0:      19.3       11.0       25.7        1.6       16.4        5.0        0.5        4.7       10.1       48.3       15.0:      3.9       2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        40:        11         10          4          5          9          .          .          .          5          9         13:
Old  :        40:        11         10          4          5          9          .          .          .          5          9         13:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.8       55.7       61.6       71.0       37.9       45.8       45.6       50.5
Old  :                 46.8       55.7       61.6       71.0       37.9       45.8       45.6       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    71,129:     4,980      5,727      2,061      3,074      8,177     16,996     16,188     32,086      2,106      1,004      4,349:      372       522
Old  :    71,129:     4,980      5,727      2,061      3,074      8,177     16,996     16,188     32,086      2,106      1,004      4,349:      372       522
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :    -2,075:        20        114       -374        181       -687        553       -114     -1,434       -213       -159         62:       -1       -38
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:       7.0        8.1        2.9        4.3       11.5       23.9       22.8       45.1        3.0        1.4        6.1:      0.5       0.7
Old  :     100.0:       7.0        8.1        2.9        4.3       11.5       23.9       22.8       45.1        3.0        1.4        6.1:      0.5       0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:         9         12          .          6          6          6          9         11          .          4          5:
Old  :        43:         9         12          .          6          6          6          9         11          .          4          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.3       51.5       81.4       76.7       27.3       20.9       31.7       27.1
Old  :                 66.3       51.5       81.4       76.7       27.3       20.9       31.7       27.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    57,647:    31,513     25,215     12,251     14,578      7,065          0        357      2,182          0          0          0:    4,636     8,250
Old  :    57,647:    31,513     25,215     12,251     14,578      7,065          0        357      2,182          0          0          0:    4,636     8,250
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :       524:       720        744          0          0          0          0        -36         60          0          0          0:     -256      -244
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      54.7       43.7       21.3       25.3       12.3        0.0        0.6        3.8        0.0        0.0        0.0:      8.0      14.3
Old  :     100.0:      54.7       43.7       21.3       25.3       12.3        0.0        0.6        3.8        0.0        0.0        0.0:      8.0      14.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12         11          .          4          4          0          .          .          0          0          0:
Old  :        22:        12         11          .          4          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.9       44.4       68.1       64.8       36.9       38.1       53.9       49.0
Old  :                 45.9       44.4       68.1       64.8       36.9       38.1       53.9       49.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,682,375:   642,599    565,887    267,114    743,380    487,429    265,498     77,068    456,640    237,370     34,383    296,068:   29,657    21,520
Old  : 2,682,375:   642,599    565,887    267,114    743,380    487,429    265,498     77,068    456,640    237,370     34,383    296,068:   29,657    21,520
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :     2,440:    10,598     -4,525     -5,734     11,031        581     15,235     26,070    -32,680      9,259     -1,040      4,049:    1,132    -1,046
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      24.0       21.1       10.0       27.7       18.2        9.9        2.9       17.0        8.8        1.3       11.0:      1.1       0.8
Old  :     100.0:      24.0       21.1       10.0       27.7       18.2        9.9        2.9       17.0        8.8        1.3       11.0:      1.1       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       157:        74         62          7         18         22         17         12         24         18          6         19:
Old  :       157:        74         62          7         18         22         17         12         24         18          6         19:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.3       26.5       40.9       41.1       14.9       15.4       22.7       24.3
Old  :                 26.3       26.5       40.9       41.1       14.9       15.4       22.7       24.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,313,708:   143,458    174,494    185,583    265,579    425,145    119,448     35,856    141,924     92,086     66,605    201,820:    4,244     2,285
Old  : 1,313,708:   143,458    174,494    185,583    265,579    425,145    119,448     35,856    141,924     92,086     66,605    201,820:    4,244     2,285
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :    19,047:       674         79     -8,974     18,814      8,207     18,264     -7,759      2,763      1,282      1,116     -4,650:    1,481       477
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.9       13.3       14.1       20.2       32.4        9.1        2.7       10.8        7.0        5.1       15.4:      0.3       0.2
Old  :     100.0:      10.9       13.3       14.1       20.2       32.4        9.1        2.7       10.8        7.0        5.1       15.4:      0.3       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        91:        20         20         16          7         18         16          8         16         10         10         16:
Old  :        91:        20         20         16          7         18         16          8         16         10         10         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.9       42.4       54.9       63.4       12.0       22.6       18.9       30.6
Old  :                 34.9       42.4       54.9       63.4       12.0       22.6       18.9       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    31,469:    26,458     25,597      1,145      4,119      1,331      2,032          0          0          0          0          0:      503       422
Old  :    31,469:    26,458     25,597      1,145      4,119      1,331      2,032          0          0          0          0          0:      503       422
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :       834:       465      1,090        346       -457        171       -184          0          0          0          0          0:       36        30
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.1       81.3        3.6       13.1        4.2        6.5        0.0        0.0        0.0        0.0        0.0:      1.6       1.3
Old  :     100.0:      84.1       81.3        3.6       13.1        4.2        6.5        0.0        0.0        0.0        0.0        0.0:      1.6       1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        29         26          .          6          6          .          0          0          0          0          0:
Old  :        44:        29         26          .          6          6          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       53.9       64.8       71.4       44.3       53.1       56.7       66.2
Old  :                 46.4       53.9       64.8       71.4       44.3       53.1       56.7       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     6,061:     4,883      1,809        188      3,802        160        660          0          0          0          0          0:      170       290
Old  :     6,061:     4,883      1,809        188      3,802        160        660          0          0          0          0          0:      170       290
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :       -30:        90        -30          0          0          0          0          0          0          0          0          0:     -120         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      80.6       29.8        3.1       62.7        2.6       10.9        0.0        0.0        0.0        0.0        0.0:      2.8       4.8
Old  :     100.0:      80.6       29.8        3.1       62.7        2.6       10.9        0.0        0.0        0.0        0.0        0.0:      2.8       4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        13          8          .          6          .          .          0          0          0          0          0:
Old  :        24:        13          8          .          6          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.6       62.4       86.4       80.3       69.6       62.4       81.5       78.4
Old  :                 69.6       62.4       86.4       80.3       69.6       62.4       81.5       78.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,553:     6,924      5,186        904      1,412      1,141          0      1,200          0        283         75         56:      245       483
Old  :     9,553:     6,924      5,186        904      1,412      1,141          0      1,200          0        283         75         56:      245       483
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :       265:       105        628        168         -5         27          0       -300          0         15          0        -10:      -40       -75
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      72.5       54.3        9.5       14.8       11.9        0.0       12.6        0.0        3.0        0.8        0.6:      2.6       5.1
Old  :     100.0:      72.5       54.3        9.5       14.8       11.9        0.0       12.6        0.0        3.0        0.8        0.6:      2.6       5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        17         14          .          5          7          0          .          0          .          .          .:
Old  :        32:        17         14          .          5          7          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.9       51.8       69.0       67.7       50.9       47.5       65.5       62.0
Old  :                 52.9       51.8       69.0       67.7       50.9       47.5       65.5       62.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,879:     5,321      5,101      4,243      5,099        195          0          0          0        820          0          0:      300       484
Old  :    10,879:     5,321      5,101      4,243      5,099        195          0          0          0        820          0          0:      300       484
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :       324:        90        250        238         98         -4          0          0          0          0          0          0:        0       -20
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.9       46.9       39.0       46.9        1.8        0.0        0.0        0.0        7.5        0.0        0.0:      2.8       4.4
Old  :     100.0:      48.9       46.9       39.0       46.9        1.8        0.0        0.0        0.0        7.5        0.0        0.0:      2.8       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        14         13          4          6          5          0          0          0          .          0          0:
Old  :        29:        14         13          4          6          5          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.8       48.1       78.4       71.5       52.8       46.1       71.5       63.4
Old  :                 52.8       48.1       78.4       71.5       52.8       46.1       71.5       63.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-06665T
Disaggregated Commitments of Traders - Options and Futures Combined, August 28, 2012                 
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     5,686:     4,951      3,034         94      2,398        130          0          0          0        132          0          0:      379       124
Old  :     5,686:     4,951      3,034         94      2,398        130          0          0          0        132          0          0:      379       124
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       August 21, 2012                                                                  :
     :       100:       195       -410          0        583        -84          0          0          0          0          0          0:      -11        11
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      87.1       53.4        1.7       42.2        2.3        0.0        0.0        0.0        2.3        0.0        0.0:      6.7       2.2
Old  :     100.0:      87.1       53.4        1.7       42.2        2.3        0.0        0.0        0.0        2.3        0.0        0.0:      6.7       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12         10          .          6          4          0          0          0          .          0          0:
Old  :        22:        12         10          .          6          4          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.1       56.8       88.8       81.3       79.5       55.4       84.1       77.5
Old  :                 80.1       56.8       88.8       81.3       79.5       55.4       84.1       77.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated August 31, 2012