```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,811,266                :
: Positions                                                                                                    :
:1,713,154 1,240,605   439,639 1,430,149   516,307   477,613    92,978   793,389   202,749    74,791   650,488 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:   26,821   -15,456    43,466       999    -4,494   -30,169      -797    21,347   -62,515    -6,214    20,243 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     35.6      25.8       9.1      29.7      10.7       9.9       1.9      16.5       4.2       1.6      13.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   220                     :
:      114       107         9        22        27        21         9        26        20        17        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   293,171                :
: Positions                                                                                                    :
:  197,243   203,810    41,262    38,787    32,041     3,573    10,501     2,758     1,896       569     1,051 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:  -20,071   -20,153     1,016       103    -6,278      -763    -1,206    -1,693    -1,098      -116      -364 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.3      69.5      14.1      13.2      10.9       1.2       3.6       0.9       0.6       0.2       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       28        31         5         4         8         4         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   151,339                :
: Positions                                                                                                    :
:   93,134    80,983    32,397    39,059    18,776         0     5,473     2,615         0        23       403 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:  -11,375    -9,424    -1,180    -3,437    -1,474         0    -1,186      -636      -561        23         8 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.5      53.5      21.4      25.8      12.4       0.0       3.6       1.7       0.0       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:       21        21         .         7         8         0         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   246,373                :
: Positions                                                                                                    :
:  177,432   113,261    28,678    84,949    29,978     3,162     6,505     1,529         0       222       364 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:  -20,569   -12,767    -2,207    -2,195    -2,174     1,290    -7,251       291         0        67       150 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.0      46.0      11.6      34.5      12.2       1.3       2.6       0.6       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    46                     :
:       22        22         4         8        10         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   727,472                :
: Positions                                                                                                    :
:  539,875   265,267    46,514   318,858   115,144     1,423     5,962    16,663     3,370         0     2,325 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:  -24,571     3,493     4,873   -20,501    -1,798     1,351       439      -659       460         0      -133 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      36.5       6.4      43.8      15.8       0.2       0.8       2.3       0.5       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    67                     :
:       37        28         8        11        19         .         .         5         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   206,532                :
: Positions                                                                                                    :
:  145,815   176,287    31,880     7,841    16,784     4,071         0     1,217         0         0         0 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:   -2,694    -6,004     1,518       669    -3,197    -2,794         0       120         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      85.4      15.4       3.8       8.1       2.0       0.0       0.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       25        24         4         4         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   276,620                :
: Positions                                                                                                    :
:  202,550   186,077    18,641    57,928     7,449    26,584       960    15,981         0         0         0 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:  -30,234   -21,659      -591    -5,387      -322     4,055      -120    -2,633         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      67.3       6.7      20.9       2.7       9.6       0.3       5.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       30        29         4        11         8         4         .         6         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   138,479                :
: Positions                                                                                                    :
:  101,781    62,883     7,727    54,722     8,313    11,360         0     5,946         0         0         0 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:  -10,340    -8,161    -1,457    -2,913    -1,768     1,730         0       271         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      45.4       5.6      39.5       6.0       8.2       0.0       4.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       21        23         5         7         8         6         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,149,549                :
: Positions                                                                                                    :
:   88,647   121,368   210,039   140,373    81,067   209,936   180,930   273,308    31,394   135,664   174,924 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:   -2,427      -431     1,556     2,349    -4,418    -1,136    12,166   -13,361    -2,478   -16,741     5,831 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      7.7      10.6      18.3      12.2       7.1      18.3      15.7      23.8       2.7      11.8      15.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   322                     :
:       45        44        23        10        25        70        69        83        42        48        79 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #02365O                                                    Open Interest is    28,266                :
: Positions                                                                                                    :
:   17,383     4,670     5,175    11,686     1,177       639     3,963       785         0         0         0 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:   -5,076    -1,829      -267    -2,067      -105         0    -1,800       -79         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.5      16.5      18.3      41.3       4.2       2.3      14.0       2.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6         6         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,953,708                :
: Positions                                                                                                    :
:  209,944   202,119    48,516    70,763   858,936    51,392    84,678   303,570    63,362    17,516   413,892 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:    1,906       773    -1,301      -656    -2,025    -3,275     4,983    -5,700     7,971       -79    -3,764 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.7      10.3       2.5       3.6      44.0       2.6       4.3      15.5       3.2       0.9      21.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   153                     :
:       40        41         6        18        23        23        28        38        25         9        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is    87,920                :
: Positions                                                                                                    :
:    9,349     7,945    25,290     1,117    18,883     5,163       450       550    11,117    41,677    14,047 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:      457      -449      -411       -16     3,128       750         0         0      -179       945       691 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.6       9.0      28.8       1.3      21.5       5.9       0.5       0.6      12.6      47.4      16.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    37                     :
:        9         9         5         .         9         .         .         .         7         7        13 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    83,721                :
: Positions                                                                                                    :
:    5,118     6,336     3,009     2,256     9,843    25,926    24,581    32,920     1,949     2,542     4,602 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:     -852      -928      -693       791        18    -1,824    -2,218     1,709       319      -606        10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.1       7.6       3.6       2.7      11.8      31.0      29.4      39.3       2.3       3.0       5.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    42                     :
:        9        11         4         5         6         5        10        11         .         4         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is    56,682                :
: Positions                                                                                                    :
:   30,190    24,362    12,251    14,578     7,065         0       329     2,062         0         0         0 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:   -4,568    -3,351    -1,612    -2,924        86         0       167      -159         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      43.0      21.6      25.7      12.5       0.0       0.6       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         .         4         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,643,496                :
: Positions                                                                                                    :
:  618,761   550,215   266,472   751,964   482,084   267,459    24,543   487,405   198,084    31,919   293,746 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:   15,317    12,966    -5,704      -642     9,219     7,955     4,046    -2,988      -849     2,577    -2,420 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.4      20.8      10.1      28.4      18.2      10.1       0.9      18.4       7.5       1.2      11.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   150                     :
:       71        61         6        18        22        19         8        22        17         6        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,244,002                :
: Positions                                                                                                    :
:  137,161   161,948   246,683   223,919   347,521    68,680    75,421   174,647    73,323    65,158   193,522 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:    8,426     3,236     9,773    -5,179    -4,509    -2,169     7,468     3,530    -7,465     2,142     2,612 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.0      13.0      19.8      18.0      27.9       5.5       6.1      14.0       5.9       5.2      15.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    90                     :
:       20        21        17         6        19        13        11        15        10         9        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    27,493                :
: Positions                                                                                                    :
:   22,889    21,562       695     4,366     1,174     2,216         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:     -957      -570       164      -232      -119         0         0         0       -35         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.3      78.4       2.5      15.9       4.3       8.1       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       31        25         .         7         6         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     6,126                :
: Positions                                                                                                    :
:    4,828     1,839       188     3,807       160       660         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:     -678      -258       -87      -475       -15         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.8      30.0       3.1      62.1       2.6      10.8       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12         8         .         6         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     8,814                :
: Positions                                                                                                    :
:    6,469     3,977       656     1,468     1,099         0     1,500         0       183        75       122 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:     -499      -711      -257      -134       -40         0         0         0       -84         0        45 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      45.1       7.4      16.7      12.5       0.0      17.0       0.0       2.1       0.9       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         5         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    10,570                :
: Positions                                                                                                    :
:    5,436     4,911     3,975     5,029        64         0         0         0       820         0         0 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:     -191       178       489        44        -2         0         0         0      -125         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      46.5      37.6      47.6       0.6       0.0       0.0       0.0       7.8       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        12         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 7, 2012             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is     5,531                :
: Positions                                                                                                    :
:    4,828     3,454        94     1,698       164         0         0         0        30         0         0 :
:                                                                                                              :
: Changes from:     July 31, 2012                                                                              :
:        .         .         .         .         .         .         .         .         .         .         . :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     87.3      62.4       1.7      30.7       3.0       0.0       0.0       0.0       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         .         5         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated August 10, 2012