```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,711,336                :
: Positions                                                                                                    :
:1,767,910   967,427   275,947 1,391,006   603,776   500,185   144,317 1,155,587    48,841   103,030   318,720 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:  -48,481   -24,585    10,632   -46,669     1,818    16,224    -5,205   -36,312   -22,819    31,306     3,592 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.5      20.5       5.9      29.5      12.8      10.6       3.1      24.5       1.0       2.2       6.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   232                     :
:      106       103        15        25        34        27        11        35        13        28        35 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   370,309                :
: Positions                                                                                                    :
:  225,185   237,889    35,681    31,155    56,597    14,151    13,196    20,926       547     3,633     1,869 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:   -6,165     4,878       -78    -6,694     1,838     2,190    -3,779     2,192       310     2,283      -152 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.8      64.2       9.6       8.4      15.3       3.8       3.6       5.7       0.1       1.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       32        31         5         8        11         6         5         9         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   192,434                :
: Positions                                                                                                    :
:  146,229   131,074    11,737    34,888    14,181     9,429     4,302     3,946     2,265         0       556 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:     -540     5,306     2,285    -1,192      -295     2,961      -227      -430      -850         0       339 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      68.1       6.1      18.1       7.4       4.9       2.2       2.1       1.2       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       30        28         4         8        11         4         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   321,510                :
: Positions                                                                                                    :
:  230,419    90,656    54,164   167,083    25,068         0    20,985     9,349         0     2,253       182 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:    8,993    -3,325    -3,457     3,015       598         0     5,006      -982         0      -581       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.7      28.2      16.8      52.0       7.8       0.0       6.5       2.9       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       25        22         5        11        14         0         7         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   675,868                :
: Positions                                                                                                    :
:  450,576   301,809   125,583   229,065    74,047       239    44,965    20,404         0     1,090     1,588 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:   13,146    10,424     6,207     3,804    -2,154       224     4,519    -1,478      -134       809       158 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      44.7      18.6      33.9      11.0       0.0       6.7       3.0       0.0       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    74                     :
:       38        30        10        12        20         .         7         8         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   201,354                :
: Positions                                                                                                    :
:  149,171   108,410    30,835    66,979     2,731     6,181     8,942     5,750         0         0         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:    2,658    -1,157    -1,112     4,077       646      -220    -2,255     1,327         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.1      53.8      15.3      33.3       1.4       3.1       4.4       2.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       26        21         4         4         4         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   316,624                :
: Positions                                                                                                    :
:  234,778   154,341    22,048    77,690    29,121     4,934    28,628    19,202         0         0         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:   -1,451     1,930       -62       533        62     1,311    -5,300       854         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      48.7       7.0      24.5       9.2       1.6       9.0       6.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       31        27         6        13        12         .         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   163,478                :
: Positions                                                                                                    :
:  124,176    61,909     2,663    56,373    20,511     7,409    15,226     5,603         0       158       302 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:   16,973    12,170       248     2,139      -613    -2,539      -622       -79         0       156      -218 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      37.9       1.6      34.5      12.5       4.5       9.3       3.4       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       21        26         .        15        11         .         .         4         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is   995,505                :
: Positions                                                                                                    :
:   64,836   122,707   219,270    45,005    97,853   134,485   210,827   291,251    18,426   100,260    81,155 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:    1,134    -1,038    -2,088    -1,223    -7,913    -9,413      -379   -14,337     4,608    -4,082   -11,613 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.5      12.3      22.0       4.5       9.8      13.5      21.2      29.3       1.9      10.1       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   308                     :
:       44        45        22        11        28        66        62        83        38        43        63 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    41,797                :
: Positions                                                                                                    :
:   17,399    19,608     9,646    13,598     4,781         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:        0         0         0       160         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.6      46.9      23.1      32.5      11.4       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    36,871                :
: Positions                                                                                                    :
:   18,953    23,726     6,278     2,190     3,562     1,491       178     2,220         0         0         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:        0         0         0         0         0      -166         0        42         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.4      64.3      17.0       5.9       9.7       4.0       0.5       6.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        11         .         .         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,556,682                :
: Positions                                                                                                    :
:  191,644   166,054    49,535    91,221   747,874    53,198    59,175   181,791    37,877    17,963   288,768 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:   -3,538    -8,691    -9,992       -32   -34,117    -3,927   -11,292   -11,819      -863     1,680   -21,302 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.3      10.7       3.2       5.9      48.0       3.4       3.8      11.7       2.4       1.2      18.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   145                     :
:       40        41        12        17        28        18        19        29        23        11        26 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    55,473                :
: Positions                                                                                                    :
:    3,443     4,771     4,758       460    10,106     3,606     7,531    30,559     1,496       107       974 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      297       245       -36      -568     1,226       -94       703       656       199         6        63 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.2       8.6       8.6       0.8      18.2       6.5      13.6      55.1       2.7       0.2       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       10        13         4         4         6         4        13        12         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    78,449                :
: Positions                                                                                                    :
:   42,153    32,057    19,889    23,063     8,858         0     7,393     2,785         0         0         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:        0       248         0         0         0         0      -186        62         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.7      40.9      25.4      29.4      11.3       0.0       9.4       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       10        14         7         4         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    66,942                :
: Positions                                                                                                    :
:   35,386    25,501     8,409    22,605     8,156     4,367         0       909         0         0         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      -10        -7         0       -10         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.9      38.1      12.6      33.8      12.2       6.5       0.0       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         9         4         4         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   118,980                :
: Positions                                                                                                    :
:   65,535    48,639    17,152    43,805    16,204     4,191       442     3,283         0         0         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:     -107         5         0         0         0      -260       -62        80         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      40.9      14.4      36.8      13.6       3.5       0.4       2.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        15         5         7         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,545,941                :
: Positions                                                                                                    :
:  681,481   463,934   131,755   808,199   480,875   286,485    27,781   516,288   212,228    22,596   202,164 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:   -4,856     8,548    -8,836   -18,122     5,343   -11,473     1,572    16,977     6,796    -6,398    -8,315 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.8      18.2       5.2      31.7      18.9      11.3       1.1      20.3       8.3       0.9       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   177                     :
:       76        67        12        19        29        26        10        30        21         8        22 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,022,283                :
: Positions                                                                                                    :
:  164,348   156,168   224,162   296,133   301,913    99,257    60,835    86,851    58,939    33,432    82,514 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:    5,194     2,966   -11,902     8,407    15,519       895    -5,650    11,347    11,807       611   -10,934 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.1      15.3      21.9      29.0      29.5       9.7       6.0       8.5       5.8       3.3       8.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   100                     :
:       24        22        13        13        19        12        14        19        11        11        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    23,083                :
: Positions                                                                                                    :
:   21,522    12,388       180     9,467       552        57        10        60       135         0       315 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      369       433         1        51        29         0         0         0        80         0       300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.2      53.7       0.8      41.0       2.4       0.2       0.0       0.3       0.6       0.0       1.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       31        24         .        10         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    13,367                :
: Positions                                                                                                    :
:   11,430     5,766       584     6,664       430       558         0        12       173       105        30 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      -30      -200         0        75         0         0         0       -48       -35         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.5      43.1       4.4      49.9       3.2       4.2       0.0       0.1       1.3       0.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        17         .         4         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     8,386                :
: Positions                                                                                                    :
:    5,446     5,599     1,998     1,788       540         0         0         0         0        95         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:       38       199        92       -79        60         0         0         0         0        95         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.9      66.8      23.8      21.3       6.4       0.0       0.0       0.0       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       19        15         4         5         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 26, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    11,712                :
: Positions                                                                                                    :
:    9,773     4,079       245     5,775       510         0         0         0       170         0         0 :
:                                                                                                              :
: Changes from:     July 19, 2011                                                                              :
:      -36      -126         0        70         0         0         0         0        10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.4      34.8       2.1      49.3       4.4       0.0       0.0       0.0       1.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        10         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated July 29, 2011