```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                                                              Code-023391
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 4,540,418: 1,642,083  1,182,148    427,800  1,202,077    567,549    458,523    225,153    633,538    171,713     83,643    619,284:   19,928    27,026
Old  : 4,540,418: 1,642,083  1,182,148    427,800  1,202,077    567,549    458,523    225,153    633,538    171,713     83,643    619,284:   19,928    27,026
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :    35,661:     5,693     35,163      4,621    -32,171     23,353    -23,679     12,499     18,230     40,469     -2,181    -35,843:    2,817    16,611
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      36.2       26.0        9.4       26.5       12.5       10.1        5.0       14.0        3.8        1.8       13.6:      0.4       0.6
Old  :     100.0:      36.2       26.0        9.4       26.5       12.5       10.1        5.0       14.0        3.8        1.8       13.6:      0.4       0.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       214:       110        105          8         23         26         20         11         26         14         21         28:
Old  :       214:       110        105          8         23         26         20         11         26         14         21         28:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       22.0       36.5       36.2       17.6       18.1       25.8       26.8
Old  :                 23.0       22.0       36.5       36.2       17.6       18.1       25.8       26.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                                                                 Code-023393
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   281,211:   172,406    194,018     49,922     31,239     35,002      3,322     12,815      3,546      2,015         20      1,362:   13,636     3,209
Old  :   281,211:   172,406    194,018     49,922     31,239     35,002      3,322     12,815      3,546      2,015         20      1,362:   13,636     3,209
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :   -16,787:   -21,780    -13,982      2,198     -4,227      3,965       -934     -3,460        340       -947        -68        -53:      424       698
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      61.3       69.0       17.8       11.1       12.4        1.2        4.6        1.3        0.7        0.0        0.5:      4.8       1.1
Old  :     100.0:      61.3       69.0       17.8       11.1       12.4        1.2        4.6        1.3        0.7        0.0        0.5:      4.8       1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        48:        27         28          6          .          8          .          .          .          .          .          .:
Old  :        48:        27         28          6          .          8          .          .          .          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.3       58.1       66.6       72.8       44.4       44.6       55.6       57.0
Old  :                 49.3       58.1       66.6       72.8       44.4       44.6       55.6       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                                                                Code-023394
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   150,655:    90,561     73,783     21,847     34,601     29,181      2,368      3,643      3,003         65          0        369:    3,261     6,075
Old  :   150,655:    90,561     73,783     21,847     34,601     29,181      2,368      3,643      3,003         65          0        369:    3,261     6,075
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :    -8,753:   -10,862     -5,440      2,155     -3,147        345      1,100       -504       -575         65       -985       -127:     -854     1,680
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      60.1       49.0       14.5       23.0       19.4        1.6        2.4        2.0        0.0        0.0        0.2:      2.2       4.0
Old  :     100.0:      60.1       49.0       14.5       23.0       19.4        1.6        2.4        2.0        0.0        0.0        0.2:      2.2       4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        35:        20         19          .          7          9          .          .          .          .          0          .:
Old  :        35:        20         19          .          7          9          .          .          .          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.7       40.8       82.6       60.9       48.7       32.8       57.0       42.9
Old  :                 64.7       40.8       82.6       60.9       48.7       32.8       57.0       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                                                                  Code-023395
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   248,847:   177,491    113,188     20,751     75,645     40,806          0      8,171      2,851          0          0          0:    6,948     8,186
Old  :   248,847:   177,491    113,188     20,751     75,645     40,806          0      8,171      2,851          0          0          0:    6,948     8,186
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :   -20,625:   -13,505    -14,145     -8,850     -7,473      2,309     -1,952     -2,706        141          0          0          0:    1,232     1,249
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.3       45.5        8.3       30.4       16.4        0.0        3.3        1.1        0.0        0.0        0.0:      2.8       3.3
Old  :     100.0:      71.3       45.5        8.3       30.4       16.4        0.0        3.3        1.1        0.0        0.0        0.0:      2.8       3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        44:        24         24          5          8         12          0          .          .          0          0          0:
Old  :        44:        24         24          5          8         12          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       41.5       73.9       61.8       45.5       25.5       55.5       41.3
Old  :                 52.0       41.5       73.9       61.8       45.5       25.5       55.5       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                                                         Code-023396
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   715,837:   525,179    252,403     40,074    306,683    120,759        374      4,269     16,592      2,326          0      2,159:    8,374    12,972
Old  :   715,837:   525,179    252,403     40,074    306,683    120,759        374      4,269     16,592      2,326          0      2,159:    8,374    12,972
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :   -50,451:   -44,624    -31,043       -183    -20,939     -6,671     -2,700         38     -1,443       -173          0       -116:    5,459     9,723
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      73.4       35.3        5.6       42.8       16.9        0.1        0.6        2.3        0.3        0.0        0.3:      1.2       1.8
Old  :     100.0:      73.4       35.3        5.6       42.8       16.9        0.1        0.6        2.3        0.3        0.0        0.3:      1.2       1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        66:        33         25          9         11         19          .          .          4          .          0          .:
Old  :        66:        33         25          9         11         19          .          .          4          .          0          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       41.5       55.6       62.8       21.3       36.1       36.7       47.9
Old  :                 36.8       41.5       55.6       62.8       21.3       36.1       36.7       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                                                                      Code-023397
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   204,112:   145,112    175,131     37,314      7,612     13,412        401          0        835        953          0          0:    6,085     7,122
Old  :   204,112:   145,112    175,131     37,314      7,612     13,412        401          0        835        953          0          0:    6,085     7,122
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :   -14,752:   -12,906    -15,717      1,579       -902       -871     -1,885          0       -489        -60          0          0:     -120     3,227
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      71.1       85.8       18.3        3.7        6.6        0.2        0.0        0.4        0.5        0.0        0.0:      3.0       3.5
Old  :     100.0:      71.1       85.8       18.3        3.7        6.6        0.2        0.0        0.4        0.5        0.0        0.0:      3.0       3.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        41:        25         25          .          4          4          .          0          .          .          0          0:
Old  :        41:        25         25          .          4          4          .          0          .          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.2       58.3       73.4       74.3       42.5       58.1       60.8       68.7
Old  :                 51.2       58.3       73.4       74.3       42.5       58.1       60.8       68.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                                                          Code-023398
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   275,221:   204,088    187,925     27,033     61,681      6,498     19,240      1,058     12,026          0          0          0:    6,336     6,033
Old  :   275,221:   204,088    187,925     27,033     61,681      6,498     19,240      1,058     12,026          0          0          0:    6,336     6,033
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :   -21,480:   -19,172    -15,658      2,888     -2,466     -2,607        293       -489     -2,402          0          0          0:     -480     2,142
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      74.2       68.3        9.8       22.4        2.4        7.0        0.4        4.4        0.0        0.0        0.0:      2.3       2.2
Old  :     100.0:      74.2       68.3        9.8       22.4        2.4        7.0        0.4        4.4        0.0        0.0        0.0:      2.3       2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        55:        29         29          6         10         10          .          .          5          0          0          0:
Old  :        55:        29         29          6         10         10          .          .          5          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.8       42.6       56.1       58.5       30.8       41.2       48.5       55.6
Old  :                 37.8       42.6       56.1       58.5       30.8       41.2       48.5       55.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                                                         Code-023399
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :   129,887:    98,290     57,049      5,614     52,241      7,787     10,570          0      4,177          0          0          0:    3,449     8,633
Old  :   129,887:    98,290     57,049      5,614     52,241      7,787     10,570          0      4,177          0          0          0:    3,449     8,633
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :   -18,174:    -9,853    -11,391     -1,446     -2,237     -1,780     -1,001          0     -4,267          0       -600          0:      173     2,101
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      75.7       43.9        4.3       40.2        6.0        8.1        0.0        3.2        0.0        0.0        0.0:      2.7       6.6
Old  :     100.0:      75.7       43.9        4.3       40.2        6.0        8.1        0.0        3.2        0.0        0.0        0.0:      2.7       6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        39:        20         19          4          7          7          4          0          .          0          0          0:
Old  :        39:        20         19          4          7          7          4          0          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.2       48.3       73.1       67.4       52.8       44.6       64.5       56.0
Old  :                 58.2       48.3       73.1       67.4       52.8       44.6       64.5       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE                                                                                                       Code-023651
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,174,226:   127,780    146,498    198,060    107,499     98,158    215,359    238,190    246,962     37,956    118,492    170,633:   79,318    47,793
Old  : 1,174,226:   127,780    146,498    198,060    107,499     98,158    215,359    238,190    246,962     37,956    118,492    170,633:   79,318    47,793
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :    38,644:    20,015     15,949     -3,925     -8,195      5,146      2,103      4,929     12,840       -100      9,130      1,880:      685    -3,035
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.9       12.5       16.9        9.2        8.4       18.3       20.3       21.0        3.2       10.1       14.5:      6.8       4.1
Old  :     100.0:      10.9       12.5       16.9        9.2        8.4       18.3       20.3       21.0        3.2       10.1       14.5:      6.8       4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       334:        48         46         19         11         24         79         69         88         46         48         77:
Old  :       334:        48         46         19         11         24         79         69         88         46         48         77:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.9       20.6       28.1       34.7       10.7       15.0       18.7       21.5
Old  :                 15.9       20.6       28.1       34.7       10.7       15.0       18.7       21.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                   Code-02365O
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    22,328:    12,813      3,725      4,919      9,684      1,073        241      1,860        818          0          0          0:    2,464     5,168
Old  :    22,328:    12,813      3,725      4,919      9,684      1,073        241      1,860        818          0          0          0:    2,464     5,168
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :    -6,008:    -5,044     -1,336       -256     -1,762       -104        -56     -1,800        -80          0          0          0:     -468      -926
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      57.4       16.7       22.0       43.4        4.8        1.1        8.3        3.7        0.0        0.0        0.0:     11.0      23.1
Old  :     100.0:      57.4       16.7       22.0       43.4        4.8        1.1        8.3        3.7        0.0        0.0        0.0:     11.0      23.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        23:         8          8          .          5          .          .          .          .          0          0          0:
Old  :        23:         8          8          .          5          .          .          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.7       47.4       85.5       62.5       67.8       44.5       78.1       58.3
Old  :                 69.7       47.4       85.5       62.5       67.8       44.5       78.1       58.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-02365U
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,809,893:   205,399    193,072     31,374     64,178    831,444     38,178     47,385    281,009     40,027     12,282    378,353:    4,109     2,169
Old  : 1,809,893:   205,399    193,072     31,374     64,178    831,444     38,178     47,385    281,009     40,027     12,282    378,353:    4,109     2,169
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :    14,621:     4,645      3,863        724        525      2,131        241     -4,153      6,907     -4,511      1,291      4,222:      261      -164
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.3       10.7        1.7        3.5       45.9        2.1        2.6       15.5        2.2        0.7       20.9:      0.2       0.1
Old  :     100.0:      11.3       10.7        1.7        3.5       45.9        2.1        2.6       15.5        2.2        0.7       20.9:      0.2       0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       152:        41         41          8         16         23         20         30         36         22         11         27:
Old  :       152:        41         41          8         16         23         20         30         36         22         11         27:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.3       37.8       57.5       58.7        3.1        3.0        4.9        4.7
Old  :                 36.3       37.8       57.5       58.7        3.1        3.0        4.9        4.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE                                                                                            Code-023A55
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    96,120:    15,897     10,400     18,370      1,318     17,231      6,204        600      4,357     10,736     40,305     20,606:    2,719     1,302
Old  :    96,120:    15,897     10,400     18,370      1,318     17,231      6,204        600      4,357     10,736     40,305     20,606:    2,719     1,302
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :     2,313:     1,109        360     -4,726        314      1,549        700        150        600        432     -3,100      3,495:     -845    -1,055
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      16.5       10.8       19.1        1.4       17.9        6.5        0.6        4.5       11.2       41.9       21.4:      2.8       1.4
Old  :     100.0:      16.5       10.8       19.1        1.4       17.9        6.5        0.6        4.5       11.2       41.9       21.4:      2.8       1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        42:        11         12          5          4         10          .          .          .          6          7         11:
Old  :        42:        11         12          5          4         10          .          .          .          6          7         11:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.9       55.2       62.3       71.3       33.7       40.3       40.2       43.3
Old  :                 42.9       55.2       62.3       71.3       33.7       40.3       40.2       43.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-023A84
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 10,000 MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    71,672:     8,018      6,729      5,964        774      7,669     15,327     21,732     28,009      1,872      1,489      4,554:      258       716
Old  :    71,672:     8,018      6,729      5,964        774      7,669     15,327     21,732     28,009      1,872      1,489      4,554:      258       716
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :     4,018:     1,947        833      3,399       -698       -243       -557      3,800       -667       -153        532        349:      -57       113
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      11.2        9.4        8.3        1.1       10.7       21.4       30.3       39.1        2.6        2.1        6.4:      0.4       1.0
Old  :     100.0:      11.2        9.4        8.3        1.1       10.7       21.4       30.3       39.1        2.6        2.1        6.4:      0.4       1.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:         9         12          5          4          6          4         11         11          .          5          5:
Old  :        43:         9         12          5          4          6          4         11         11          .          5          5:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.4       52.4       80.2       76.9       34.5       24.7       39.6       35.4
Old  :                 64.4       52.4       80.2       76.9       34.5       24.7       39.6       35.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                              Code-035655
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    52,546:    27,258     22,408     12,897     13,948      6,269          0        403      2,036          0          0          0:    4,086     7,482
Old  :    52,546:    27,258     22,408     12,897     13,948      6,269          0        403      2,036          0          0          0:    4,086     7,482
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :      -209:      -205       -285          0          0          0          0         48          0          0          0          0:       -4        28
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      51.9       42.6       24.5       26.5       11.9        0.0        0.8        3.9        0.0        0.0        0.0:      7.8      14.2
Old  :     100.0:      51.9       42.6       24.5       26.5       11.9        0.0        0.8        3.9        0.0        0.0        0.0:      7.8      14.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        21:        11         10          .          4          4          0          .          .          0          0          0:
Old  :        21:        11         10          .          4          4          0          .          .          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.7       47.7       70.0       68.4       40.2       40.5       56.9       53.1
Old  :                 47.7       47.7       70.0       68.4       40.2       40.5       56.9       53.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                                    Code-03565B
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 2,573,138:   609,367    533,981    237,913    724,932    482,047    284,478     58,833    430,283    222,370     42,897    280,659:   26,021    19,506
Old  : 2,573,138:   609,367    533,981    237,913    724,932    482,047    284,478     58,833    430,283    222,370     42,897    280,659:   26,021    19,506
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :     5,733:    15,057     -5,117     -2,262      3,157        596     -4,240      4,881      2,899      2,204      6,483     -6,216:   -2,305      -950
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      23.7       20.8        9.2       28.2       18.7       11.1        2.3       16.7        8.6        1.7       10.9:      1.0       0.8
Old  :     100.0:      23.7       20.8        9.2       28.2       18.7       11.1        2.3       16.7        8.6        1.7       10.9:      1.0       0.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :       150:        69         61          6         18         22         20          8         24         16          6         18:
Old  :       150:        69         61          6         18         22         20          8         24         16          6         18:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.0       26.6       41.1       41.7       14.9       15.7       22.7       24.7
Old  :                 26.0       26.6       41.1       41.7       14.9       15.7       22.7       24.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-03565C
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(Contracts of 2,500  MMBTU'S)                                                                                           :
     :          :    Positions                                                                                                           :
All  : 1,170,828:   122,854    162,901    210,340    184,346    392,809     65,919     48,236    126,476     49,355     53,388    199,867:    3,208     2,805
Old  : 1,170,828:   122,854    162,901    210,340    184,346    392,809     65,919     48,236    126,476     49,355     53,388    199,867:    3,208     2,805
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :    14,885:    -6,523        635     11,780        813        185    -16,308     -5,938     11,341     12,854      5,298      2,172:     -616       379
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      10.5       13.9       18.0       15.7       33.5        5.6        4.1       10.8        4.2        4.6       17.1:      0.3       0.2
Old  :     100.0:      10.5       13.9       18.0       15.7       33.5        5.6        4.1       10.8        4.2        4.6       17.1:      0.3       0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        94:        22         22         16          7         18         12         12         15         11         10         16:
Old  :        94:        22         22         16          7         18         12         12         15         11         10         16:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.6       38.6       55.3       61.6       12.9       18.3       18.4       26.0
Old  :                 35.6       38.6       55.3       61.6       12.9       18.3       18.4       26.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665O
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    30,909:    26,068     25,127      1,301      4,196      1,301      1,800          0          0          0          0          0:      439       285
Old  :    30,909:    26,068     25,127      1,301      4,196      1,301      1,800          0          0          0          0          0:      439       285
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :    -1,745:    -1,691     -1,348         10       -316         56        -56          0          0          0          0          0:      -64      -137
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      84.3       81.3        4.2       13.6        4.2        5.8        0.0        0.0        0.0        0.0        0.0:      1.4       0.9
Old  :     100.0:      84.3       81.3        4.2       13.6        4.2        5.8        0.0        0.0        0.0        0.0        0.0:      1.4       0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        43:        30         25          .          7          6          .          0          0          0          0          0:
Old  :        43:        30         25          .          7          6          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.5       53.6       65.7       71.9       46.4       51.0       57.8       64.1
Old  :                 48.5       53.6       65.7       71.9       46.4       51.0       57.8       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                       Code-06665P
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     5,155:     3,976      1,722        151      3,077        120        660          0          0          0          0          0:      248       236
Old  :     5,155:     3,976      1,722        151      3,077        120        660          0          0          0          0          0:      248       236
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :        30:       -15         30          0          0          0          0          0          0          0          0          0:       45         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      77.1       33.4        2.9       59.7        2.3       12.8        0.0        0.0        0.0        0.0        0.0:      4.8       4.6
Old  :     100.0:      77.1       33.4        2.9       59.7        2.3       12.8        0.0        0.0        0.0        0.0        0.0:      4.8       4.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        22:        12          8          .          5          .          .          0          0          0          0          0:
Old  :        22:        12          8          .          5          .          .          0          0          0          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.2       64.8       86.8       82.7       71.0       64.8       81.7       81.8
Old  :                 72.2       64.8       86.8       82.7       71.0       64.8       81.7       81.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                     Code-06665Q
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     9,510:     6,686      5,850      1,244      1,048      1,011          0      1,080          0        293         75         46:      230       400
Old  :     9,510:     6,686      5,850      1,244      1,048      1,011          0      1,080          0        293         75         46:      230       400
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :       430:       280        639        217        -67        -22          0       -120          0          0          0          0:      -45         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      70.3       61.5       13.1       11.0       10.6        0.0       11.4        0.0        3.1        0.8        0.5:      2.4       4.2
Old  :     100.0:      70.3       61.5       13.1       11.0       10.6        0.0       11.4        0.0        3.1        0.8        0.5:      2.4       4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        32:        17         14          .          5          7          0          .          0          .          .          .:
Old  :        32:        17         14          .          5          7          0          .          0          .          .          .:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.5       52.8       68.9       72.8       50.7       51.1       66.7       66.2
Old  :                 52.5       52.8       68.9       72.8       50.7       51.1       66.7       66.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                    Code-06665R
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :    10,272:     4,945      4,876      4,036      4,705        234          0          0          0        755          0          0:      302       457
Old  :    10,272:     4,945      4,876      4,036      4,705        234          0          0          0        755          0          0:      302       457
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :        -9:         0        -56        -25         32          0          0          0          0          0          0          0:       16        15
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      48.1       47.5       39.3       45.8        2.3        0.0        0.0        0.0        7.4        0.0        0.0:      2.9       4.4
Old  :     100.0:      48.1       47.5       39.3       45.8        2.3        0.0        0.0        0.0        7.4        0.0        0.0:      2.9       4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        29:        13         13          4          6          4          0          0          0          .          0          0:
Old  :        29:        13         13          4          6          4          0          0          0          .          0          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.6       48.0       79.7       71.2       53.2       46.3       72.4       63.1
Old  :                 53.6       48.0       79.7       71.2       53.2       46.3       72.4       63.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE                                                                                        Code-06665T
Disaggregated Commitments of Traders - Options and Futures Combined, September 11, 2012              
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :                                              Reportable Positions                                                      :   Nonreportable
     :          :  Producer/Merchant/ :                                :                                :                                :     Positions
     :   Open   :   Processor/User    :          Swap Dealers          :         Managed Money          :       Other Reportables        :
     : Interest :   Long   :  Short   :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long   :  Short   :Spreading :   Long  :  Short
-------------------------------------------------------------------------------------------------------------------------------------------------------------
     :          :(CONTRACTS OF 42,000 GALLONS)                                                                                           :
     :          :    Positions                                                                                                           :
All  :     5,154:     4,439      2,651        150      2,253        101          0          0          0        132         25          0:      332       124
Old  :     5,154:     4,439      2,651        150      2,253        101          0          0          0        132         25          0:      332       124
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Changes in Commitments from:       September 4, 2012                                                                :
     :       -50:       -50        -50          0          0          0          0          0          0          0          0          0:        0         0
     :          :                                                                                                                        :
     :          :    Percent of Open Interest Represented by Each Category of Trader                                                     :
All  :     100.0:      86.1       51.4        2.9       43.7        2.0        0.0        0.0        0.0        2.6        0.5        0.0:      6.4       2.4
Old  :     100.0:      86.1       51.4        2.9       43.7        2.0        0.0        0.0        0.0        2.6        0.5        0.0:      6.4       2.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0:      0.0       0.0
     :          :                                                                                                                        :
     :          :    Number of Traders in Each Category                                                                                  :
All  :        24:        12         10          .          6          4          0          0          0          .          .          0:
Old  :        24:        12         10          .          6          4          0          0          0          .          .          0:
Other:         0:         0          0          0          0          0          0          0          0          0          0          0:
     :-------------------------------------------------------------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.4       57.9       87.9       82.1       77.7       56.6       83.9       78.2
Old  :                 78.4       57.9       87.9       82.1       77.7       56.6       83.9       78.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 14, 2012