```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,504,757                :
: Positions                                                                                                    :
:1,636,390 1,146,985   423,179 1,234,248   544,196   482,202   212,654   615,308   131,244    85,824   655,127 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:  -81,617   -28,101   -31,179   -82,599     1,841   -11,316    23,431   -45,100    35,167    -2,491   -55,964 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.3      25.5       9.4      27.4      12.1      10.7       4.7      13.7       2.9       1.9      14.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   218                     :
:      112       106         8        23        26        21         9        25        16        21        31 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   297,998                :
: Positions                                                                                                    :
:  194,186   208,000    47,724    35,466    31,037     4,256    16,275     3,206     2,962        88     1,415 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:     -210     5,436     2,347    -1,502       444     1,449      -153        94       660      -183       362 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     65.2      69.8      16.0      11.9      10.4       1.4       5.5       1.1       1.0       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       29        30         6         .         8         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   159,408                :
: Positions                                                                                                    :
:  101,423    79,223    19,692    37,748    28,836     1,268     4,147     3,578         0       985       496 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:    4,459    -3,103    -9,291    -1,341     6,578       362       334       835         0        25       496 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.6      49.7      12.4      23.7      18.1       0.8       2.6       2.2       0.0       0.6       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       23        22         .         7         9         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   269,472                :
: Positions                                                                                                    :
:  190,996   127,333    29,601    83,118    38,497     1,952    10,877     2,710         0         0         0 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:      127    -2,222    -1,867      -851       642       302     2,176       496         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      47.3      11.0      30.8      14.3       0.7       4.0       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       28        23         5         8        12         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   766,288                :
: Positions                                                                                                    :
:  569,803   283,446    40,257   327,622   127,430     3,074     4,231    18,035     2,499         0     2,275 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:   12,063    11,104     1,495     2,501     8,608      -643       108      -109       -16      -155        -6 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.4      37.0       5.3      42.8      16.6       0.4       0.6       2.4       0.3       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       37        28         8        12        19         .         4         6         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   218,864                :
: Positions                                                                                                    :
:  158,018   190,848    35,735     8,514    14,283     2,286         0     1,324     1,013         0         0 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:   -2,435     1,365     3,989       -62    -1,421      -431         0       309       217         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      87.2      16.3       3.9       6.5       1.0       0.0       0.6       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       26        26         .         4         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   296,701                :
: Positions                                                                                                    :
:  223,260   203,583    24,145    64,147     9,105    18,947     1,547    14,428         0         0         0 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:    3,048     1,859        34      -646       616    -1,954         0     1,215         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.2      68.6       8.1      21.6       3.1       6.4       0.5       4.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    56                     :
:       30        30         4        12        10         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   148,061                :
: Positions                                                                                                    :
:  108,143    68,440     7,060    54,478     9,567    11,571         0     8,444         0       600         0 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:      768     2,170      -304    -1,260      -248       872         0        -4         0       120         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.0      46.2       4.8      36.8       6.5       7.8       0.0       5.7       0.0       0.4       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       27        24         5         8        10         6         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,135,582                :
: Positions                                                                                                    :
:  107,766   130,549   201,985   115,695    93,013   213,256   233,262   234,121    38,056   109,362   168,753 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:      760     3,193    -2,919   -21,590     5,262     6,750     8,783    22,334   -13,648    -5,532     1,326 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.5      11.5      17.8      10.2       8.2      18.8      20.5      20.6       3.4       9.6      14.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   316                     :
:       45        41        21        11        22        69        69        85        47        42        76 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                 :
CFTC Code #02365O                                                    Open Interest is    28,336                :
: Positions                                                                                                    :
:   17,857     5,061     5,175    11,446     1,177       297     3,660       898         0         0         0 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:        0         0         0      -240         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.0      17.9      18.3      40.4       4.2       1.0      12.9       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        8         7         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,795,272                :
: Positions                                                                                                    :
:  200,754   189,209    30,649    63,653   829,313    37,937    51,539   274,102    44,537    10,991   374,131 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:   -3,321    -5,060     1,640     2,335   -12,841    -7,275   -18,082     1,094   -10,873     1,129    -6,365 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.2      10.5       1.7       3.5      46.2       2.1       2.9      15.3       2.5       0.6      20.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   149                     :
:       41        41         9        15        23        18        31        35        20        11        25 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB LAST DAY FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                          :
CFTC Code #023A55                                                    Open Interest is    93,807                :
: Positions                                                                                                    :
:   14,788    10,040    23,096     1,004    15,683     5,504       450     3,757    10,305    43,405    17,111 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:   -5,296    -1,404    -3,650      -618    -1,343       298      -100    -1,085      -163    -6,793     1,576 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     15.8      10.7      24.6       1.1      16.7       5.9       0.5       4.0      11.0      46.3      18.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       10        11         6         .         9         .         .         .         6         7        11 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    67,654                :
: Positions                                                                                                    :
:    6,071     5,896     2,565     1,472     7,913    15,884    17,932    28,676     2,025       958     4,205 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:    1,091       169       504    -1,602      -264    -1,112     1,743    -3,410       -81       -46      -144 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.0       8.7       3.8       2.2      11.7      23.5      26.5      42.4       3.0       1.4       6.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:        9        13         4         5         6         5        10        11         .         5         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is    52,755                :
: Positions                                                                                                    :
:   27,463    22,693    12,897    13,948     6,269         0       355     2,036         0         0         0 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:   -4,050    -2,522       646      -630      -796         0        -2      -146         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.1      43.0      24.4      26.4      11.9       0.0       0.7       3.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       11        10         .         4         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,567,405                :
: Positions                                                                                                    :
:  594,310   539,098   240,175   721,775   481,451   288,718    53,952   427,384   220,166    36,414   286,875 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:  -48,289   -26,789   -26,939   -21,605    -5,978    23,220   -23,116   -29,256   -17,204     2,031    -9,193 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.1      21.0       9.4      28.1      18.8      11.2       2.1      16.6       8.6       1.4      11.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   148                     :
:       69        60         6        18        22        20         8        24        17         5        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is 1,155,943                :
: Positions                                                                                                    :
:  129,377   162,266   198,560   183,533   392,624    82,227    54,174   115,135    36,501    48,090   197,695 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:  -14,081   -12,228    12,977   -82,046   -32,521   -37,221    18,318   -26,789   -55,585   -18,515    -4,125 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.2      14.0      17.2      15.9      34.0       7.1       4.7      10.0       3.2       4.2      17.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    89                     :
:       19        20        16         7        18        12        11        15        10        10        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    32,654                :
: Positions                                                                                                    :
:   27,759    26,475     1,291     4,512     1,245     1,856         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:    1,301       878       146       393       -86      -176         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      81.1       4.0      13.8       3.8       5.7       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       30        26         .         6         6         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     5,125                :
: Positions                                                                                                    :
:    3,991     1,692       151     3,077       120       660         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:     -892      -117       -37      -725       -40         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      33.0       2.9      60.0       2.3      12.9       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         8         .         5         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     9,080                :
: Positions                                                                                                    :
:    6,406     5,211     1,027     1,115     1,033         0     1,200         0       293        75        46 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:     -518        25       123      -297      -108         0         0         0        10         0       -10 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.6      57.4      11.3      12.3      11.4       0.0      13.2       0.0       3.2       0.8       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        14         .         5         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    10,281                :
: Positions                                                                                                    :
:    4,945     4,932     4,061     4,673       234         0         0         0       755         0         0 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:     -376      -169      -182      -426        39         0         0         0       -65         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.1      48.0      39.5      45.5       2.3       0.0       0.0       0.0       7.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        13         4         6         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 4, 2012          
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is     5,204                :
: Positions                                                                                                    :
:    4,489     2,701       150     2,253       101         0         0         0       132        25         0 :
:                                                                                                              :
: Changes from:     August 28, 2012                                                                            :
:     -462      -333        56      -145       -29         0         0         0         0        25         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.3      51.9       2.9      43.3       1.9       0.0       0.0       0.0       2.5       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         .         6         4         0         0         0         .         .         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated September 4, 2012