```
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 4,909,560                :
: Positions                                                                                                    :
:1,852,720 1,389,754   345,229 1,364,513   628,253   641,263   108,394   800,975   125,011   105,726   495,507 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:   30,733     1,160     3,695     1,395    31,685   -14,961     1,570    44,783   -14,509     1,006    14,908 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     37.7      28.3       7.0      27.8      12.8      13.1       2.2      16.3       2.5       2.2      10.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   219                     :
:      113       106         8        24        27        19        13        30        17        17        27 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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   308,293                :
: Positions                                                                                                    :
:  212,076   210,097    40,074    43,427    35,668       630    10,527     2,493     2,528     1,010     2,167 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:   -9,986    -6,775     1,213    -3,869    -2,355    -1,569     2,821    -1,329     1,133       192      -715 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.8      68.1      13.0      14.1      11.6       0.2       3.4       0.8       0.8       0.3       0.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    52                     :
:       27        30         6         .         8         .         4         5         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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   153,857                :
: Positions                                                                                                    :
:   99,764    80,585    27,907    40,229    19,812         0     7,146     2,883       487       248       186 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:   -8,674    -3,498     4,118    -1,740    -1,885      -436       377      -329       487       248       -62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.8      52.4      18.1      26.1      12.9       0.0       4.6       1.9       0.3       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       22        23         .         9        10         0         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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   257,201                :
: Positions                                                                                                    :
:  179,824   116,311    33,343    82,409    34,142     3,660    13,388     1,202         0       157       274 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:  -15,948    -6,181    -5,310    -7,232      -197      -581    -8,187      -142         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.9      45.2      13.0      32.0      13.3       1.4       5.2       0.5       0.0       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       25        24         .         9        10         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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   742,805                :
: Positions                                                                                                    :
:  564,868   276,246    21,346   301,590   122,037       231     9,098    28,220     1,569        53     1,682 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:  -27,602       433    -2,311   -27,404     3,501    -1,246      -810       436       639    -1,100       826 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.0      37.2       2.9      40.6      16.4       0.0       1.2       3.8       0.2       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    69                     :
:       39        31         6        13        19         .         .         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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   213,790                :
: Positions                                                                                                    :
:  142,369   181,440    31,562     6,845    20,280     9,611         0     2,258         0         0         0 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:  -12,591    -9,807     2,139      -310    -3,627      -784         0       -19         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.6      84.9      14.8       3.2       9.5       4.5       0.0       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        23         .         .         .         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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   314,975                :
: Positions                                                                                                    :
:  236,688   196,720    19,158    66,091     7,962    11,204     2,163    33,613         0         0         0 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:  -18,829   -12,518      -340    -3,937      -466      -787      -398    -1,335      -270         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.1      62.5       6.1      21.0       2.5       3.6       0.7      10.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    54                     :
:       29        28         4        11         7         .         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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   142,927                :
: Positions                                                                                                    :
:  106,928    67,225     8,566    55,258    10,179    10,121         0     4,188         0       829         0 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:  -10,579   -11,040    -1,418       -49    -1,346    -1,901    -1,857    -1,074         0      -589         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      47.0       6.0      38.7       7.1       7.1       0.0       2.9       0.0       0.6       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       22        20         4         9        10         6         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 1,154,550                :
: Positions                                                                                                    :
:  108,674   131,983   196,640   119,815   121,205   197,563   202,465   268,784    40,164   119,333   147,483 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:    1,273     6,878    -9,509    -1,368    -3,893    -7,430   -14,721    15,003     1,729       509       974 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.4      11.4      17.0      10.4      10.5      17.1      17.5      23.3       3.5      10.3      12.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   329                     :
:       45        45        23        10        26        62        76        84        51        49        76 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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    33,598                :
: Positions                                                                                                    :
:   22,273     6,499     5,442    13,753     1,282       629     5,763       634         0         0         0 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:        0         0         0         0         0         0      -244       120         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.3      19.3      16.2      40.9       3.8       1.9      17.2       1.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:        6         6         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 2,093,046                :
: Positions                                                                                                    :
:  226,390   213,870    55,020    68,788   910,370    66,135   102,627   368,754    48,238    12,279   413,650 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:      846       -56     1,946       747     2,385    -5,430       933     2,241     3,902      -519     1,240 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.8      10.2       2.6       3.3      43.5       3.2       4.9      17.6       2.3       0.6      19.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   157                     :
:       39        42         7        18        25        18        35        39        22        12        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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    82,528                :
: Positions                                                                                                    :
:   10,572     7,408    24,887     1,342    12,442     4,976       550       550    11,633    43,595    14,177 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:     -288        19       998       -18     1,221         0       100         0     4,337     5,034       332 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.8       9.0      30.2       1.6      15.1       6.0       0.7       0.7      14.1      52.8      17.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:        8         8         4         4         9         .         .         .         7         6        12 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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    93,291                :
: Positions                                                                                                    :
:    3,703     7,285     3,806     5,032    11,393    31,734    27,593    38,680     1,908     1,323     1,636 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:    1,002       442      -236       914      -129      -677    -1,059     2,255       226        69       -65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      4.0       7.8       4.1       5.4      12.2      34.0      29.6      41.5       2.0       1.4       1.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:        9        11         4         5         6         4        12        12         .         .         4 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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    62,821                :
: Positions                                                                                                    :
:   34,214    26,990    13,863    17,502     6,979         0     1,188     2,484         0         0         0 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:       79        83         0         0         0         0      -248         8         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.5      43.0      22.1      27.9      11.1       0.0       1.9       4.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        11         4         4         .         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 2,658,763                :
: Positions                                                                                                    :
:  624,563   556,823   280,207   780,321   466,119   288,612    40,617   567,679   180,354     4,023   219,058 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:    2,941       207    -2,000    -2,725    -1,938    -2,521       902   -10,366    -1,776    -1,465    -1,445 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.5      20.9      10.5      29.3      17.5      10.9       1.5      21.4       6.8       0.2       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   150                     :
:       69        59         7        19        24        20         9        25        17         5        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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 1,303,746                :
: Positions                                                                                                    :
:  127,869   170,244   240,528   270,740   358,319   111,164   102,872   220,992    83,855    20,967   157,570 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:      622       862      -958     4,286      -747       271    -4,845     4,060     1,950     1,506     1,591 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      9.8      13.1      18.4      20.8      27.5       8.5       7.9      17.0       6.4       1.6      12.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    91                     :
:       20        19        17         8        21        14        11        16         9         9        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 2012              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    27,831                :
: Positions                                                                                                    :
:   23,121    21,848       516     4,189     1,374     2,216         0         0        35         0         0 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:   -1,084      -217        -3      -522       -21         0         0         0        35      -122       -35 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.1      78.5       1.9      15.1       4.9       8.0       0.0       0.0       0.1       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       28        23         .         7         6         .         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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     7,176                :
: Positions                                                                                                    :
:    5,347     2,033       265     4,569       170     1,067         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:      150       177         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.5      28.3       3.7      63.7       2.4      14.9       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    25                     :
:       12         9         .         5         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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     9,049                :
: Positions                                                                                                    :
:    6,592     4,093       861     1,788     1,025         0     1,500         0       233        17        83 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:       84       174        25       -70        45         0         0         0         0       -10        -3 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      45.2       9.5      19.8      11.3       0.0      16.6       0.0       2.6       0.2       0.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       11        12         .         5         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 10, 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     9,746                :
: Positions                                                                                                    :
:    5,122     4,313     3,486     4,810        68         0         0         0       945         0         0 :
:                                                                                                              :
: Changes from:     July 3, 2012                                                                               :
:      180       -50       -75       165         8         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.6      44.3      35.8      49.4       0.7       0.0       0.0       0.0       9.7       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        12         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
```

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Updated July 13, 2012