Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS ICE HENRY HUB - ICE OTC   (Contracts of 2,500  MMBTU'S)                                            :
CFTC Code #023391                                                    Open Interest is 4,584,415                :
: Positions                                                                                                    :
:1,827,879 1,014,421   259,844 1,203,367   601,064   422,217   156,405 1,071,275    27,347   170,229   340,167 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:   99,415    80,481   -12,614  -113,068    26,818   -61,831    16,472     2,983    -9,613    22,795    35,266 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.9      22.1       5.7      26.2      13.1       9.2       3.4      23.4       0.6       3.7       7.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   231                     :
:      107       104        11        25        32        27        12        35        13        29        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
SOCAL BORDER FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                               :
CFTC Code #023393                                                    Open Interest is   343,081                :
: Positions                                                                                                    :
:  205,410   226,323    40,665    32,881    47,429    16,514    10,754    17,526       535     1,339     2,719 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:  -20,733   -14,185     4,609     4,090    -8,637     5,045    -2,393    -1,961      -103      -593       554 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     59.9      66.0      11.9       9.6      13.8       4.8       3.1       5.1       0.2       0.4       0.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    65                     :
:       34        34         5         7         9         7         .         8         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PG&E CITYGATE FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                              :
CFTC Code #023394                                                    Open Interest is   182,010                :
: Positions                                                                                                    :
:  142,943   120,112     7,106    38,113    14,622     8,432     2,082     3,304     1,082         0       527 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:   -8,297   -12,013    -2,937       681       -45      -176    -1,854       -88    -1,002         0        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     78.5      66.0       3.9      20.9       8.0       4.6       1.1       1.8       0.6       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       28        25         .         9        11         4         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   312,896                :
: Positions                                                                                                    :
:  226,036    84,341    51,100   169,379    20,815     3,162    22,099     5,935         0       781       335 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:     -282    -4,767    -2,462     3,399    -3,666     3,162     2,991    -3,913         0      -898        62 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.2      27.0      16.3      54.1       6.7       1.0       7.1       1.9       0.0       0.2       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       23        21         4        11        14         .         6         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
AECO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023396                                                    Open Interest is   630,816                :
: Positions                                                                                                    :
:  483,783   266,431    45,837   222,710    75,204     1,347    41,835    19,568       483       625       829 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:  -44,560   -59,231   -15,287    -8,281    -1,488      -360     7,855    -8,519       483      -296      -571 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.7      42.2       7.3      35.3      11.9       0.2       6.6       3.1       0.1       0.1       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    73                     :
:       39        29         9        12        20         .         7         8         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CHICAGO FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                    :
CFTC Code #023397                                                    Open Interest is   198,417                :
: Positions                                                                                                    :
:  146,355   158,481    31,098    13,170     2,024     9,488    14,891     1,898         0         0         0 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:   -6,302    -7,967       235       502      -769     1,549     2,883    -3,077         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.8      79.9      15.7       6.6       1.0       4.8       7.5       1.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       25        22         4         4         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HSC FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                        :
CFTC Code #023398                                                    Open Interest is   284,261                :
: Positions                                                                                                    :
:  193,701   139,375    26,058    68,997    20,401     6,879    22,339    26,965         0         0         0 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:  -42,194   -25,430     2,634    -4,289    -3,307       554    -5,031     9,198         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      49.0       9.2      24.3       7.2       2.4       7.9       9.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       31        29         6        11         9         .         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
WAHA FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                       :
CFTC Code #023399                                                    Open Interest is   146,317                :
: Positions                                                                                                    :
:  103,693    57,807     3,109    48,758    19,238    14,376    10,933     3,214         0        86       309 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:  -21,823   -13,399      -345    -3,615      -820     6,937    -1,097    -3,124         0        86       309 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.9      39.5       2.1      33.3      13.1       9.8       7.5       2.2       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       18        22         4        11         9         .         .         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,034,089                :
: Positions                                                                                                    :
:   84,645   127,510   227,639    43,018   108,467   140,191   252,567   271,100    26,270    87,319    89,675 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:   15,122     4,893       707       555    14,033      -890     7,687   -16,180    -1,321    -5,491     8,964 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      8.2      12.3      22.0       4.2      10.5      13.6      24.4      26.2       2.5       8.4       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   318                     :
:       51        47        24        10        29        61        79        84        32        45        64 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #02365D                                                    Open Interest is    38,938                :
: Positions                                                                                                    :
:   15,303    17,381     9,336    12,571     4,781         0       768         0         0         0         0 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.3      44.6      24.0      32.3      12.3       0.0       2.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    21                     :
:       10         8         .         5         4         0         .         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                           :
CFTC Code #02365G                                                    Open Interest is    33,730                :
: Positions                                                                                                    :
:   21,361    21,433     2,280     2,595     3,095     1,012         0     2,076         0         0         0 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.3      63.5       6.8       7.7       9.2       3.0       0.0       6.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       10        11         .         .         4         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,652,476                :
: Positions                                                                                                    :
:  208,757   179,331    47,882    86,936   770,051    53,625    66,335   208,223    38,947    18,006   318,793 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:   11,757    10,349      -252    -1,821    16,969       533     4,107    19,149         1    -1,308    20,376 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     12.6      10.9       2.9       5.3      46.6       3.2       4.0      12.6       2.4       1.1      19.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   148                     :
:       41        42        14        15        29        20        18        29        26        10        29 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    52,150                :
: Positions                                                                                                    :
:    2,833     4,838     3,422       468    11,384     4,876     7,396    26,308     1,781        91       900 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:     -577      -108    -1,106       -57       498     1,418       444    -3,914       190        -9       -34 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.4       9.3       6.6       0.9      21.8       9.3      14.2      50.4       3.4       0.2       1.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       10        13         4         4         7         4        12        11         5         .         6 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035653                                                    Open Interest is    72,065                :
: Positions                                                                                                    :
:   41,510    28,787    16,756    22,035     7,250         0     7,403     2,599         0         0         0 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.6      39.9      23.3      30.6      10.1       0.0      10.3       3.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       11        14         5         4         5         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                      :
CFTC Code #035654                                                    Open Interest is    62,860                :
: Positions                                                                                                    :
:   33,560    23,653     7,625    21,410     7,794     4,143         0       778         0         0         0 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:      -13       -11        13         0       -13        -4         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.4      37.6      12.1      34.1      12.4       6.6       0.0       1.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         9         4         4         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is   111,374                :
: Positions                                                                                                    :
:   60,625    45,066    15,914    41,540    14,900     4,371       319     4,121         0         0         0 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:     -110      -350         0         0         0       -12       -76       104         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.4      40.5      14.3      37.3      13.4       3.9       0.3       3.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        13         4         8         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                                  :
CFTC Code #03565B                                                    Open Interest is 2,459,050                :
: Positions                                                                                                    :
:  644,923   436,178   133,024   778,021   473,283   307,946    32,257   478,180   191,116    40,140   193,696 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:    7,173    -3,391     8,603    -4,852     3,019     5,528     9,387    -8,070    -5,027    12,030     1,567 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.2      17.7       5.4      31.6      19.2      12.5       1.3      19.4       7.8       1.6       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   167                     :
:       67        61        12        18        27        26        10        31        18         8        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                  :
CFTC Code #03565C                                                    Open Interest is   954,363                :
: Positions                                                                                                    :
:  158,249   154,843   217,905   265,194   276,090    76,600    66,546    76,229    62,047    30,700    78,301 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:    2,672     3,919   -10,706    -4,676    11,113     8,968     6,889    -3,613     6,776     2,601     5,261 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.6      16.2      22.8      27.8      28.9       8.0       7.0       8.0       6.5       3.2       8.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       24        20        12        11        18        13        12        18        11        12        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665O                                                    Open Interest is    22,454                :
: Positions                                                                                                    :
:   21,267    12,093       180     9,161       423        32        10       115       135         0        15 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:     -813      -464         0      -577       -54       -25         0        15        30         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.7      53.9       0.8      40.8       1.9       0.1       0.0       0.5       0.6       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       32        25         .        10         .         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is    12,253                :
: Positions                                                                                                    :
:   10,303     5,170       624     6,202       409       438         0        97       202        20        30 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:       81       111         0       -45         0       -15         0        10         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.1      42.2       5.1      50.6       3.3       3.6       0.0       0.8       1.6       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        17         .         4         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NORM BUTANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                   :
CFTC Code #06665Q                                                    Open Interest is     8,362                :
: Positions                                                                                                    :
:    5,298     5,493     1,947     1,555       624        15         0       125         0        95         0 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:      178        84        34       105        81        15         0       125         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     63.4      65.7      23.3      18.6       7.5       0.2       0.0       1.5       0.0       1.1       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       16        15         5         4         6         .         0         .         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of August 9, 2011             
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    11,360                :
: Positions                                                                                                    :
:    9,659     4,435       157     5,329       483         0         0         0       135         0         0 :
:                                                                                                              :
: Changes from:     August 2, 2011                                                                             :
:       40       150         0       -90         0         0         0         0       -10         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.0      39.0       1.4      46.9       4.3       0.0       0.0       0.0       1.2       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        11         .         6         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated August 12, 2011