Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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 4,540,418                :
: Positions                                                                                                    :
:1,642,083 1,182,148   427,800 1,202,077   567,549   458,523   225,153   633,538   171,713    83,643   619,284 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:    5,693    35,163     4,621   -32,171    23,353   -23,679    12,499    18,230    40,469    -2,181   -35,843 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.2      26.0       9.4      26.5      12.5      10.1       5.0      14.0       3.8       1.8      13.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   214                     :
:      110       105         8        23        26        20        11        26        14        21        28 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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   281,211                :
: Positions                                                                                                    :
:  172,406   194,018    49,922    31,239    35,002     3,322    12,815     3,546     2,015        20     1,362 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:  -21,780   -13,982     2,198    -4,227     3,965      -934    -3,460       340      -947       -68       -53 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.3      69.0      17.8      11.1      12.4       1.2       4.6       1.3       0.7       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       27        28         6         .         8         .         .         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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   150,655                :
: Positions                                                                                                    :
:   90,561    73,783    21,847    34,601    29,181     2,368     3,643     3,003        65         0       369 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:  -10,862    -5,440     2,155    -3,147       345     1,100      -504      -575        65      -985      -127 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     60.1      49.0      14.5      23.0      19.4       1.6       2.4       2.0       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       20        19         .         7         9         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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   248,847                :
: Positions                                                                                                    :
:  177,491   113,188    20,751    75,645    40,806         0     8,171     2,851         0         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:  -13,505   -14,145    -8,850    -7,473     2,309    -1,952    -2,706       141         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      45.5       8.3      30.4      16.4       0.0       3.3       1.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    44                     :
:       24        24         5         8        12         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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   715,837                :
: Positions                                                                                                    :
:  525,179   252,403    40,074   306,683   120,759       374     4,269    16,592     2,326         0     2,159 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:  -44,624   -31,043      -183   -20,939    -6,671    -2,700        38    -1,443      -173         0      -116 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.4      35.3       5.6      42.8      16.9       0.1       0.6       2.3       0.3       0.0       0.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       33        25         9        11        19         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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   204,112                :
: Positions                                                                                                    :
:  145,112   175,131    37,314     7,612    13,412       401         0       835       953         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:  -12,906   -15,717     1,579      -902      -871    -1,885         0      -489       -60         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.1      85.8      18.3       3.7       6.6       0.2       0.0       0.4       0.5       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    41                     :
:       25        25         .         4         4         .         0         .         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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   275,221                :
: Positions                                                                                                    :
:  204,088   187,925    27,033    61,681     6,498    19,240     1,058    12,026         0         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:  -19,172   -15,658     2,888    -2,466    -2,607       293      -489    -2,402         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.2      68.3       9.8      22.4       2.4       7.0       0.4       4.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       29        29         6        10        10         .         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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   129,887                :
: Positions                                                                                                    :
:   98,290    57,049     5,614    52,241     7,787    10,570         0     4,177         0         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:   -9,853   -11,391    -1,446    -2,237    -1,780    -1,001         0    -4,267         0      -600         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      43.9       4.3      40.2       6.0       8.1       0.0       3.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       20        19         4         7         7         4         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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 1,133,496                :
: Positions                                                                                                    :
:  124,855   145,032   199,019   106,134    94,678   212,621   236,291   241,016    33,634   113,678   152,948 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:   18,820    15,198    -3,614    -8,465     4,682     1,637     4,434    12,608    -2,303     8,222    -1,004 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.0      12.8      17.6       9.4       8.4      18.8      20.8      21.3       3.0      10.0      13.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   320                     :
:       48        41        19        11        22        78        65        85        43        40        62 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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    22,328                :
: Positions                                                                                                    :
:   12,813     3,725     4,919     9,684     1,073       241     1,860       818         0         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:   -5,044    -1,336      -256    -1,762      -104       -56    -1,800       -80         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     57.4      16.7      22.0      43.4       4.8       1.1       8.3       3.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    23                     :
:        8         8         .         5         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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    94,564                :
: Positions                                                                                                    :
:   15,713    10,113    18,549     1,181    17,040     6,204       600     4,357    10,210    40,594    20,045 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:    1,109       445    -4,726       291     1,572       700       150       600       469    -3,134     3,528 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.6      10.7      19.6       1.2      18.0       6.6       0.6       4.6      10.8      42.9      21.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    40                     :
:       11        12         5         .         9         .         .         .         5         7        10 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 2012         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE   (Contracts of 2,500  MMBTU'S)                            :
CFTC Code #035655                                                    Open Interest is    52,247                :
: Positions                                                                                                    :
:   26,959    22,109    12,897    13,948     6,269         0       403     2,036         0         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:       92        12         0         0         0         0        48         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.6      42.3      24.7      26.7      12.0       0.0       0.8       3.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       11         9         .         4         4         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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 2,573,138                :
: Positions                                                                                                    :
:  609,367   533,981   237,913   724,932   482,047   284,478    58,833   430,283   222,370    42,897   280,659 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:   15,057    -5,117    -2,262     3,157       596    -4,240     4,881     2,899     2,204     6,483    -6,216 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     23.7      20.8       9.2      28.2      18.7      11.1       2.3      16.7       8.6       1.7      10.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   150                     :
:       69        61         6        18        22        20         8        24        16         6        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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 1,170,828                :
: Positions                                                                                                    :
:  122,854   162,901   210,340   184,346   392,809    65,919    48,236   126,476    49,355    53,388   199,867 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:   -6,523       635    11,780       813       185   -16,308    -5,938    11,341    12,854     5,298     2,172 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     10.5      13.9      18.0      15.7      33.5       5.6       4.1      10.8       4.2       4.6      17.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    94                     :
:       22        22        16         7        18        12        12        15        11        10        16 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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    30,909                :
: Positions                                                                                                    :
:   26,068    25,127     1,301     4,196     1,301     1,800         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:   -1,691    -1,348        10      -316        56       -56         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.3      81.3       4.2      13.6       4.2       5.8       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    43                     :
:       30        25         .         7         6         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 2012         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELVIEU ETHANE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                     :
CFTC Code #06665P                                                    Open Interest is     5,155                :
: Positions                                                                                                    :
:    3,976     1,722       151     3,077       120       660         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:      -15        30         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.1      33.4       2.9      59.7       2.3      12.8       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:       12         8         .         5         .         .         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 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     9,510                :
: Positions                                                                                                    :
:    6,686     5,850     1,244     1,048     1,011         0     1,080         0       293        75        46 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:      280       639       217       -67       -22         0      -120         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.3      61.5      13.1      11.0      10.6       0.0      11.4       0.0       3.1       0.8       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    32                     :
:       17        14         .         5         7         0         .         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 2012         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
MT BELV NAT GASOLINE OPIS SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                  :
CFTC Code #06665R                                                    Open Interest is    10,272                :
: Positions                                                                                                    :
:    4,945     4,876     4,036     4,705       234         0         0         0       755         0         0 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:        0       -56       -25        32         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     48.1      47.5      39.3      45.8       2.3       0.0       0.0       0.0       7.4       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    29                     :
:       13        13         4         6         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of September 11, 2012         
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
CONWAY PROPANE (OPIS) SWAP - NEW YORK MERCANTILE EXCHANGE   (CONTRACTS OF 42,000 GALLONS)                      :
CFTC Code #06665T                                                    Open Interest is     5,154                :
: Positions                                                                                                    :
:    4,439     2,651       150     2,253       101         0         0         0       132        25         0 :
:                                                                                                              :
: Changes from:     September 4, 2012                                                                          :
:      -50       -50         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     86.1      51.4       2.9      43.7       2.0       0.0       0.0       0.0       2.6       0.5       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    24                     :
:       12        10         .         6         4         0         0         0         .         .         0 :
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Updated September 14, 2012