Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 4,756,106                :
: Positions                                                                                                    :
:1,724,821   952,770   276,775 1,424,822   601,565   551,241   108,509 1,221,297    43,410   118,744   302,193 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:  -85,077   -39,080   -10,105  -111,008   -12,511    20,225    41,197  -107,193    -4,859    19,462   -29,959 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     36.3      20.0       5.8      30.0      12.6      11.6       2.3      25.7       0.9       2.5       6.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   236                     :
:      110       103        16        25        33        31         9        35        13        27        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   401,220                :
: Positions                                                                                                    :
:  224,843   268,709    52,952    22,185    61,325    17,093    15,161    29,210         0     1,111     2,082 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:    2,917     1,979     1,015     4,453     4,084      -372    -2,420     3,052         0       428       984 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     56.0      67.0      13.2       5.5      15.3       4.3       3.8       7.3       0.0       0.3       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       33        32         6         8        10         7         4         9         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   163,270                :
: Positions                                                                                                    :
:  134,106    96,284     2,663    44,652    11,042     7,064     3,407     4,395     1,099         0       275 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:       45     1,947       856      -509         6       447    -1,115       -69       208         0      -124 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     82.1      59.0       1.6      27.3       6.8       4.3       2.1       2.7       0.7       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    49                     :
:       26        28         .         9        11         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   337,440                :
: Positions                                                                                                    :
:  229,243   106,522    58,419   165,341    32,385       841    14,116    12,331     1,228     2,781       494 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:    2,292     1,832     3,873       540     1,532      -579     1,761       104         0       736        31 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.9      31.6      17.3      49.0       9.6       0.2       4.2       3.7       0.4       0.8       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    55                     :
:       25        21         5        11        14         .         6         4         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   698,685                :
: Positions                                                                                                    :
:  476,059   300,628   105,033   242,095    87,325        15    37,561    24,736         0       972     1,382 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:   -3,913     3,148     6,240    -3,811      -576         0     7,056       549         0    -3,883       -65 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.1      43.0      15.0      34.7      12.5       0.0       5.4       3.5       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       36        32         9        13        20         .         7         7         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   195,759                :
: Positions                                                                                                    :
:  134,223   112,384    35,284    60,317     3,163    15,094    10,569     1,834         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:    4,484      -980       210      -124       248       190     6,086      -850         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     68.6      57.4      18.0      30.8       1.6       7.7       5.4       0.9       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       24        20         4         4         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   322,625                :
: Positions                                                                                                    :
:  236,052   157,078    33,323    84,910    24,909     5,592    33,833    14,894         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:   39,121    18,091    -3,185     5,676     1,606    -2,107    10,952    -3,330         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      48.7      10.3      26.3       7.7       1.7      10.5       4.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    57                     :
:       29        28         5        13        11         .         4         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   170,046                :
: Positions                                                                                                    :
:  132,522    61,114       542    56,266    21,452     5,555    21,405     5,372       217         0       736 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:    8,838     1,164      -723     1,771       276       646     6,412      -927       -56         0       335 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.9      35.9       0.3      33.1      12.6       3.3      12.6       3.2       0.1       0.0       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    50                     :
:       21        24         .        15        10         .         4         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   960,530                :
: Positions                                                                                                    :
:   54,530   110,648   243,124    44,371    81,834   117,140   215,066   298,310    18,234    99,706    69,679 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:     -497    -9,978     3,201      -989    -1,700    -8,247    23,800    -7,639     4,036   -19,490      -441 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.7      11.5      25.3       4.6       8.5      12.2      22.4      31.1       1.9      10.4       7.3 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   304                     :
:       42        38        26        12        29        62        66        83        32        46        59 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    44,165                :
: Positions                                                                                                    :
:   19,495    21,835     9,956    14,465     4,781         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     44.1      49.4      22.5      32.8      10.8       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:       10         8         .         5         4         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    39,131                :
: Positions                                                                                                    :
:   20,140    25,822     6,588     1,785     4,029     2,258       500     2,178         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:      -93      -124         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     51.5      66.0      16.8       4.6      10.3       5.8       1.3       5.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    22                     :
:        9        11         .         .         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    83,210                :
: Positions                                                                                                    :
:   43,972    35,877    21,824    24,091     8,982         0     6,921     2,948         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:      -86       248         0         0         0         0      -248       248         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.8      43.1      26.2      29.0      10.8       0.0       8.3       3.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       11        13         7         4         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    71,155                :
: Positions                                                                                                    :
:   37,424    27,312    11,489    23,974     8,502     4,548         0     1,071         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.6      38.4      16.1      33.7      11.9       6.4       0.0       1.5       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        7         8         5         4         7         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   124,530                :
: Positions                                                                                                    :
:   66,320    49,914    18,630    46,128    17,299     4,337         0     5,255         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:      104       622         0         0         0       332         0        54         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.3      40.1      15.0      37.0      13.9       3.5       0.0       4.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    35                     :
:       15        15         5         7         6         4         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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 2,612,270                :
: Positions                                                                                                    :
:  715,870   446,351   105,789   876,643   466,419   305,333    40,572   518,647   247,214    16,833   219,606 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:   -1,536    16,901    14,528   -38,595    -7,382   -34,095     7,975      -754    -6,631   -11,951      -450 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.4      17.1       4.0      33.6      17.9      11.7       1.6      19.9       9.5       0.6       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   181                     :
:       77        64        12        19        28        29        11        30        25         6        24 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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   944,618                :
: Positions                                                                                                    :
:  155,803   148,024   237,390   286,282   288,156    46,219    36,439    80,140    63,632    30,906    68,357 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:   -9,460    -5,424   -11,551   -30,038    -5,624   -36,520    -6,246    -4,949     9,502    -7,955   -18,973 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.5      15.7      25.1      30.3      30.5       4.9       3.9       8.5       6.7       3.3       7.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    97                     :
:       24        20        11        13        19        13        12        18        12        10        18 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    22,118                :
: Positions                                                                                                    :
:   20,637    12,427       624     8,697       412        67        40        30         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:     -324      -153        75      -123        26         0       -30        10         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.3      56.2       2.8      39.3       1.9       0.3       0.2       0.1       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       32        27         .         6         5         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    15,052                :
: Positions                                                                                                    :
:   12,920     7,110       470     6,848       504       738         0         0       209       120        30 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:       15       105         0      -120       120         0         0         0         0        30         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     85.8      47.2       3.1      45.5       3.3       4.9       0.0       0.0       1.4       0.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       17        18         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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     7,986                :
: Positions                                                                                                    :
:    5,414     4,966     1,559     1,634       643        45         0        30         0         0         0 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:     -132      -160       -92       -66       131        45         0       -45         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     67.8      62.2      19.5      20.5       8.1       0.6       0.0       0.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    26                     :
:       14        11         4         4         5         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of June 28, 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    11,438                :
: Positions                                                                                                    :
:    9,690     4,563       362     5,468       655         0         0         0       140         0        15 :
:                                                                                                              :
: Changes from:     June 21, 2011                                                                              :
:        8       -49       -10       -15         0         0         0         0         5         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      39.9       3.2      47.8       5.7       0.0       0.0       0.0       1.2       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       15        13         .         6         .         0         0         0         .         0         . :
----------------------------------------------------------------------------------------------------------------
 

Updated July 1, 2011