Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 4,505,478                :
: Positions                                                                                                    :
:1,728,464   933,940   272,458 1,316,435   574,246   484,048   139,933 1,068,292    36,960   147,434   304,901 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -39,446   -33,487    -3,489   -74,571   -29,530   -16,137    -4,384   -87,295   -11,881    44,404   -13,819 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.4      20.7       6.0      29.2      12.7      10.7       3.1      23.7       0.8       3.3       6.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   226                     :
:      106       104        11        25        32        28         9        35        11        28        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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   366,299                :
: Positions                                                                                                    :
:  226,143   240,508    36,056    28,791    56,066    11,469    13,147    19,487       638     1,932     2,165 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:      958     2,619       375    -2,364      -531    -2,682       -49    -1,439        91    -1,701       296 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.7      65.7       9.8       7.9      15.3       3.1       3.6       5.3       0.2       0.5       0.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    64                     :
:       32        32         4         8        11         7         4        10         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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   195,479                :
: Positions                                                                                                    :
:  151,240   132,125    10,043    37,432    14,667     8,608     3,936     3,392     2,084         0       465 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:    5,011     1,051    -1,694     2,544       486      -821      -366      -554      -181         0       -91 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     77.4      67.6       5.1      19.1       7.5       4.4       2.0       1.7       1.1       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       30        28         4         8        11         4         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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   317,421                :
: Positions                                                                                                    :
:  226,318    89,108    53,562   165,980    24,481         0    19,108     9,848         0     1,679       273 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -4,101    -1,548      -602    -1,103      -587         0    -1,877       499         0      -574        91 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     71.3      28.1      16.9      52.3       7.7       0.0       6.0       3.1       0.0       0.5       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       24        22         5        11        14         0         7         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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   699,756                :
: Positions                                                                                                    :
:  528,343   325,662    61,124   230,991    76,692     1,707    33,980    28,087         0       921     1,400 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   77,767    23,853   -64,459     1,926     2,645     1,468   -10,985     7,683         0      -169      -188 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.5      46.5       8.7      33.0      11.0       0.2       4.9       4.0       0.0       0.1       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    75                     :
:       39        30        10        12        21         .         6         8         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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   207,588                :
: Positions                                                                                                    :
:  152,657   166,448    30,863    12,668     2,793     7,939    12,008     4,975         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:    3,486    58,038        28   -54,311        62     1,758     3,066      -775         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.5      80.2      14.9       6.1       1.3       3.8       5.8       2.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    39                     :
:       26        21         4         .         4         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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   315,181                :
: Positions                                                                                                    :
:  235,895   164,805    23,424    73,286    23,708     6,325    27,370    17,767         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:    1,117    10,464     1,376    -4,404    -5,413     1,391    -1,258    -1,435         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     74.8      52.3       7.4      23.3       7.5       2.0       8.7       5.6       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    60                     :
:       32        28         6        12        11         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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   165,892                :
: Positions                                                                                                    :
:  125,516    71,206     3,454    52,373    20,058     7,439    12,030     6,338         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:    1,340     9,297       791    -4,000      -453        30    -3,196       735         0      -158      -302 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     75.7      42.9       2.1      31.6      12.1       4.5       7.3       3.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       22        27         .        13        10         .         .         4         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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   968,004                :
: Positions                                                                                                    :
:   65,538   119,300   245,495    42,060    74,188   125,432   245,121   282,787    26,830    92,055    65,759 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:    4,541      -199     7,665    -2,682    -3,445     7,610    34,033    -4,893     9,234    -7,256    -2,475 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.8      12.3      25.4       4.3       7.7      13.0      25.3      29.2       2.8       9.5       6.8 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   325                     :
:       47        42        25        11        28        63        79        88        37        43        60 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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    38,573                :
: Positions                                                                                                    :
:   15,303    17,381     9,336    12,571     4,781         0       768         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -2,096    -2,227      -310    -1,027         0         0       768         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     39.7      45.1      24.2      32.6      12.4       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-All Futures Combined Positions as of August 2, 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:     July 26, 2011                                                                              :
:    2,408    -2,293    -3,998       405      -467      -479      -178      -144         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-All Futures Combined Positions as of August 2, 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:     July 26, 2011                                                                              :
:     -643    -3,270    -3,133    -1,028    -1,608         0        10      -186         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-All Futures Combined Positions as of August 2, 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   110,037                :
: Positions                                                                                                    :
:   59,620    44,301    15,914    41,540    14,900     4,383       395     4,017         0         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -4,208    -2,990    -1,238    -2,265    -1,304       192       -47       734         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     54.2      40.3      14.5      37.8      13.5       4.0       0.4       3.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       15        14         4         8         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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 2,447,279                :
: Positions                                                                                                    :
:  637,750   439,569   124,421   782,873   470,264   302,418    22,870   486,250   196,143    28,110   192,129 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:  -43,731   -24,365    -7,334   -25,326   -10,611    15,933    -4,911   -30,038   -16,085     5,514   -10,035 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     26.1      18.0       5.1      32.0      19.2      12.4       0.9      19.9       8.0       1.1       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   165                     :
:       65        59        12        18        27        25        11        31        18         8        21 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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   929,793                :
: Positions                                                                                                    :
:  155,577   150,924   228,611   269,870   264,977    67,632    59,657    79,842    55,271    28,099    73,040 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -8,771    -5,244     4,449   -26,263   -36,936   -31,625    -1,178    -7,009    -3,668    -5,333    -9,474 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.7      16.2      24.6      29.0      28.5       7.3       6.4       8.6       5.9       3.0       7.9 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    95                     :
:       23        20        12        11        18        13        11        18        13        10        17 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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    23,311                :
: Positions                                                                                                    :
:   22,080    12,557       180     9,738       477        57        10       100       105         0        15 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:      558       169         0       271       -75         0         0        40       -30         0      -300 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     94.7      53.9       0.8      41.8       2.0       0.2       0.0       0.4       0.5       0.0       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    47                     :
:       31        24         .        10         4         .         .         .         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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    12,177                :
: Positions                                                                                                    :
:   10,222     5,059       624     6,247       409       453         0        87       202        20        30 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:   -1,208      -707        40      -417       -21      -105         0        75        29       -85         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     83.9      41.5       5.1      51.3       3.4       3.7       0.0       0.7       1.7       0.2       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       17        17         .         4         .         .         0         .         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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     7,944                :
: Positions                                                                                                    :
:    5,120     5,409     1,913     1,450       543         0         0         0         0        95         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -326      -190       -85      -338         3         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     64.5      68.1      24.1      18.3       6.8       0.0       0.0       0.0       0.0       1.2       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:       18        15         5         4         5         0         0         0         0         .         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders-All Futures Combined Positions as of August 2, 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    11,327                :
: Positions                                                                                                    :
:    9,619     4,285       157     5,419       483         0         0         0       145         0         0 :
:                                                                                                              :
: Changes from:     July 26, 2011                                                                              :
:     -154       206       -88      -356       -27         0         0         0       -25         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.9      37.8       1.4      47.8       4.3       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       14        12         .         6         4         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated August 5, 2011