Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 4,654,139                :
: Positions                                                                                                    :
:1,767,427   953,515   284,411 1,391,857   571,814   491,470   122,843 1,182,491    41,093   129,436   279,211 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:   30,094    21,625    10,723   -11,389   -14,820   -19,087     6,032   -43,350    -1,499     5,210    -9,176 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     38.0      20.5       6.1      29.9      12.3      10.6       2.6      25.4       0.9       2.8       6.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   229                     :
:      106       102        15        24        32        26        11        35        14        26        33 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   373,516                :
: Positions                                                                                                    :
:  230,195   240,626    40,858    29,969    55,509    16,153    26,010    16,017       609     1,773     1,654 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:  -11,137   -28,472    -7,800    -2,116    -3,679    -1,922     7,495    -9,339       609     1,507      -459 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     61.6      64.4      10.9       8.0      14.9       4.3       7.0       4.3       0.2       0.5       0.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    66                     :
:       31        30         5         9        10         7         4         9         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   176,632                :
: Positions                                                                                                    :
:  134,825   116,309     9,805    35,582    13,947     7,747     3,344     3,499     2,750         0        62 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:   -3,122    15,875     7,022    -9,051     2,583      -492       -63      -490     2,199         0      -213 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     76.3      65.8       5.6      20.1       7.9       4.4       1.9       2.0       1.6       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    51                     :
:       27        28         4         8        10         4         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NWP ROCKIES FIN BASIS - ICE OTC   (Contracts of 2,500  MMBTU'S)                                                :
CFTC Code #023395                                                    Open Interest is   312,955                :
: Positions                                                                                                    :
:  219,264    92,760    57,009   166,589    23,285         0    15,445     9,134         0     2,040       244 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:  -12,689   -13,670      -955      -977    -7,778         0     2,002    -4,066    -1,228      -280      -250 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     70.1      29.6      18.2      53.2       7.4       0.0       4.9       2.9       0.0       0.7       0.1 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    53                     :
:       26        22         4        11        14         0         7         .         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   657,843                :
: Positions                                                                                                    :
:  438,656   286,745   117,471   226,258    77,449        24    44,076    18,588         0       249     1,130 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:  -29,197    -8,350     7,728   -10,883    -8,393         9      -938    -1,075         0      -233      -554 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.7      43.6      17.9      34.4      11.8       0.0       6.7       2.8       0.0       0.0       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    72                     :
:       39        30         9        13        19         .         6         7         0         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   195,563                :
: Positions                                                                                                    :
:  136,173   105,945    33,008    60,974     2,977    11,674    12,302     4,350         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:   -4,177    -8,704    -2,124       293      -186      -820     1,429       588         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     69.6      54.2      16.9      31.2       1.5       6.0       6.3       2.2       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    38                     :
:       24        19         4         4         .         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   313,248                :
: Positions                                                                                                    :
:  229,339   148,710    27,484    78,405    24,830     5,022    36,789    18,017         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:  -19,993   -18,951    -1,105    -4,942    -1,809       -78     3,366       715         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     73.2      47.5       8.8      25.0       7.9       1.6      11.7       5.8       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    58                     :
:       29        27         6        13        11         4         .         5         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   151,760                :
: Positions                                                                                                    :
:  110,437    49,532     2,043    54,335    20,912     8,030    15,583     6,082        61         0       736 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:  -27,366   -14,532       620    -1,857    -2,449     2,323    -8,219        20      -338         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     72.8      32.6       1.3      35.8      13.8       5.3      10.3       4.0       0.0       0.0       0.5 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    48                     :
:       19        23         .        13         9         .         .         4         .         0         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                                     :
CFTC Code #023651                                                    Open Interest is 1,042,239                :
: Positions                                                                                                    :
:   69,044   120,136   226,273    44,387   117,675   142,407   243,768   293,551    26,663    90,758    83,520 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:    9,266     4,641     6,827      -580    10,235     1,297    21,155   -12,229     3,291    -5,263    -1,436 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      6.6      11.5      21.7       4.3      11.3      13.7      23.4      28.2       2.6       8.7       8.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   339                     :
:       46        43        28        11        35        66        73        89        51        47        70 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    41,637                :
: Positions                                                                                                    :
:   17,399    19,608     9,646    13,438     4,781         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:        0         0         0         0         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     41.8      47.1      23.2      32.3      11.5       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- Options and Futures Combined Positions as of July 12, 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    36,175                :
: Positions                                                                                                    :
:   18,953    23,714     6,278     2,190     3,562     1,657       178     2,178         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:        0         0         0         0         0        31         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.4      65.6      17.4       6.1       9.8       4.6       0.5       6.0       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- Options and Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
EUR STYLE NATURAL GAS OPTIONS - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                   :
CFTC Code #02365U                                                    Open Interest is 1,645,851                :
: Positions                                                                                                    :
:  195,396   170,253    56,714    90,101   787,609    56,900    67,454   195,744    34,393    17,570   312,778 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:    7,024     4,377      -244     1,822    18,401    11,797     8,802    13,408    -2,388     1,071     8,853 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     11.9      10.3       3.4       5.5      47.9       3.5       4.1      11.9       2.1       1.1      19.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   155                     :
:       42        39        13        16        28        20        23        35        25        12        32 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 2011              
:                                             Reportable Positions                                             :
:------------------------------------------------------------------------------------------------------------- :
: Producer/Merchant :                             :                             :                              :
:  Processor/User   :        Swap Dealers         :        Managed Money        :      Other Reportables       :
:   Long  :  Short  :   Long  :  Short  :Spreading:   Long  :  Short  :Spreading:   Long  :  Short  :Spreading :
----------------------------------------------------------------------------------------------------------------
NATURAL GAS CAL SPREAD OPT FIN - NEW YORK MERCANTILE EXCHANGE   (Contracts of 10,000 MMBTU'S)                  :
CFTC Code #023A84                                                    Open Interest is    51,827                :
: Positions                                                                                                    :
:    2,868     4,708     3,554     1,365     9,532     6,450     7,927    26,368     1,630        98       845 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:     -376      -388        34        22      -372      -826      -740      -961         4       -13       -40 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:      5.5       9.1       6.9       2.6      18.4      12.4      15.3      50.9       3.1       0.2       1.6 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       10        14         4         4         6         4        13        11         4         .         5 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    77,568                :
: Positions                                                                                                    :
:   41,485    31,581    19,889    23,063     8,858         0     7,095     2,634         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      -27       122         0         0         0         0       -89       182         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     53.5      40.7      25.6      29.7      11.4       0.0       9.1       3.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    30                     :
:        9        12         7         4         6         0         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    66,954                :
: Positions                                                                                                    :
:   35,393    25,505     8,409    22,612     8,156     4,367         0       909         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      -17       -12         0       -17         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     52.9      38.1      12.6      33.8      12.2       6.5       0.0       1.4       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    20                     :
:        8         9         4         4         6         .         0         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   119,010                :
: Positions                                                                                                    :
:   65,563    48,504    17,152    43,805    16,204     4,467       596     3,199         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:     -495      -163         0         0         0       -56      -268       140         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     55.1      40.8      14.4      36.8      13.6       3.8       0.5       2.7       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    34                     :
:       16        15         5         7         6         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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 2,529,394                :
: Positions                                                                                                    :
:  691,345   444,273   136,985   839,051   463,861   295,525    26,595   491,057   206,405    27,140   212,915 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:   12,313    13,065     6,522   -24,062    24,005   -20,010      -676     3,690   -12,167       695    -4,659 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     27.3      17.6       5.4      33.2      18.3      11.7       1.1      19.4       8.2       1.1       8.4 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:   171                     :
:       71        61        12        19        28        26         9        29        20         9        23 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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   981,412                :
: Positions                                                                                                    :
:  160,710   153,764   238,496   283,895   282,397    84,283    61,840    76,290    49,649    32,314    85,484 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:   -1,653       393     9,539     2,222    -3,707    23,266    23,431    -2,375    -5,570      -410     6,138 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     16.4      15.7      24.3      28.9      28.8       8.6       6.3       7.8       5.1       3.3       8.7 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    96                     :
:       23        19        12        12        20        12        12        18        11        11        19 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    21,524                :
: Positions                                                                                                    :
:   20,188    11,619       449     9,049       469        57        10        60         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:     -977      -941      -145      -106        57       -10       -30        30         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     93.8      54.0       2.1      42.0       2.2       0.3       0.0       0.3       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    45                     :
:       31        25         .         9         4         .         .         .         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    13,565                :
: Positions                                                                                                    :
:   11,485     6,021       584     6,679       430       678         0         0       208       105        30 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      223        56         0       228         0         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.7      44.4       4.3      49.2       3.2       5.0       0.0       0.0       1.5       0.8       0.2 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    31                     :
:       16        17         .         4         .         .         0         0         .         .         . :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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     7,868                :
: Positions                                                                                                    :
:    5,223     5,170     1,849     1,765       521         0         0         0         0         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      367       386        83       261        25         0         0         0         0         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     66.4      65.7      23.5      22.4       6.6       0.0       0.0       0.0       0.0       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    28                     :
:       19        14         4         5         5         0         0         0         0         0         0 :
----------------------------------------------------------------------------------------------------------------
Disaggregated Commitments of Traders- Options and Futures Combined Positions as of July 12, 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    11,696                :
: Positions                                                                                                    :
:    9,822     4,253       245     5,660       510         0         0         0       150         0         0 :
:                                                                                                              :
: Changes from:     July 5, 2011                                                                               :
:      830       330         0       405      -240         0         0         0        -5         0         0 :
:                                                                                                              :
: Percent of Open Interest Represented by Each Category of Trader                                              :
:     84.0      36.4       2.1      48.4       4.4       0.0       0.0       0.0       1.3       0.0       0.0 :
:                                                                                                              :
: Number of Traders in Each Category                                  Total Traders:    27                     :
:       15        11         .         6         .         0         0         0         .         0         0 :
----------------------------------------------------------------------------------------------------------------
 

Updated July 15, 2011