```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,909,560
COMMITMENTS
 766,274  214,120  1296482  2826202  3382520  4888958  4893122   20,602   16,438

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     96,941)
 -29,470    2,576   59,691   66,113   34,240   96,334   96,507      607      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.6      4.4     26.4     57.6     68.9     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      36       30       57      143      135      206      196
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      308,293
COMMITMENTS
   3,158   11,537    4,660  287,818  289,192  295,636  305,389   12,657    2,904

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -14,221)
    -436    3,013   -2,044  -11,128  -12,999  -13,608  -12,030     -613   -2,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      3.7      1.5     93.4     93.8     95.9     99.1      4.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        5        8       36       38       45       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,857
COMMITMENTS
     487    7,394    3,069  147,483  140,626  151,039  151,089    2,818    2,768

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:     -9,047)
      51      625     -391   -6,441   -7,123   -6,781   -6,889   -2,266   -2,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      4.8      2.0     95.9     91.4     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        3        2       32       35       34       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      257,201
COMMITMENTS
   3,660   13,545    1,476  247,309  232,862  252,445  247,883    4,756    9,318

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -23,496)
    -581   -8,187     -142  -21,455  -13,610  -22,178  -21,939   -1,318   -1,557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      5.3      0.6     96.2     90.5     98.2     96.4      1.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        4        3       35       36       39       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      742,805
COMMITMENTS
   1,800    9,151   29,902  708,251  699,873  739,953  738,926    2,852    3,879

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -25,477)
    -607   -1,910    1,262  -26,412  -23,470  -25,757  -24,118      280   -1,359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.2      4.0     95.3     94.2     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       4        4        7       58       50       65       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      213,790
COMMITMENTS
   9,611        0    2,258  194,211  208,565  206,080  210,823    7,710    2,967

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -14,092)
    -784        0      -19  -14,079  -13,744  -14,882  -13,763      790     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      0.0      1.1     90.8     97.6     96.4     98.6      3.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        2       28       28       30       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      314,975
COMMITMENTS
  11,204    2,163   33,613  263,808  270,773  308,625  306,549    6,350    8,426

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -23,237)
  -1,057     -398   -1,335  -19,635  -16,921  -22,027  -18,654   -1,210   -4,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.7     10.7     83.8     86.0     98.0     97.3      2.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        4        5       38       41       43       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      142,927
COMMITMENTS
  10,121      829    4,188  125,673  132,662  139,982  137,679    2,945    5,248

CHANGES FROM 07/03/12 (CHANGE IN OPEN INTEREST:    -16,441)
  -1,901   -2,446   -1,074  -13,343  -12,435  -16,318  -15,955     -123     -486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.6      2.9     87.9     92.8     97.9     96.3      2.1      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       6        1        2       35       30       41       33
```

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Updated July 13, 2012