```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,794,808
COMMITMENTS
 773,046  174,780  1402287  2603307  3206012  4778640  4783079   16,168   11,729

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:   -288,629)
  -9,797  -16,404  -49,513 -227,365 -222,514 -286,675 -288,431   -1,954     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.1      3.6     29.2     54.3     66.9     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      49       22       59      141      135      209      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      322,386
COMMITMENTS
   7,330   12,392    5,866  295,879  300,966  309,075  319,224   13,311    3,162

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      4,480)
   5,215      937     -882   -1,017    4,326    3,316    4,381    1,164       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      3.8      1.8     91.8     93.4     95.9     99.0      4.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        4        8       38       40       47       49
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      166,198
COMMITMENTS
     561    6,659    3,646  158,336  153,153  162,543  163,458    3,655    2,740

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      2,798)
     217      926     -252    1,630    1,988    1,595    2,662    1,203      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      4.0      2.2     95.3     92.2     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        2       33       34       35       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      270,371
COMMITMENTS
   1,872   13,911    1,452  261,038  245,324  264,362  260,687    6,009    9,684

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      3,768)
     120     -975     -634    3,275    5,311    2,761    3,702    1,007       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      5.1      0.5     96.5     90.7     97.8     96.4      2.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       1        3        4       37       34       41       38
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      748,424
COMMITMENTS
   2,982    5,523   19,780  723,029  718,075  745,791  743,378    2,633    5,046

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -7,883)
    -598       77   -1,229   -6,622   -7,920   -8,449   -9,072      566    1,189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.7      2.6     96.6     95.9     99.6     99.3      0.4      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        3        5       58       48       63       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,723
COMMITMENTS
   6,865        0    1,097  198,852  209,444  206,814  210,541    7,909    4,182

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:        987)
  -1,123        0     -614    1,967      506      230     -108      757    1,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.0      0.5     92.6     97.5     96.3     98.1      3.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        0        2       31       32       34       34
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      306,950
COMMITMENTS
  22,529    1,080   18,614  259,787  278,822  300,930  298,516    6,020    8,434

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:     -3,079)
   5,608     -150   -6,495   -2,848    2,602   -3,735   -4,043      656      964

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.4      6.1     84.6     90.8     98.0     97.3      2.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        2        6       40       43       46       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      148,745
COMMITMENTS
   9,630        0    5,675  131,386  138,760  146,691  144,435    2,054    4,310

CHANGES FROM 07/24/12 (CHANGE IN OPEN INTEREST:      1,796)
     289     -890       50    1,455    2,449    1,794    1,609        2      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      0.0      3.8     88.3     93.3     98.6     97.1      1.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        0        3       40       35       46       38
```

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Updated August 3, 2012