```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,811,266
COMMITMENTS
 680,362  167,769  1443877  2669100  3187061  4793339  4798707   17,927   12,559

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     16,458)
 -92,684   -7,011   41,590   65,793  -18,951   14,699   15,628    1,759      830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.1      3.5     30.0     55.5     66.2     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      41       26       58      144      135      210      196
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      293,171
COMMITMENTS
   5,469   11,070    3,809  270,546  274,638  279,824  289,517   13,347    3,654

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -29,215)
  -1,861   -1,322   -2,057  -25,333  -26,328  -29,251  -29,707       36      492

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      3.8      1.3     92.3     93.7     95.4     98.8      4.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        4        5       37       39       44       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      151,339
COMMITMENTS
       0    5,496    3,018  144,307  138,818  147,325  147,332    4,014    4,007

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -14,859)
    -561   -1,163     -628  -14,029  -14,335  -15,218  -16,126      359    1,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.6      2.0     95.4     91.7     97.3     97.4      2.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       0        3        2       29       31       31       34
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,373
COMMITMENTS
   3,162    6,727    1,893  236,088  228,188  241,143  236,808    5,230    9,565

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -23,998)
   1,290   -7,184      441  -24,950  -17,136  -23,219  -23,879     -779     -119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      2.7      0.8     95.8     92.6     97.9     96.1      2.1      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        3       32       34       36       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      727,472
COMMITMENTS
   4,793    5,962   18,988  701,533  699,269  725,314  724,219    2,158    3,253

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -20,952)
   1,811      439     -792  -21,496  -18,806  -20,477  -19,159     -475   -1,793

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.8      2.6     96.4     96.1     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       5        3        7       56       47       63       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      206,532
COMMITMENTS
   4,071        0    1,217  194,479  200,912  199,767  202,129    6,765    4,403

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:     -8,191)
  -2,794        0      120   -4,373   -8,532   -7,047   -8,412   -1,144      221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.0      0.6     94.2     97.3     96.7     97.9      3.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        2       30       30       33       32
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      276,620
COMMITMENTS
  26,584      960   15,981  228,640  251,454  271,205  268,395    5,415    8,225

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -30,330)
   4,055     -120   -2,633  -31,147  -27,368  -29,725  -30,121     -605     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      0.3      5.8     82.7     90.9     98.0     97.0      2.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        2        6       40       42       46       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      138,479
COMMITMENTS
  11,360        0    5,946  117,821  125,918  135,127  131,864    3,352    6,615

CHANGES FROM 07/31/12 (CHANGE IN OPEN INTEREST:    -10,266)
   1,730        0      271  -13,565  -12,842  -11,564  -12,571    1,298    2,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0      4.3     85.1     90.9     97.6     95.2      2.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       6        0        3       32       32       38       35
```

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Updated August 10, 2012