```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,889,111
COMMITMENTS
 743,567  208,301  1317461  2810480  3352294  4871508  4878056   17,603   11,055

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:    -20,449)
 -22,707   -5,819   20,979  -15,722  -30,226  -17,450  -15,066   -2,999   -5,383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.2      4.3     26.9     57.5     68.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      40       26       59      146      137      211      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      320,589
COMMITMENTS
   1,458   12,755    5,002  300,745  299,520  307,205  317,277   13,384    3,312

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     12,296)
  -1,700    1,218      342   12,927   10,328   11,569   11,888      727      408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      4.0      1.6     93.8     93.4     95.8     99.0      4.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        5        7       37       39       45       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      162,551
COMMITMENTS
     675    6,483    3,297  155,928  149,754  159,900  159,534    2,651    3,017

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      8,694)
     188     -911      228    8,445    9,128    8,861    8,445     -167      249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      4.0      2.0     95.9     92.1     98.4     98.1      1.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        3        2       33       33       35       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      261,706
COMMITMENTS
   2,062   13,822    1,157  253,156  235,338  256,375  250,317    5,331   11,389

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      4,505)
  -1,598      277     -319    5,847    2,476    3,930    2,434      575    2,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      5.3      0.4     96.7     89.9     98.0     95.6      2.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        3       34       33       38       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      753,706
COMMITMENTS
   2,068    9,620   29,912  719,400  710,142  751,380  749,674    2,326    4,032

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:     10,901)
     268      469       10   11,149   10,269   11,427   10,748     -526      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.3      4.0     95.4     94.2     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       4        4        7       59       50       66       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,309
COMMITMENTS
   8,238        0    2,076  196,416  209,238  206,730  211,314    7,579    2,995

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        519)
  -1,373        0     -182    2,205      673      650      491     -131       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.0      1.0     91.7     97.6     96.5     98.6      3.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        0        2       29       29       32       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      315,564
COMMITMENTS
  16,416    2,243   27,171  266,080  277,845  309,667  307,259    5,897    8,305

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:        589)
   5,212       80   -6,442    2,272    7,072    1,042      710     -453     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.7      8.6     84.3     88.0     98.1     97.4      1.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        3        6       41       44       47       51
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      147,156
COMMITMENTS
  10,184      902    4,931  129,927  135,923  145,042  141,756    2,114    5,400

CHANGES FROM 07/10/12 (CHANGE IN OPEN INTEREST:      4,229)
      63       73      743    4,254    3,261    5,060    4,077     -831      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.9      0.6      3.4     88.3     92.4     98.6     96.3      1.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        2        4       39       33       46       38
```

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Updated July 20, 2012