```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,702,064
COMMITMENTS
 591,092  242,208  1405943  2688702  3043082  4685737  4691233   16,327   10,831

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:    -73,293)
 -34,762   24,475  -59,269   21,858  -37,967  -72,173  -72,761   -1,120     -532

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      5.2     29.9     57.2     64.7     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      42       23       58      142      136      206      199
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      295,151
COMMITMENTS
   3,168   14,508    5,226  272,600  273,055  280,994  292,789   14,157    2,362

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      3,485)
  -1,258    1,451    2,019    1,751      184    2,512    3,654      973     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      4.9      1.8     92.4     92.5     95.2     99.2      4.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        5        6       39       38       48       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      157,052
COMMITMENTS
   1,057    6,707    2,915  150,089  143,880  154,061  153,502    2,991    3,550

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      7,312)
   1,057      489      132    6,934    6,354    8,123    6,975     -811      337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      4.3      1.9     95.6     91.6     98.1     97.7      1.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        3        2       30       33       33       36
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      262,934
COMMITMENTS
   2,010    7,380    3,323  251,884  244,784  257,217  255,487    5,717    7,447

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      8,043)
  -1,392      601    1,473    6,583    7,981    6,664   10,055    1,379   -2,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      2.8      1.3     95.8     93.1     97.8     97.2      2.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        2        3       34       34       37       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      739,292
COMMITMENTS
   5,316    4,609   20,277  711,845  711,278  737,438  736,164    1,854    3,128

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      1,171)
    -320     -374      704      698      872    1,082    1,202       89      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.6      2.7     96.3     96.2     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3        5        8       57       46       65       54
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      216,057
COMMITMENTS
   2,720        0    1,608  206,545  210,780  210,873  212,388    5,184    3,669

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      1,392)
     396     -393     -196    1,497    1,981    1,697    1,392     -305        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      0.0      0.7     95.6     97.6     97.6     98.3      2.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        0        2       33       32       37       34
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      284,639
COMMITMENTS
  22,383    1,588   13,395  241,819  260,676  277,597  275,659    7,042    8,980

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      5,187)
    -142      478   -4,583    8,508    9,168    3,783    5,063    1,404      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.6      4.7     85.0     91.6     97.5     96.8      2.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        3        5       39       42       44       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      141,903
COMMITMENTS
  13,397      300    6,197  119,221  129,182  138,815  135,679    3,088    6,224

CHANGES FROM 08/14/12 (CHANGE IN OPEN INTEREST:      1,009)
  -2,625      300    1,601    2,336      322    1,312    2,223     -303   -1,214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.4      0.2      4.4     84.0     91.0     97.8     95.6      2.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       7        1        4       35       33       42       38
```

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Updated August 24, 2012