```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,131,594
COMMITMENTS
 767,505  267,582  1477457  2867929  3365721  5112891  5110760   18,703   20,834

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -9,277)
  36,344  -19,988  -77,096   30,457   81,052  -10,295  -16,032    1,018    6,755

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.0      5.2     28.8     55.9     65.6     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      35       34       60      141      137      207      202
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      325,172
COMMITMENTS
   5,716   15,322   10,061  292,455  295,207  308,232  320,590   16,940    4,582

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      1,346)
      56   -5,617      -70    1,413    6,998    1,399    1,311      -53       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      4.7      3.1     89.9     90.8     94.8     98.6      5.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        5        7       39       39       47       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      176,611
COMMITMENTS
   1,632    9,280    3,718  168,883  161,904  174,233  174,902    2,378    1,709

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      2,865)
     498    3,735     -403    3,269     -467    3,364    2,865     -499        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      5.3      2.1     95.6     91.7     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        3       34       36       37       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      271,295
COMMITMENTS
   3,888   17,720    1,494  261,487  236,411  266,869  255,625    4,426   15,670

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      5,213)
     649    2,896     -101    4,648    1,768    5,196    4,563       17      650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      6.5      0.6     96.4     87.1     98.4     94.2      1.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        4       34       33       39       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      764,949
COMMITMENTS
   2,024   33,734   19,565  740,578  708,036  762,167  761,335    2,782    3,614

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     19,080)
   2,024  -12,729   10,215    7,109   20,956   19,348   18,442     -268      638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      4.4      2.6     96.8     92.6     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       1        8        7       59       50       66       59
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      228,135
COMMITMENTS
  15,130        0    1,338  203,374  221,891  219,842  223,229    8,293    4,906

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:      2,903)
     923        0     -197    2,225    2,514    2,951    2,317      -48      586

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.0      0.6     89.1     97.3     96.4     97.8      3.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        2       27       28       29       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      362,809
COMMITMENTS
   3,305   15,711   39,698  312,430  298,825  355,433  354,234    7,376    8,575

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:       -215)
    -683    2,171    2,828   -2,330   -5,214     -185     -215      -30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      4.3     10.9     86.1     82.4     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        5        5       40       41       46       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      193,977
COMMITMENTS
  25,118   12,286    3,470  162,927  172,881  191,515  188,637    2,462    5,340

CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST:     -4,088)
   4,429   -3,768     -528   -7,993       23   -4,092   -4,273        4      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      6.3      1.8     84.0     89.1     98.7     97.2      1.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        3        2       31       31       36       36
```

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Updated May 21, 2012