```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,694,139
COMMITMENTS
 589,595  277,538  1371499  2714720  3034288  4675814  4683325   18,325   10,814

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -7,925)
  -1,497   35,330  -34,444   26,018   -8,794   -9,923   -7,908    1,998      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      5.9     29.2     57.8     64.6     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      43       29       61      141      137      210      202
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      293,354
COMMITMENTS
   5,109   16,699    4,165  270,366  270,125  279,640  290,989   13,714    2,365

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -1,797)
   1,941    2,191   -1,061   -2,234   -2,930   -1,354   -1,800     -443        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      5.7      1.4     92.2     92.1     95.3     99.2      4.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        5        5       38       38       46       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      155,641
COMMITMENTS
     906    4,773    2,743  148,205  143,673  151,854  151,189    3,787    4,452

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:     -1,411)
    -151   -1,934     -172   -1,884     -207   -2,207   -2,313      796      902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      3.1      1.8     95.2     92.3     97.6     97.1      2.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        4        1       31       32       33       36
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      269,987
COMMITMENTS
   1,650    8,701    2,214  260,192  251,379  264,056  262,294    5,931    7,693

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      7,053)
    -360    1,321   -1,109    8,308    6,595    6,839    6,807      214      246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      3.2      0.8     96.4     93.1     97.8     97.2      2.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        1        2       38       37       40       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      744,141
COMMITMENTS
   6,232    4,278   20,425  715,324  716,285  741,981  740,988    2,160    3,153

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      4,849)
     916     -331      148    3,479    5,007    4,543    4,824      306       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.6      2.7     96.1     96.3     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       5        3        8       58       47       66       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,700
COMMITMENTS
   3,513        0    1,015  207,903  213,763  212,431  214,778    6,269    3,922

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      2,643)
     793        0     -593    1,358    2,983    1,558    2,390    1,085      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      0.5     95.1     97.7     97.1     98.2      2.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        1       31       32       34       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      293,777
COMMITMENTS
  20,901    1,547   13,213  252,812  275,006  286,926  289,766    6,851    4,011

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      9,138)
  -1,482      -41     -182   10,993   14,330    9,329   14,107     -191   -4,969

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      0.5      4.5     86.1     93.6     97.7     98.6      2.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        2        5       42       43       47       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      147,283
COMMITMENTS
  10,699      480    8,448  124,554  131,823  143,701  140,751    3,582    6,532

CHANGES FROM 08/21/12 (CHANGE IN OPEN INTEREST:      5,380)
  -2,698      180    2,251    5,333    2,641    4,886    5,072      494      308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.3      5.7     84.6     89.5     97.6     95.6      2.4      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        1        3       39       35       45       39
```

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Updated August 31, 2012