```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,151,250
COMMITMENTS
 798,119  335,238  1421285  2908807  3375277  5128211  5131800   23,039   19,450

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:   -180,502)
 -81,434   -2,097  -51,343  -44,566 -123,590 -177,343 -177,030   -3,159   -3,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      6.5     27.6     56.5     65.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      31       37       61      142      135      207      201
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      301,187
COMMITMENTS
     614    4,504    6,678  278,235  287,852  285,527  299,034   15,660    2,153

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -18,675)
  -3,074     -531     -471  -13,262  -14,854  -16,807  -15,856   -1,868   -2,819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.5      2.2     92.4     95.6     94.8     99.3      5.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        7        7       39       42       47       49
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      165,446
COMMITMENTS
     292   10,533    3,223  159,663  149,850  163,178  163,606    2,268    1,840

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -13,433)
  -2,443      269   -1,323   -8,726  -11,851  -12,492  -12,905     -941     -528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      6.4      1.9     96.5     90.6     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        2       30       34       32       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      253,629
COMMITMENTS
   2,113   14,679    1,917  244,916  221,820  248,946  238,416    4,683   15,213

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -19,360)
     645   -1,465     -418  -17,256  -15,759  -17,029  -17,642   -2,331   -1,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      5.8      0.8     96.6     87.5     98.2     94.0      1.8      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        3        4       34       32       38       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      810,750
COMMITMENTS
     326   19,527   33,365  774,957  753,614  808,648  806,506    2,102    4,244

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -13,363)
  -2,211   -4,215    3,919  -13,769  -13,958  -12,061  -14,254   -1,302      891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      2.4      4.1     95.6     93.0     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       1        8        8       55       48       63       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      223,115
COMMITMENTS
  15,195        0    1,118  200,714  219,212  217,027  220,330    6,088    2,785

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -12,084)
  -2,366        0       39  -10,324  -11,864  -12,651  -11,825      567     -259

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.0      0.5     90.0     98.3     97.3     98.8      2.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        2       29       29       31       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      339,206
COMMITMENTS
   7,045    2,892   41,574  283,773  285,892  332,392  330,358    6,814    8,848

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -25,389)
   3,344   -2,109   -3,887  -24,357  -19,182  -24,900  -25,178     -489     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.9     12.3     83.7     84.3     98.0     97.4      2.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        4        6       36       39       43       46
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      156,524
COMMITMENTS
  16,812    1,232    5,039  131,880  146,181  153,731  152,452    2,793    4,072

CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST:    -22,874)
  -4,028   -2,008   -1,529  -17,052  -17,977  -22,609  -21,514     -265   -1,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.7      0.8      3.2     84.3     93.4     98.2     97.4      1.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        2       34       31       39       35
```

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Updated June 8, 2012