```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,956,523
COMMITMENTS
 770,181  240,517  1293411  2865454  3403599  4929046  4937527   27,477   18,996

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:    -46,716)
  25,862 -105,503   -6,701  -64,025   76,915  -44,864  -35,289   -1,852  -11,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.5      4.9     26.1     57.8     68.7     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      35       33       60      146      139      211      204
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      316,389
COMMITMENTS
   1,879    9,504    6,778  294,432  296,843  303,089  313,125   13,300    3,264

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      1,926)
  -1,312    3,896    1,142    3,403   -4,501    3,233      537   -1,307    1,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      3.0      2.1     93.1     93.8     95.8     99.0      4.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        7        8       38       42       47       52
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      160,310
COMMITMENTS
     475    6,589    3,480  152,611  146,443  156,566  156,512    3,744    3,798

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     -2,780)
     475   -1,485      116   -3,413   -1,908   -2,822   -3,277       42      497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      4.1      2.2     95.2     91.3     97.7     97.6      2.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        1        2       30       34       32       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      282,798
COMMITMENTS
   4,241   17,866    1,508  272,183  252,493  277,932  271,867    4,866   10,931

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:     10,558)
  -1,116    2,594      448   10,981   11,669   10,313   14,711      245   -4,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      6.3      0.5     96.2     89.3     98.3     96.1      1.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        4        5       36       34       41       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      755,127
COMMITMENTS
     482   19,256   21,197  729,903  709,656  751,582  750,109    3,545    5,018

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      4,050)
    -834    7,922   -5,117    9,630      345    3,679    3,150      371      900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.6      2.8     96.7     94.0     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       2        6        7       58       50       65       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      224,589
COMMITMENTS
  13,372        0    1,299  203,739  220,112  218,410  221,411    6,179    3,178

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      2,556)
    -771        0       49    3,732    2,541    3,010    2,590     -454      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      0.0      0.6     90.7     98.0     97.2     98.6      2.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        2       30       28       32       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      335,438
COMMITMENTS
  12,327    2,798   34,598  281,243  288,573  328,168  325,969    7,270    9,469

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:        309)
    -402     -163     -398    1,047     -153      247     -714       62    1,023

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.8     10.3     83.8     86.0     97.8     97.2      2.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        4        7       39       43       46       51
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      158,950
COMMITMENTS
  11,542    1,989    6,887  137,642  143,856  156,071  152,732    2,879    6,218

CHANGES FROM 06/19/12 (CHANGE IN OPEN INTEREST:      5,879)
  -1,909    1,005    1,115    6,863    3,353    6,069    5,473     -190      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      1.3      4.3     86.6     90.5     98.2     96.1      1.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        2       35       32       40       35
```

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Updated June 29, 2012