```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,589,794
COMMITMENTS
 568,720  257,291  1317220  2686506  3003579  4572446  4578090   17,348   11,704

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     10,151)
  43,367   -2,789    8,855  -40,235    2,327   11,987    8,393   -1,836    1,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.4      5.6     28.7     58.5     65.4     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      43       27       59      143      137      210      200
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      289,999
COMMITMENTS
   4,619   13,141    6,925  265,227  267,632  276,771  287,698   13,228    2,301

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      4,951)
  -1,101       51    1,592    4,386    3,283    4,877    4,926       74       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      4.5      2.4     91.5     92.3     95.4     99.2      4.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        4        6       37       38       44       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      155,797
COMMITMENTS
   4,710    3,772    3,611  145,183  144,885  153,504  152,268    2,293    3,529

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -1,615)
   1,885      466     -169   -2,921   -1,204   -1,205     -907     -410     -708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      2.4      2.3     93.2     93.0     98.5     97.7      1.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        5       31       32       37       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      258,139
COMMITMENTS
   1,032   11,149    3,877  250,211  238,201  255,120  253,227    3,019    4,912

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      7,706)
   1,032    1,395    1,914    7,239    6,569   10,185    9,878   -2,479   -2,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      4.3      1.5     96.9     92.3     98.8     98.1      1.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        4        4       40       40       44       46
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      718,346
COMMITMENTS
   1,769    3,121   17,857  695,155  694,924  714,781  715,902    3,565    2,444

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      3,109)
  -3,029     -640   -1,377    7,648    5,016    3,242    2,999     -133      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.4      2.5     96.8     96.7     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       2        4        6       56       46       63       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      211,999
COMMITMENTS
     596       74    1,309  202,512  206,984  204,417  208,367    7,582    3,632

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:      1,337)
    -395       74      111     -235    1,367     -519    1,552    1,856     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      0.0      0.6     95.5     97.6     96.4     98.3      3.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        2       31       33       33       35
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      280,801
COMMITMENTS
  14,238      797    8,866  251,838  267,924  274,942  277,587    5,859    3,214

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:       -780)
  -6,667        5   -3,008    8,438    2,432   -1,237     -571      457     -209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      0.3      3.2     89.7     95.4     97.9     98.9      2.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        2        4       42       45       46       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/25/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      128,564
COMMITMENTS
   6,803      775    7,746  111,274  113,464  125,823  121,985    2,741    6,579

CHANGES FROM 09/18/12 (CHANGE IN OPEN INTEREST:     -2,963)
  -4,183      775    3,365   -1,837   -6,315   -2,655   -2,175     -308     -788

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.6      6.0     86.6     88.3     97.9     94.9      2.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        1        2       36       30       40       33
```

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Updated September 28, 2012