```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,003,239
COMMITMENTS
 744,319  346,020  1300112  2929479  3326684  4973910  4972816   29,329   30,423

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -83,009)
  -3,298  -33,996  -44,497  -39,888  -15,924  -87,683  -94,417    4,674   11,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.9      6.9     26.0     58.6     66.5     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      33       36       62      143      137      210      203
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      314,463
COMMITMENTS
   3,191    5,608    5,636  291,029  301,344  299,856  312,588   14,607    1,875

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      2,080)
  -1,611    2,258     -561    4,466      935    2,294    2,632     -214     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      1.8      1.8     92.5     95.8     95.4     99.4      4.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        6        7       40       42       49       49
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,090
COMMITMENTS
       0    8,074    3,364  156,024  148,351  159,388  159,789    3,702    3,301

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -4,286)
    -268   -1,238       36   -5,334   -3,778   -5,566   -4,980    1,280      694

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.0      2.1     95.7     91.0     97.7     98.0      2.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        2        1       30       34       31       36
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      272,240
COMMITMENTS
   5,357   15,272    1,060  261,202  240,824  267,619  257,156    4,621   15,084

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     17,595)
     298     -308     -153   18,367   19,041   18,512   18,580     -917     -985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      5.6      0.4     95.9     88.5     98.3     94.5      1.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        3       35       33       39       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      751,077
COMMITMENTS
   1,316   11,334   26,314  720,273  709,311  747,903  746,959    3,174    4,118

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:    -29,722)
     910   -5,155      410  -31,684  -24,188  -30,364  -28,933      642     -789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.5      3.5     95.9     94.4     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       3        6        8       57       50       65       59
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      222,033
COMMITMENTS
  14,143        0    1,250  200,007  217,571  215,400  218,821    6,633    3,212

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,894)
     182        0      166    1,485    1,765    1,833    1,931       61      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.0      0.6     90.1     98.0     97.0     98.6      3.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        2       29       28       31       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      335,129
COMMITMENTS
  12,729    2,961   34,996  280,196  288,726  327,921  326,683    7,208    8,446

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:      1,103)
   9,299     -387   -6,292   -1,842    7,936    1,165    1,257      -62     -154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      0.9     10.4     83.6     86.2     97.8     97.5      2.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        5        6       38       41       45       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,071
COMMITMENTS
  13,451      984    5,772  130,779  140,503  150,002  147,259    3,069    5,812

CHANGES FROM 06/12/12 (CHANGE IN OPEN INTEREST:     -4,662)
  -4,979     -248      815     -496   -5,470   -4,660   -4,903       -2      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.6      3.8     85.4     91.8     98.0     96.2      2.0      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        1        2       34       31       39       34
```

----

Updated June 22, 2012