```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,125,118
COMMITMENTS
 690,272  280,368  1579647  2842589  3253316  5112508  5113331   12,610   11,787

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:   -167,556)
  29,278 -128,846  -41,122 -153,351    6,699 -165,195 -163,269   -2,361   -4,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      5.5     30.8     55.5     63.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      34       35       60      138      138      204      203
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      335,149
COMMITMENTS
  11,424   21,119    9,284  298,811  300,056  319,519  330,459   15,630    4,690

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      5,033)
  -6,074   -3,118      407    8,961    9,102    3,294    6,391    1,739   -1,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      6.3      2.8     89.2     89.5     95.3     98.6      4.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        6        6       42       42       48       50
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,597
COMMITMENTS
   1,581    6,999    3,402  174,397  169,795  179,380  180,196    3,217    2,401

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,106)
    -132    1,005   -1,092    1,563      917      339      830      767      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      3.8      1.9     95.5     93.0     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        2       35       38       39       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      284,943
COMMITMENTS
   5,102   17,819    2,007  273,683  253,592  280,792  273,418    4,151   11,525

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        653)
     254      145     -434      652      823      472      534      181      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      6.3      0.7     96.0     89.0     98.5     96.0      1.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        4        6       35       35       43       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      742,259
COMMITMENTS
     736   42,885   11,251  726,703  685,387  738,690  739,523    3,569    2,736

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     19,848)
     736    4,714   -3,624   25,227   21,455   22,339   22,545   -2,491   -2,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      5.8      1.5     97.9     92.3     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       2        8        6       56       51       63       60
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,987
COMMITMENTS
  18,254        0    1,229  212,284  234,124  231,767  235,353    8,220    4,634

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        450)
    -744        0      179       -8      677     -573      856    1,023     -406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      0.0      0.5     88.5     97.6     96.6     98.1      3.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        2       29       26       31       28
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      390,265
COMMITMENTS
   4,055    8,537   38,152  340,027  333,489  382,234  380,178    8,031   10,087

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      2,414)
      64   -2,349     -727    3,087    5,624    2,424    2,548      -10     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      2.2      9.8     87.1     85.5     97.9     97.4      2.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        7        5       41       42       47       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      220,702
COMMITMENTS
  17,826   21,922    6,652  193,271  185,324  217,749  213,898    2,953    6,804

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,834)
   1,323     -185      640     -129    1,344    1,834    1,799        0       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      9.9      3.0     87.6     84.0     98.7     96.9      1.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        4        3       33       30       39       35
```

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Updated May 4, 2012