```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,140,871
COMMITMENTS
 731,161  287,570  1554553  2837472  3284669  5123186  5126792   17,685   14,079

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     15,753)
  40,889    7,202  -25,094   -5,117   31,353   10,678   13,461    5,075    2,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.2      5.6     30.2     55.2     63.9     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      37       34       59      138      137      203      204
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      323,826
COMMITMENTS
   5,660   20,939   10,131  291,042  288,209  306,833  319,279   16,993    4,547

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:    -11,323)
  -5,764     -180      847   -7,769  -11,847  -12,686  -11,180    1,363     -143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      6.5      3.1     89.9     89.0     94.8     98.6      5.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        4        7       40       41       48       48
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      173,746
COMMITMENTS
   1,134    5,545    4,121  165,614  162,371  170,869  172,037    2,877    1,709

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:     -8,851)
    -447   -1,454      719   -8,783   -7,424   -8,511   -8,159     -340     -692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      3.2      2.4     95.3     93.5     98.3     99.0      1.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        3       34       36       37       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      266,082
COMMITMENTS
   3,239   14,824    1,595  256,839  234,643  261,673  251,062    4,409   15,020

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:    -18,861)
  -1,863   -2,995     -412  -16,844  -18,949  -19,119  -22,356      258    3,495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      5.6      0.6     96.5     88.2     98.3     94.4      1.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        4       33       32       38       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      745,869
COMMITMENTS
       0   46,463    9,350  733,469  687,080  742,819  742,893    3,050    2,976

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:      3,610)
    -736    3,578   -1,901    6,766    1,693    4,129    3,370     -519      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.2      1.3     98.3     92.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       0        9        6       58       49       64       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      225,232
COMMITMENTS
  14,207        0    1,535  201,149  219,377  216,891  220,912    8,341    4,320

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:    -14,755)
  -4,047        0      306  -11,135  -14,747  -14,876  -14,441      121     -314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.0      0.7     89.3     97.4     96.3     98.1      3.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        2       27       26       29       28
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      363,024
COMMITMENTS
   3,988   13,540   36,870  314,760  304,039  355,618  354,449    7,406    8,575

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:    -27,241)
     -67    5,003   -1,282  -25,267  -29,450  -26,616  -25,729     -625   -1,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      3.7     10.2     86.7     83.8     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        6        5       39       40       45       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      198,065
COMMITMENTS
  20,689   16,054    3,998  170,920  172,858  195,607  192,910    2,458    5,155

CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST:    -22,637)
   2,863   -5,868   -2,654  -22,351  -12,466  -22,142  -20,988     -495   -1,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      8.1      2.0     86.3     87.3     98.8     97.4      1.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        3        2       30       30       35       35
```

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Updated May 11, 2012