```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,775,357
COMMITMENTS
 625,854  217,733  1465212  2666844  3081049  4757910  4763994   17,447   11,363

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:    -35,909)
 -54,508   49,964   21,335   -2,256 -106,012  -35,429  -34,713     -480   -1,196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      4.6     30.7     55.8     64.5     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      45       22       55      143      135      207      195
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      291,666
COMMITMENTS
   4,426   13,057    3,207  270,849  272,871  278,482  289,135   13,184    2,531

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -1,505)
  -1,043    1,987     -602      303   -1,767   -1,342     -382     -163   -1,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      4.5      1.1     92.9     93.6     95.5     99.1      4.5      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        5        6       40       40       47       49
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      149,740
COMMITMENTS
       0    6,218    2,783  143,155  137,526  145,938  146,527    3,802    3,213

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     -1,599)
       0      722     -235   -1,152   -1,292   -1,387     -805     -212     -794

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.2      1.9     95.6     91.8     97.5     97.9      2.5      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       0        3        2       30       33       32       36
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      254,891
COMMITMENTS
   3,402    6,779    1,850  245,301  236,803  250,553  245,432    4,338    9,459

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      8,518)
     240       52      -43    9,213    8,615    9,410    8,624     -892     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      2.7      0.7     96.2     92.9     98.3     96.3      1.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        2        2       33       35       36       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      738,121
COMMITMENTS
   5,636    4,983   19,573  711,147  710,406  736,356  734,962    1,765    3,159

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:     10,649)
     843     -979      585    9,614   11,137   11,042   10,743     -393      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.7      2.7     96.3     96.2     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       5        3        7       58       47       65       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      214,665
COMMITMENTS
   2,324      393    1,804  205,048  208,799  209,176  210,996    5,489    3,669

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      8,133)
  -1,747      393      587   10,569    7,887    9,409    8,867   -1,276     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.2      0.8     95.5     97.3     97.4     98.3      2.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        2       32       32       35       34
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      279,452
COMMITMENTS
  22,525    1,110   17,978  233,311  251,508  273,814  270,596    5,638    8,856

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      2,832)
  -4,059      150    1,997    4,671       54    2,609    2,201      223      631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.4      6.4     83.5     90.0     98.0     96.8      2.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        2        5       39       42       44       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      140,894
COMMITMENTS
  16,022        0    4,596  116,885  128,860  137,503  133,456    3,391    7,438

CHANGES FROM 08/07/12 (CHANGE IN OPEN INTEREST:      2,415)
   4,662        0   -1,350     -936    2,942    2,376    1,592       39      823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      0.0      3.3     83.0     91.5     97.6     94.7      2.4      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        0        3       33       33       39       36
```

----

Updated August 17, 2012