```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,504,757
COMMITMENTS
 613,446  298,478  1270435  2603765  2925429  4487646  4494342   17,111   10,415

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:   -189,382)
  23,851   20,940 -101,064 -110,955 -108,859 -188,168 -188,983   -1,214     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.6      6.6     28.2     57.8     64.9     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      37       30       56      141      134      203      197
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      297,998
COMMITMENTS
   7,218   16,363    4,621  272,947  274,503  284,786  295,487   13,212    2,511

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      4,644)
   2,109     -336      456    2,581    4,378    5,146    4,498     -502      146

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      5.5      1.6     91.6     92.1     95.6     99.2      4.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       6        4        6       38       38       47       45
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      159,408
COMMITMENTS
   1,268    5,132    4,074  149,951  145,807  155,293  155,013    4,115    4,395

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      3,767)
     362      359    1,331    1,746    2,134    3,439    3,824      328      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      3.2      2.6     94.1     91.5     97.4     97.2      2.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       1        5        3       32       32       35       38
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      269,472
COMMITMENTS
   1,952   10,877    2,710  259,094  248,948  263,756  262,535    5,716    6,937

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:       -515)
     302    2,176      496   -1,098   -2,431     -300      241     -215     -756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      4.0      1.0     96.1     92.4     97.9     97.4      2.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       1        3        3       40       36       43       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      766,288
COMMITMENTS
   5,573    4,231   20,310  737,490  738,498  763,373  763,039    2,915    3,249

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:     22,147)
    -659      -47     -115   22,166   22,213   21,392   22,051      755       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.6      2.7     96.2     96.4     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       4        4        8       57       47       65       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,864
COMMITMENTS
   3,299        0    1,324  208,036  213,645  212,659  214,969    6,205    3,895

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        164)
    -214        0      309      133     -118      228      191      -64      -27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      0.6     95.1     97.6     97.2     98.2      2.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        0        2       31       32       34       34
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      296,701
COMMITMENTS
  18,947    1,547   14,428  256,510  276,835  289,885  292,810    6,816    3,891

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:      2,924)
  -1,954        0    1,215    3,698    1,829    2,959    3,044      -35     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.5      4.9     86.5     93.3     97.7     98.7      2.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        2        5       42       44       47       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      148,061
COMMITMENTS
  11,571      600    8,444  124,770  132,485  144,785  141,529    3,276    6,532

CHANGES FROM 08/28/12 (CHANGE IN OPEN INTEREST:        778)
     872      120       -4      216      662    1,084      778     -306        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.4      5.7     84.3     89.5     97.8     95.6      2.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        1        3       39       35       45       39
```

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Updated September 4, 2012