```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,834,722
COMMITMENTS
 570,386  156,246  1480975  2762684  3182892  4814045  4820113   20,677   14,609

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    244,928)
   1,666 -101,045  163,755   76,178  179,313  241,599  242,023    3,329    2,905

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      3.2     30.6     57.1     65.8     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      48       26       62      137      133      206      200
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      293,681
COMMITMENTS
   6,213   15,329    6,031  268,452  269,959  280,696  291,319   12,985    2,362

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      3,682)
   1,594    2,188     -894    3,225    2,327    3,925    3,621     -243       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      5.2      2.1     91.4     91.9     95.6     99.2      4.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        5        6       38       40       45       48
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,977
COMMITMENTS
   4,583    4,689    4,104  153,320  151,925  162,007  160,718    1,970    3,259

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      8,180)
    -127      917      493    8,137    7,040    8,503    8,450     -323     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      2.9      2.5     93.5     92.7     98.8     98.0      1.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        3        5       35       34       41       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      262,503
COMMITMENTS
   2,438   11,621    2,797  253,283  243,506  258,518  257,924    3,985    4,579

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      4,364)
   1,406      472   -1,080    3,072    5,305    3,398    4,697      966     -333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      4.4      1.1     96.5     92.8     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        4        3       41       40       45       45
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      685,223
COMMITMENTS
   1,645    4,913   13,511  665,542  664,906  680,698  683,330    4,525    1,893

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:    -33,123)
    -124    1,792   -4,346  -29,613  -30,018  -34,083  -32,572      960     -551

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.7      2.0     97.1     97.0     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       1        3        5       51       44       56       50
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      216,250
COMMITMENTS
   2,407        0    1,029  205,094  211,740  208,530  212,769    7,720    3,481

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      4,251)
   1,811      -74     -280    2,582    4,756    4,113    4,402      138     -151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      0.5     94.8     97.9     96.4     98.4      3.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        0        2       32       34       34       36
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      298,789
COMMITMENTS
  16,793       98    9,592  266,314  286,074  292,699  295,764    6,090    3,025

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:     17,988)
   2,555     -699      726   14,476   18,150   17,757   18,177      231     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.6      0.0      3.2     89.1     95.7     98.0     99.0      2.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        1        3       41       47       44       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      132,043
COMMITMENTS
   5,703    1,674    7,898  114,957  115,986  128,558  125,558    3,485    6,485

CHANGES FROM 09/25/12 (CHANGE IN OPEN INTEREST:      3,479)
  -1,100      899      152    3,683    2,522    2,735    3,573      744      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      1.3      6.0     87.1     87.8     97.4     95.1      2.6      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        1        2       35       30       39       33
```

----

Updated October 5, 2012