```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,086,248
COMMITMENTS
 747,617  380,016  1344609  2969367  3342608  5061593  5067233   24,655   19,015

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -65,002)
 -50,502   44,778  -76,676   60,560  -32,669  -66,618  -64,567    1,616     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.7      7.5     26.4     58.4     65.7     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      28       40       62      144      139      211      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      312,383
COMMITMENTS
   4,802    3,350    6,197  286,563  300,409  297,562  309,956   14,821    2,427

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     11,196)
   4,188   -1,154     -481    8,328   12,557   12,035   10,922     -839      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.1      2.0     91.7     96.2     95.3     99.2      4.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        5        7       39       42       48       49
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      167,376
COMMITMENTS
     268    9,312    3,328  161,358  152,129  164,954  164,769    2,422    2,607

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      1,930)
     -24   -1,221      105    1,695    2,279    1,776    1,163      154      767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      5.6      2.0     96.4     90.9     98.6     98.4      1.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        2       30       34       32       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      254,645
COMMITMENTS
   5,059   15,580    1,213  242,835  221,783  249,107  238,576    5,538   16,069

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      1,016)
   2,946      901     -704   -2,081      -37      161      160      855      856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      6.1      0.5     95.4     87.1     97.8     93.7      2.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        3       35       33       38       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      780,799
COMMITMENTS
     406   16,489   25,904  751,957  733,499  778,267  775,892    2,532    4,907

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:    -29,951)
      80   -3,038   -7,461  -23,000  -20,115  -30,381  -30,614      430      663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.1      3.3     96.3     93.9     99.7     99.4      0.3      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       2        7        8       55       50       63       59
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      220,139
COMMITMENTS
  13,961        0    1,084  198,522  215,806  213,567  216,890    6,572    3,249

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -2,976)
  -1,234        0      -34   -2,192   -3,406   -3,460   -3,440      484      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.0      0.5     90.2     98.0     97.0     98.5      3.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        2       28       28       30       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      334,026
COMMITMENTS
   3,430    3,348   41,288  282,038  280,790  326,756  325,426    7,270    8,600

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:     -5,180)
  -3,615      456     -286   -1,735   -5,102   -5,636   -4,932      456     -248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      1.0     12.4     84.4     84.1     97.8     97.4      2.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        4        6       37       40       45       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      157,733
COMMITMENTS
  18,430    1,232    4,957  131,275  145,973  154,662  152,162    3,071    5,571

CHANGES FROM 06/05/12 (CHANGE IN OPEN INTEREST:      1,209)
   1,618        0      -82     -605     -208      931     -290      278    1,499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      0.8      3.1     83.2     92.5     98.1     96.5      1.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        2       33       31       38       35
```

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Updated June 15, 2012