```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,083,437
COMMITMENTS
 782,843  191,184  1451800  2830672  3428526  5065315  5071510   18,122   11,927

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:    194,326)
  39,276  -17,117  134,339   20,192   76,232  193,807  193,454      519      872

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.4      3.8     28.6     55.7     67.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      45       22       58      144      137      209      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      317,906
COMMITMENTS
   2,115   11,455    6,748  296,896  296,640  305,759  314,843   12,147    3,063

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -2,683)
     657   -1,300    1,746   -3,849   -2,880   -1,446   -2,434   -1,237     -249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      3.6      2.1     93.4     93.3     96.2     99.0      3.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        4        6       37       40       45       47
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,400
COMMITMENTS
     344    5,733    3,898  156,706  151,165  160,948  160,796    2,452    2,604

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:        849)
    -331     -750      601      778    1,411    1,048    1,262     -199     -413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      3.5      2.4     95.9     92.5     98.5     98.4      1.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        2       33       33       35       36
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      266,603
COMMITMENTS
   1,752   14,886    2,086  257,763  240,013  261,601  256,985    5,002    9,618

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      4,897)
    -310    1,064      929    4,607    4,675    5,226    6,668     -329   -1,771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      5.6      0.8     96.7     90.0     98.1     96.4      1.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        4       34       32       38       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      756,307
COMMITMENTS
   3,580    5,446   21,009  729,651  725,995  754,240  752,450    2,067    3,857

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:      2,601)
   1,512   -4,174   -8,903   10,251   15,853    2,860    2,776     -259     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.7      2.8     96.5     96.0     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3        5        6       58       49       64       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      213,736
COMMITMENTS
   7,988        0    1,711  196,885  208,938  206,584  210,649    7,152    3,087

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -573)
    -250        0     -365      469     -300     -146     -665     -427       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      0.8     92.1     97.8     96.7     98.6      3.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        0        3       30       30       34       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      310,029
COMMITMENTS
  16,921    1,230   25,109  262,635  276,220  304,665  302,559    5,364    7,470

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:     -5,535)
     505   -1,013   -2,062   -3,445   -1,625   -5,002   -4,700     -533     -835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.4      8.1     84.7     89.1     98.3     97.6      1.7      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        2        6       40       43       46       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      146,949
COMMITMENTS
   9,341      890    5,625  129,931  136,311  144,897  142,826    2,052    4,123

CHANGES FROM 07/17/12 (CHANGE IN OPEN INTEREST:       -207)
    -843      -12      694        4      388     -145    1,070      -62   -1,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.6      3.8     88.4     92.8     98.6     97.2      1.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        2        4       39       34       45       39
```

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Updated July 27, 2012