```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,331,752
COMMITMENTS
 879,553  337,335  1472628  2953373  3498867  5305554  5308830   26,198   22,922

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:    115,168)
  54,846   31,050    1,928   53,080   80,062  109,854  113,040    5,314    2,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      6.3     27.6     55.4     65.6     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      33       36       63      143      137      211      204
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      319,862
COMMITMENTS
   3,688    5,035    7,149  291,497  302,706  302,334  314,890   17,528    4,972

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -3,529)
     737   -2,944      220   -4,523   -1,011   -3,566   -3,735       37      206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.6      2.2     91.1     94.6     94.5     98.4      5.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        4        6       41       40       49       47
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      178,879
COMMITMENTS
   2,735   10,264    4,546  168,389  161,701  175,670  176,511    3,209    2,368

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        668)
   1,692      188       29   -1,200      154      521      371      147      297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      5.7      2.5     94.1     90.4     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        3       33       34       36       38
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      272,989
COMMITMENTS
   1,468   16,144    2,335  262,172  237,579  265,975  256,058    7,014   16,931

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:        353)
  -1,289     -208      242      238     -982     -809     -948    1,162    1,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      5.9      0.9     96.0     87.0     97.4     93.8      2.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        5        4       33       31       37       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      824,113
COMMITMENTS
   2,537   23,742   29,446  788,726  767,572  820,709  820,760    3,404    3,353

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     35,393)
   1,702   -4,848    7,098   26,742   32,862   35,542   35,112     -149      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      2.9      3.6     95.7     93.1     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       3        7        8       56       48       65       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      235,199
COMMITMENTS
  17,561        0    1,079  211,038  231,076  229,678  232,155    5,521    3,044

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      3,141)
     235        0     -244    3,394    4,571    3,385    4,327     -244   -1,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.0      0.5     89.7     98.2     97.7     98.7      2.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        2       31       30       33       32
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      364,595
COMMITMENTS
   3,701    5,001   45,461  308,130  305,074  357,292  355,536    7,303    9,059

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:      2,780)
   1,983   -5,002    2,042   -1,245    5,496    2,780    2,536        0      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      1.4     12.5     84.5     83.7     98.0     97.5      2.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        4        5       38       41       44       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      179,398
COMMITMENTS
  20,840    3,240    6,568  148,932  164,158  176,340  173,966    3,058    5,432

CHANGES FROM 05/22/12 (CHANGE IN OPEN INTEREST:     -6,022)
  -3,014      364    2,066   -5,638   -8,452   -6,586   -6,022      564        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      1.8      3.7     83.0     91.5     98.3     97.0      1.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        4        2       31       31       36       37
```

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Updated June 5, 2012