```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,812,619
COMMITMENTS
 795,744  211,544  1236791  2760089  3348280  4792624  4796615   19,995   16,004

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:   -143,904)
  25,563  -28,973  -56,620 -105,365  -55,319 -136,422 -140,912   -7,482   -2,992

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    16.5      4.4     25.7     57.4     69.6     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      37       28       54      145      135      206      195
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      322,514
COMMITMENTS
   3,594    8,524    6,704  298,946  302,191  309,244  317,419   13,270    5,095

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      6,125)
   1,715     -980      -74    4,514    5,348    6,155    4,294      -30    1,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      2.6      2.1     92.7     93.7     95.9     98.4      4.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        4        8       38       39       47       47
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      162,904
COMMITMENTS
     436    6,769    3,460  153,924  147,749  157,820  157,978    5,084    4,926

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      2,594)
     -39      180      -20    1,313    1,306    1,254    1,466    1,340    1,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      4.2      2.1     94.5     90.7     96.9     97.0      3.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        1        2       30       34       32       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      280,697
COMMITMENTS
   4,241   21,732    1,618  268,764  246,472  274,623  269,822    6,074   10,875

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     -2,101)
       0    3,866      110   -3,419   -6,021   -3,309   -2,045    1,208      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      7.7      0.6     95.7     87.8     97.8     96.1      2.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        5        5       36       35       41       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      768,282
COMMITMENTS
   2,407   11,061   28,640  734,663  723,343  765,710  763,044    2,572    5,238

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:     13,155)
   1,925   -8,195    7,443    4,760   13,687   14,128   12,935     -973      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.4      3.7     95.6     94.2     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       3        6        7       59       48       67       56
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,882
COMMITMENTS
  10,395        0    2,277  208,290  222,309  220,962  224,586    6,920    3,296

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      3,293)
  -2,977        0      978    4,551    2,197    2,552    3,175      741      118

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      0.0      1.0     91.4     97.6     97.0     98.6      3.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        2       30       28       32       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,212
COMMITMENTS
  12,261    2,561   34,948  283,443  287,694  330,652  325,203    7,560   13,009

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:      2,774)
     -66     -237      350    2,200     -879    2,484     -766      290    3,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      0.8     10.3     83.8     85.1     97.8     96.2      2.2      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        3        6       39       44       46       51
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      159,368
COMMITMENTS
  12,022    3,275    5,262  139,016  145,097  156,300  153,634    3,068    5,734

CHANGES FROM 06/26/12 (CHANGE IN OPEN INTEREST:        418)
     480    1,286   -1,625    1,374    1,241      229      902      189     -484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      2.1      3.3     87.2     91.0     98.1     96.4      1.9      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        2       37       31       42       34
```

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Updated July 3, 2012