```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,540,418
COMMITMENTS
 630,236  308,796  1252822  2637432  2951774  4520490  4513392   19,928   27,026

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     35,661)
  16,790   10,318  -17,613   33,667   26,345   32,844   19,050    2,817   16,611

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.9      6.8     27.6     58.1     65.0     99.6     99.4      0.4      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      34       32       54      139      133      200      193
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      281,211
COMMITMENTS
   5,337   12,835    4,908  257,330  260,259  267,575  278,002   13,636    3,209

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -16,787)
  -1,881   -3,528      287  -15,617  -14,244  -17,211  -17,485      424      698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      4.6      1.7     91.5     92.5     95.2     98.9      4.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        4        3       36       36       42       41
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      150,655
COMMITMENTS
   2,433    3,643    3,372  141,589  137,565  147,394  144,580    3,261    6,075

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:     -8,753)
   1,165   -1,489     -702   -8,362   -8,242   -7,899  -10,433     -854    1,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.4      2.2     94.0     91.3     97.8     96.0      2.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        2       29       29       32       33
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      248,847
COMMITMENTS
       0    8,171    2,851  239,048  229,639  241,899  240,661    6,948    8,186

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -20,625)
  -1,952   -2,706      141  -20,046  -19,309  -21,857  -21,874    1,232    1,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.3      1.1     96.1     92.3     97.2     96.7      2.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       0        2        1       36       37       37       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      715,837
COMMITMENTS
   2,700    4,269   18,751  686,012  679,845  707,463  702,865    8,374   12,972

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -50,451)
  -2,873       38   -1,559  -51,478  -58,653  -55,910  -60,174    5,459    9,723

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.6      2.6     95.8     95.0     98.8     98.2      1.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       4        3        6       52       45       59       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      204,112
COMMITMENTS
   1,354        0      835  195,838  196,155  198,027  196,990    6,085    7,122

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -14,752)
  -1,945        0     -489  -12,198  -17,490  -14,632  -17,979     -120    3,227

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.0      0.4     95.9     96.1     97.0     96.5      3.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        1       30       31       32       32
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      275,221
COMMITMENTS
  19,240    1,058   12,026  237,619  256,104  268,885  269,188    6,336    6,033

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -21,480)
     293     -489   -2,402  -18,891  -20,731  -21,000  -23,622     -480    2,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      0.4      4.4     86.3     93.1     97.7     97.8      2.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        2        5       40       44       45       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      129,887
COMMITMENTS
  10,570        0    4,177  111,691  117,077  126,438  121,254    3,449    8,633

CHANGES FROM 09/04/12 (CHANGE IN OPEN INTEREST:    -18,174)
  -1,001     -600   -4,267  -13,079  -15,408  -18,347  -20,275      173    2,101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.1      0.0      3.2     86.0     90.1     97.3     93.4      2.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        2       30       27       34       29
```

----

Updated September 14, 2012