```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 5,125,118:   690,272    280,368  1,579,647  2,842,589  3,253,316  5,112,508  5,113,331:    12,610     11,787
Old  : 5,125,118:   690,272    280,368  1,579,647  2,842,589  3,253,316  5,112,508  5,113,331:    12,610     11,787
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :  -167,556:    29,278   -128,846    -41,122   -153,351      6,699   -165,195   -163,269:    -2,361     -4,287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        5.5       30.8       55.5       63.5       99.8       99.8:       0.2        0.2
Old  :     100.0:      13.5        5.5       30.8       55.5       63.5       99.8       99.8:       0.2        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       225:        34         35         60        138        138        204        203:
Old  :       225:        34         35         60        138        138        204        203:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.1       21.0       41.8       35.3       18.3       16.3       25.3       23.2
Old  :                 24.1       21.0       41.8       35.3       18.3       16.3       25.3       23.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                        Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   335,149:    11,424     21,119      9,284    298,811    300,056    319,519    330,459:    15,630      4,690
Old  :   335,149:    11,424     21,119      9,284    298,811    300,056    319,519    330,459:    15,630      4,690
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     5,033:    -6,074     -3,118        407      8,961      9,102      3,294      6,391:     1,739     -1,358
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4        6.3        2.8       89.2       89.5       95.3       98.6:       4.7        1.4
Old  :     100.0:       3.4        6.3        2.8       89.2       89.5       95.3       98.6:       4.7        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         2          6          6         42         42         48         50:
Old  :        56:         2          6          6         42         42         48         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       47.3       54.6       64.5       34.3       37.1       43.5       48.4
Old  :                 40.4       47.3       54.6       64.5       34.3       37.1       43.5       48.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                       Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   182,597:     1,581      6,999      3,402    174,397    169,795    179,380    180,196:     3,217      2,401
Old  :   182,597:     1,581      6,999      3,402    174,397    169,795    179,380    180,196:     3,217      2,401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     1,106:      -132      1,005     -1,092      1,563        917        339        830:       767        276
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        3.8        1.9       95.5       93.0       98.2       98.7:       1.8        1.3
Old  :     100.0:       0.9        3.8        1.9       95.5       93.0       98.2       98.7:       1.8        1.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         3          2          2         35         38         39         41:
Old  :        43:         3          2          2         35         38         39         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.5       37.6       73.7       54.5       50.5       31.9       58.3       43.6
Old  :                 58.5       37.6       73.7       54.5       50.5       31.9       58.3       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                         Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   284,943:     5,102     17,819      2,007    273,683    253,592    280,792    273,418:     4,151     11,525
Old  :   284,943:     5,102     17,819      2,007    273,683    253,592    280,792    273,418:     4,151     11,525
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       653:       254        145       -434        652        823        472        534:       181        119
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.8        6.3        0.7       96.0       89.0       98.5       96.0:       1.5        4.0
Old  :     100.0:       1.8        6.3        0.7       96.0       89.0       98.5       96.0:       1.5        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        52:         4          4          6         35         35         43         41:
Old  :        52:         4          4          6         35         35         43         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.2       49.6       65.7       71.1       46.0       42.1       62.8       57.8
Old  :                 48.2       49.6       65.7       71.1       46.0       42.1       62.8       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   742,259:       736     42,885     11,251    726,703    685,387    738,690    739,523:     3,569      2,736
Old  :   742,259:       736     42,885     11,251    726,703    685,387    738,690    739,523:     3,569      2,736
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :    19,848:       736      4,714     -3,624     25,227     21,455     22,339     22,545:    -2,491     -2,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        5.8        1.5       97.9       92.3       99.5       99.6:       0.5        0.4
Old  :     100.0:       0.1        5.8        1.5       97.9       92.3       99.5       99.6:       0.5        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:         2          8          6         56         51         63         60:
Old  :        70:         2          8          6         56         51         63         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.4       38.3       58.1       54.6       33.2       28.9       49.2       41.1
Old  :                 39.4       38.3       58.1       54.6       33.2       28.9       49.2       41.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                             Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   239,987:    18,254          0      1,229    212,284    234,124    231,767    235,353:     8,220      4,634
Old  :   239,987:    18,254          0      1,229    212,284    234,124    231,767    235,353:     8,220      4,634
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :       450:      -744          0        179         -8        677       -573        856:     1,023       -406
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        0.0        0.5       88.5       97.6       96.6       98.1:       3.4        1.9
Old  :     100.0:       7.6        0.0        0.5       88.5       97.6       96.6       98.1:       3.4        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         2          0          2         29         26         31         28:
Old  :        40:         2          0          2         29         26         31         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.4       58.3       67.7       78.8       39.6       58.1       55.3       70.3
Old  :                 46.4       58.3       67.7       78.8       39.6       58.1       55.3       70.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                 Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   390,265:     4,055      8,537     38,152    340,027    333,489    382,234    380,178:     8,031     10,087
Old  :   390,265:     4,055      8,537     38,152    340,027    333,489    382,234    380,178:     8,031     10,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     2,414:        64     -2,349       -727      3,087      5,624      2,424      2,548:       -10       -134
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0        2.2        9.8       87.1       85.5       97.9       97.4:       2.1        2.6
Old  :     100.0:       1.0        2.2        9.8       87.1       85.5       97.9       97.4:       2.1        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        60:         2          7          5         41         42         47         50:
Old  :        60:         2          7          5         41         42         47         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       57.3       54.5       68.6       32.5       51.3       47.3       59.7
Old  :                 36.8       57.3       54.5       68.6       32.5       51.3       47.3       59.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 1, 2012                     
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   220,702:    17,826     21,922      6,652    193,271    185,324    217,749    213,898:     2,953      6,804
Old  :   220,702:    17,826     21,922      6,652    193,271    185,324    217,749    213,898:     2,953      6,804
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: April 24, 2012                       :
     :     1,834:     1,323       -185        640       -129      1,344      1,834      1,799:         0         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        9.9        3.0       87.6       84.0       98.7       96.9:       1.3        3.1
Old  :     100.0:       8.1        9.9        3.0       87.6       84.0       98.7       96.9:       1.3        3.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:         4          4          3         33         30         39         35:
Old  :        47:         4          4          3         33         30         39         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.1       43.6       72.2       59.5       58.9       39.8       66.3       53.7
Old  :                 59.1       43.6       72.2       59.5       58.9       39.8       66.3       53.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated May 4, 2012