```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,216,584
COMMITMENTS
 824,707  306,285  1470700  2900293  3418805  5195700  5195790   20,884   20,794

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     84,990)
  57,202   38,703   -6,757   32,364   53,084   82,809   85,030    2,181      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    15.8      5.9     28.2     55.6     65.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      45       29       63      141      137      212      204
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      323,391
COMMITMENTS
   2,951    7,979    6,929  296,020  303,717  305,900  318,625   17,491    4,766

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -1,781)
  -2,765   -7,343   -3,132    3,565    8,510   -2,332   -1,965      551      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      2.5      2.1     91.5     93.9     94.6     98.5      5.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        5        6       40       39       48       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      178,211
COMMITMENTS
   1,043   10,076    4,517  169,589  161,547  175,149  176,140    3,062    2,071

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,600)
    -589      796      799      706     -357      916    1,238      684      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      5.7      2.5     95.2     90.6     98.3     98.8      1.7      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        3       34       35       37       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      272,636
COMMITMENTS
   2,757   16,352    2,093  261,934  238,561  266,784  257,006    5,852   15,630

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      1,341)
  -1,131   -1,368      599      447    2,150      -85    1,381    1,426      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      6.0      0.8     96.1     87.5     97.9     94.3      2.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        3        5       34       33       39       38
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      788,720
COMMITMENTS
     835   28,590   22,348  761,984  734,710  785,167  785,648    3,553    3,072

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     23,771)
  -1,189   -5,144    2,783   21,406   26,674   23,000   24,313      771     -542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      3.6      2.8     96.6     93.2     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       1        8        7       57       48       64       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      232,058
COMMITMENTS
  17,326        0    1,323  207,644  226,505  226,293  227,828    5,765    4,230

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:      3,923)
   2,196        0      -15    4,270    4,614    6,451    4,599   -2,528     -676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      0.0      0.6     89.5     97.6     97.5     98.2      2.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        2       28       30       30       32
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      361,815
COMMITMENTS
   1,718   10,003   43,419  309,375  299,578  354,512  353,000    7,303    8,815

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:       -994)
  -1,587   -5,708    3,721   -3,055      753     -921   -1,234      -73      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.8     12.0     85.5     82.8     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        6        5       39       42       45       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      185,420
COMMITMENTS
  23,854    2,876    4,502  154,570  172,610  182,926  179,988    2,494    5,432

CHANGES FROM 05/15/12 (CHANGE IN OPEN INTEREST:     -8,557)
  -1,264   -9,410    1,032   -8,357     -271   -8,589   -8,649       32       92

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.9      1.6      2.4     83.4     93.1     98.7     97.1      1.3      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        3        3       32       31       38       36
```

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Updated May 25, 2012