```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,579,643
COMMITMENTS
 525,353  260,080  1308365  2726741  3001252  4560459  4569697   19,184    9,946

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:     39,225)
-104,883  -48,716   55,543   89,309   49,478   39,969   56,305     -744  -17,080

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.5      5.7     28.6     59.5     65.5     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      41       27       57      141      135      205      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      285,048
COMMITMENTS
   5,720   13,090    5,333  260,841  264,349  271,894  282,772   13,154    2,276

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      3,837)
     383      255      425    3,511    4,090    4,319    4,770     -482     -933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      4.6      1.9     91.5     92.7     95.4     99.2      4.6      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        4        4       37       38       44       44
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      157,412
COMMITMENTS
   2,825    3,306    3,780  148,104  146,089  154,709  153,175    2,703    4,237

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      6,757)
     392     -337      408    6,515    8,524    7,315    8,595     -558   -1,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      2.1      2.4     94.1     92.8     98.3     97.3      1.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        3       30       32       34       36
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      250,433
COMMITMENTS
       0    9,754    1,963  242,972  231,632  244,935  243,349    5,498    7,084

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      1,586)
       0    1,583     -888    3,924    1,993    3,036    2,688   -1,450   -1,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      3.9      0.8     97.0     92.5     97.8     97.2      2.2      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       0        2        1       37       37       38       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      715,237
COMMITMENTS
   4,798    3,761   19,234  687,507  689,908  711,539  712,903    3,698    2,334

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:       -600)
   2,098     -508      483    1,495   10,063    4,076   10,038   -4,676  -10,638

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      0.5      2.7     96.1     96.5     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        3        6       53       45       60       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      210,662
COMMITMENTS
     991        0    1,198  202,747  205,617  204,936  206,815    5,726    3,847

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      6,550)
    -363        0      363    6,909    9,462    6,909    9,825     -359   -3,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      0.6     96.2     97.6     97.3     98.2      2.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        1       31       30       33       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      281,581
COMMITMENTS
  20,905      792   11,874  243,400  265,492  276,179  278,158    5,402    3,423

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      6,360)
   1,665     -266     -152    5,781    9,388    7,294    8,970     -934   -2,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.3      4.2     86.4     94.3     98.1     98.8      1.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        1        4       42       45       46       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      131,527
COMMITMENTS
  10,986        0    4,381  113,111  119,779  128,478  124,160    3,049    7,367

CHANGES FROM 09/11/12 (CHANGE IN OPEN INTEREST:      1,640)
     416        0      204    1,420    2,702    2,040    2,906     -400   -1,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.4      0.0      3.3     86.0     91.1     97.7     94.4      2.3      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        0        2       33       29       38       31
```

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Updated September 21, 2012