NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,969,699
COMMITMENTS
 574,276  142,528  1495694  2870302  3306139  4940272  4944361   29,427   25,338

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    134,977)
   3,890  -13,718   14,719  107,618  123,247  126,227  124,248    8,750   10,729

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      2.9     30.1     57.8     66.5     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      50       24       62      139      135      210      200
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      267,586
COMMITMENTS
   3,202    9,497    3,411  247,986  251,506  254,599  264,414   12,987    3,172

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    -26,095)
  -3,011   -5,832   -2,620  -20,466  -18,453  -26,097  -26,905        2      810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      3.5      1.3     92.7     94.0     95.1     98.8      4.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        5        4       35       35       39       42
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      150,880
COMMITMENTS
   3,361    3,510    3,261  141,934  141,777  148,556  148,548    2,324    2,332

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    -13,097)
  -1,222   -1,179     -843  -11,386  -10,148  -13,451  -12,170      354     -927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      2.3      2.2     94.1     94.0     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        1        3       32       33       37       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      242,913
COMMITMENTS
   3,343    6,167    3,871  231,098  227,298  238,312  237,336    4,601    5,577

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    -19,590)
     905   -5,454    1,074  -22,185  -16,208  -20,206  -20,588      616      998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      2.5      1.6     95.1     93.6     98.1     97.7      1.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        2        1       30       33       33       35
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      680,964
COMMITMENTS
   1,678    2,282   13,915  662,671  663,397  678,264  679,594    2,700    1,370

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:     -4,259)
      33   -2,631      404   -2,871   -1,509   -2,434   -3,736   -1,825     -523

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.3      2.0     97.3     97.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       2        2        5       53       44       58       50
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      198,572
COMMITMENTS
     817        0    1,056  187,959  194,481  189,832  195,537    8,740    3,035

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    -17,678)
  -1,590        0       27  -17,135  -17,259  -18,698  -17,232    1,020     -446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.0      0.5     94.7     97.9     95.6     98.5      4.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        0        1       27       30       28       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      264,870
COMMITMENTS
  14,676       94    5,616  238,954  256,674  259,246  262,384    5,624    2,486

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    -33,919)
  -2,117       -4   -3,976  -27,360  -29,400  -33,453  -33,380     -466     -539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.0      2.1     90.2     96.9     97.9     99.1      2.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       2        1        3       38       40       41       43
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      109,926
COMMITMENTS
   5,860        0    2,371   98,572  100,703  106,803  103,074    3,123    6,852

CHANGES FROM 10/02/12 (CHANGE IN OPEN INTEREST:    -22,117)
     157   -1,674   -5,527  -16,385  -15,283  -21,755  -22,484     -362      367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      0.0      2.2     89.7     91.6     97.2     93.8      2.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        0        1       25       26       27       27
 

Updated October 12, 2012