```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 7, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,806,575:   380,186    202,127  1,193,142  2,206,727  2,389,789  3,780,055  3,785,058:    26,520     21,517
Old  : 3,806,575:   380,186    202,127  1,193,142  2,206,727  2,389,789  3,780,055  3,785,058:    26,520     21,517
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 31, 2010                      :
     :    42,250:    46,693     24,264     16,323    -19,995      1,584     43,021     42,171:      -771         79
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        5.3       31.3       58.0       62.8       99.3       99.4:       0.7        0.6
Old  :     100.0:      10.0        5.3       31.3       58.0       62.8       99.3       99.4:       0.7        0.6
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  :       215:        45         29         67        136        125        210        192:
Old  :       215:        45         29         67        136        125        210        192:
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  :                 22.3       26.8       37.7       41.6       10.6       16.3       16.8       23.5
Old  :                 22.3       26.8       37.7       41.6       10.6       16.3       16.8       23.5
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, September 7, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   354,348:    39,466     12,538     12,389    296,479    326,696    348,334    351,623:     6,014      2,725
Old  :   354,348:    39,466     12,538     12,389    296,479    326,696    348,334    351,623:     6,014      2,725
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 31, 2010                      :
     :    -7,481:   -12,951      1,288      1,397      4,726     -9,504     -6,828     -6,819:      -653       -662
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1        3.5        3.5       83.7       92.2       98.3       99.2:       1.7        0.8
Old  :     100.0:      11.1        3.5        3.5       83.7       92.2       98.3       99.2:       1.7        0.8
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  :        59:         7          5          7         39         41         49         50:
Old  :        59:         7          5          7         39         41         49         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  :                 45.1       47.5       62.4       65.4       24.5       31.0       38.1       39.5
Old  :                 45.1       47.5       62.4       65.4       24.5       31.0       38.1       39.5
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, September 7, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   185,112:     9,012      3,699      5,929    167,718    170,897    182,659    180,525:     2,453      4,587
Old  :   185,112:     9,012      3,699      5,929    167,718    170,897    182,659    180,525:     2,453      4,587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 31, 2010                      :
     :   -24,144:     1,174     -5,239        939    -25,661    -19,368    -23,548    -23,668:      -596       -476
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        2.0        3.2       90.6       92.3       98.7       97.5:       1.3        2.5
Old  :     100.0:       4.9        2.0        3.2       90.6       92.3       98.7       97.5:       1.3        2.5
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  :        46:         5          3          5         29         36         37         41:
Old  :        46:         5          3          5         29         36         37         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  :                 53.9       35.7       71.0       58.6       52.5       34.5       67.4       55.2
Old  :                 53.9       35.7       71.0       58.6       52.5       34.5       67.4       55.2
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, September 7, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   371,667:    17,483      1,469      8,377    338,460    358,270    364,320    368,116:     7,347      3,551
Old  :   371,667:    17,483      1,469      8,377    338,460    358,270    364,320    368,116:     7,347      3,551
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 31, 2010                      :
     :   -21,899:    -1,106        -91        331    -20,709    -22,549    -21,484    -22,309:      -415        410
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        0.4        2.3       91.1       96.4       98.0       99.0:       2.0        1.0
Old  :     100.0:       4.7        0.4        2.3       91.1       96.4       98.0       99.0:       2.0        1.0
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  :        49:         4          3          4         40         31         46         36:
Old  :        49:         4          3          4         40         31         46         36:
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  :                 41.2       63.0       59.4       83.6       40.5       56.4       55.0       70.5
Old  :                 41.2       63.0       59.4       83.6       40.5       56.4       55.0       70.5
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, September 7, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   556,662:       382     34,780     26,596    526,479    491,566    553,457    552,942:     3,205      3,720
Old  :   556,662:       382     34,780     26,596    526,479    491,566    553,457    552,942:     3,205      3,720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 31, 2010                      :
     :   -16,635:      -519    -10,999      4,914    -20,724    -12,209    -16,329    -18,294:      -306      1,659
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        6.2        4.8       94.6       88.3       99.4       99.3:       0.6        0.7
Old  :     100.0:       0.1        6.2        4.8       94.6       88.3       99.4       99.3:       0.6        0.7
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  :        69:         1          9          7         55         48         62         58:
Old  :        69:         1          9          7         55         48         62         58:
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  :                 37.3       38.3       51.9       55.9       21.5       14.1       31.2       24.6
Old  :                 37.3       38.3       51.9       55.9       21.5       14.1       31.2       24.6
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, September 7, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   196,209:    26,665      1,604      6,076    155,391    179,529    188,132    187,209:     8,077      9,000
Old  :   196,209:    26,665      1,604      6,076    155,391    179,529    188,132    187,209:     8,077      9,000
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 31, 2010                      :
     :    -7,367:    -3,629      1,063      1,326     -6,301    -11,822     -8,604     -9,433:     1,237      2,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6        0.8        3.1       79.2       91.5       95.9       95.4:       4.1        4.6
Old  :     100.0:      13.6        0.8        3.1       79.2       91.5       95.9       95.4:       4.1        4.6
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  :        43:         5          3          4         28         26         35         31:
Old  :        43:         5          3          4         28         26         35         31:
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  :                 49.0       59.6       67.5       73.0       42.2       59.4       57.7       69.6
Old  :                 49.0       59.6       67.5       73.0       42.2       59.4       57.7       69.6
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, September 7, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   372,956:    16,135     54,801     31,227    319,793    279,969    367,155    365,997:     5,801      6,959
Old  :   372,956:    16,135     54,801     31,227    319,793    279,969    367,155    365,997:     5,801      6,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 31, 2010                      :
     :   -19,809:     1,983     -2,081     -3,583    -19,311    -14,957    -20,911    -20,621:     1,102        812
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3       14.7        8.4       85.7       75.1       98.4       98.1:       1.6        1.9
Old  :     100.0:       4.3       14.7        8.4       85.7       75.1       98.4       98.1:       1.6        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  :        61:         5          4          8         47         41         56         49:
Old  :        61:         5          4          8         47         41         56         49:
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  :                 29.1       38.3       50.5       55.4       24.4       28.0       40.0       41.4
Old  :                 29.1       38.3       50.5       55.4       24.4       28.0       40.0       41.4
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, September 7, 2010               
-------------------------------------------------------------------------------------------------------------------
     :   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  :   160,010:     9,159     36,280      7,746    139,181    110,978    156,086    155,004:     3,924      5,006
Old  :   160,010:     9,159     36,280      7,746    139,181    110,978    156,086    155,004:     3,924      5,006
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 31, 2010                      :
     :    -9,859:    -3,826      5,005        143     -5,023    -14,409     -8,706     -9,261:    -1,153       -598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7       22.7        4.8       87.0       69.4       97.5       96.9:       2.5        3.1
Old  :     100.0:       5.7       22.7        4.8       87.0       69.4       97.5       96.9:       2.5        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  :        45:         4          2          6         35         31         41         37:
Old  :        45:         4          2          6         35         31         41         37:
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  :                 43.0       50.0       58.3       66.2       37.8       46.6       47.5       57.0
Old  :                 43.0       50.0       58.3       66.2       37.8       46.6       47.5       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated September 10, 2010