```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  : 4,839,136:   461,456    118,566  1,760,016  2,586,322  2,943,569  4,807,794  4,822,151:    31,342     16,985
Old  : 4,839,136:   461,456    118,566  1,760,016  2,586,322  2,943,569  4,807,794  4,822,151:    31,342     16,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :   -76,337:   -72,714     29,078    -29,429     27,748    -71,722    -74,395    -72,073:    -1,942     -4,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5        2.5       36.4       53.4       60.8       99.4       99.6:       0.6        0.4
Old  :     100.0:       9.5        2.5       36.4       53.4       60.8       99.4       99.6:       0.6        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  :       226:        43         31         68        140        137        210        210:
Old  :       226:        43         31         68        140        137        210        210:
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  :                 25.8       25.3       39.6       40.0       11.1       17.9       16.5       24.9
Old  :                 25.8       25.3       39.6       40.0       11.1       17.9       16.5       24.9
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 10, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   379,537:     9,995     20,432     24,517    332,184    331,646    366,696    376,595:    12,841      2,942
Old  :   379,537:     9,995     20,432     24,517    332,184    331,646    366,696    376,595:    12,841      2,942
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    -2,453:    -1,421      3,717     -7,668      6,657      1,907     -2,432     -2,044:       -21       -409
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.6        5.4        6.5       87.5       87.4       96.6       99.2:       3.4        0.8
Old  :     100.0:       2.6        5.4        6.5       87.5       87.4       96.6       99.2:       3.4        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  :        58:         7          3          9         42         41         52         50:
Old  :        58:         7          3          9         42         41         52         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  :                 32.6       44.9       50.5       66.7       23.2       30.8       33.8       38.8
Old  :                 32.6       44.9       50.5       66.7       23.2       30.8       33.8       38.8
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 10, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   181,675:     3,757      5,239      4,956    169,044    168,597    177,757    178,792:     3,918      2,883
Old  :   181,675:     3,757      5,239      4,956    169,044    168,597    177,757    178,792:     3,918      2,883
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :     4,194:      -900     -1,269        671      5,243      4,243      5,014      3,645:      -820        549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.1        2.9        2.7       93.0       92.8       97.8       98.4:       2.2        1.6
Old  :     100.0:       2.1        2.9        2.7       93.0       92.8       97.8       98.4:       2.2        1.6
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  :        49:         5          3          6         38         37         44         45:
Old  :        49:         5          3          6         38         37         44         45:
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  :                 52.1       39.4       72.3       62.6       49.5       35.9       61.9       53.5
Old  :                 52.1       39.4       72.3       62.6       49.5       35.9       61.9       53.5
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 10, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   311,734:     5,138      3,771     16,985    283,468    284,601    305,591    305,357:     6,143      6,377
Old  :   311,734:     5,138      3,771     16,985    283,468    284,601    305,591    305,357:     6,143      6,377
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :     2,318:      -113        291        714      1,515      1,082      2,116      2,087:       202        231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        1.2        5.4       90.9       91.3       98.0       98.0:       2.0        2.0
Old  :     100.0:       1.6        1.2        5.4       90.9       91.3       98.0       98.0:       2.0        2.0
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:         3          5          5         36         32         42         39:
Old  :        49:         3          5          5         36         32         42         39:
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  :                 41.4       46.4       60.1       69.8       38.6       37.3       51.9       58.4
Old  :                 41.4       46.4       60.1       69.8       38.6       37.3       51.9       58.4
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 10, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   689,321:       961     40,736     22,628    660,064    622,544    683,653    685,908:     5,668      3,413
Old  :   689,321:       961     40,736     22,628    660,064    622,544    683,653    685,908:     5,668      3,413
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :     2,905:       151      9,896     -6,288      8,259     -1,021      2,122      2,587:       783        318
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        5.9        3.3       95.8       90.3       99.2       99.5:       0.8        0.5
Old  :     100.0:       0.1        5.9        3.3       95.8       90.3       99.2       99.5:       0.8        0.5
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  :        69:         1          9          9         55         50         64         60:
Old  :        69:         1          9          9         55         50         64         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  :                 42.7       38.7       56.8       54.9       31.6       28.3       44.1       39.2
Old  :                 42.7       38.7       56.8       54.9       31.6       28.3       44.1       39.2
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 10, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   190,003:     8,369      3,228      2,256    171,980    173,879    182,605    179,363:     7,398     10,640
Old  :   190,003:     8,369      3,228      2,256    171,980    173,879    182,605    179,363:     7,398     10,640
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :       962:    -1,417      3,228        171      1,967     -1,189        721      2,210:       241     -1,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        1.7        1.2       90.5       91.5       96.1       94.4:       3.9        5.6
Old  :     100.0:       4.4        1.7        1.2       90.5       91.5       96.1       94.4:       3.9        5.6
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  :        38:         3          2          2         28         23         31         27:
Old  :        38:         3          2          2         28         23         31         27:
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  :                 51.1       64.1       66.0       76.5       49.8       61.3       63.0       70.8
Old  :                 51.1       64.1       66.0       76.5       49.8       61.3       63.0       70.8
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 10, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   343,119:    13,225     15,905     24,894    293,893    294,496    332,012    335,295:    11,107      7,824
Old  :   343,119:    13,225     15,905     24,894    293,893    294,496    332,012    335,295:    11,107      7,824
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :    26,847:      -705    -27,512     18,190      4,633     35,006     22,118     25,684:     4,729      1,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.9        4.6        7.3       85.7       85.8       96.8       97.7:       3.2        2.3
Old  :     100.0:       3.9        4.6        7.3       85.7       85.8       96.8       97.7:       3.2        2.3
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  :        55:         4          2          5         41         42         47         47:
Old  :        55:         4          2          5         41         42         47         47:
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  :                 27.2       48.3       51.9       62.3       24.7       40.5       40.7       50.0
Old  :                 27.2       48.3       51.9       62.3       24.7       40.5       40.7       50.0
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 10, 2011                    
-------------------------------------------------------------------------------------------------------------------
     :   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  :   205,714:     8,182      9,583      8,889    185,409    182,814    202,480    201,286:     3,234      4,428
Old  :   205,714:     8,182      9,583      8,889    185,409    182,814    202,480    201,286:     3,234      4,428
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 3, 2011                          :
     :     4,395:     2,313     -1,046        669      1,937      5,994      4,919      5,617:      -524     -1,222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        4.7        4.3       90.1       88.9       98.4       97.8:       1.6        2.2
Old  :     100.0:       4.0        4.7        4.3       90.1       88.9       98.4       97.8:       1.6        2.2
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  :        47:         3          5          7         30         38         37         46:
Old  :        47:         3          5          7         30         38         37         46:
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  :                 62.7       32.6       73.7       52.2       57.4       28.3       64.0       44.5
Old  :                 62.7       32.6       73.7       52.2       57.4       28.3       64.0       44.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated May 13, 2010