```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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  : 4,756,106:   594,651    227,253  1,523,490  2,603,161  2,979,157  4,721,302  4,729,900:    34,804     26,206
Old  : 4,756,106:   594,651    227,253  1,523,490  2,603,161  2,979,157  4,721,302  4,729,900:    34,804     26,206
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :  -232,108:    15,366     60,659   -137,152   -107,693   -162,599   -229,479   -239,092:    -2,629      6,984
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5        4.8       32.0       54.7       62.6       99.3       99.4:       0.7        0.6
Old  :     100.0:      12.5        4.8       32.0       54.7       62.6       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  :       236:        44         36         67        146        141        219        215:
Old  :       236:        44         36         67        146        141        219        215:
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  :                 24.7       22.6       38.6       37.7       14.7       18.7       20.7       26.6
Old  :                 24.7       22.6       38.6       37.7       14.7       18.7       20.7       26.6
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, June 28, 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  :   401,220:    17,093     16,272     31,292    339,120    352,219    387,505    399,783:    13,715      1,437
Old  :   401,220:    17,093     16,272     31,292    339,120    352,219    387,505    399,783:    13,715      1,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :    11,538:      -372     -1,992      4,036      8,016     10,516     11,680     12,560:      -142     -1,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.3        4.1        7.8       84.5       87.8       96.6       99.6:       3.4        0.4
Old  :     100.0:       4.3        4.1        7.8       84.5       87.8       96.6       99.6:       3.4        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  :        66:         7          6         11         45         44         58         55:
Old  :        66:         7          6         11         45         44         58         55:
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  :                 25.1       41.8       42.5       66.8       21.2       33.2       33.1       42.7
Old  :                 25.1       41.8       42.5       66.8       21.2       33.2       33.1       42.7
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, June 28, 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  :   163,270:     8,163      3,407      4,670    147,811    151,978    160,644    160,055:     2,626      3,215
Old  :   163,270:     8,163      3,407      4,670    147,811    151,978    160,644    160,055:     2,626      3,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :      -484:       655     -1,115       -193        907      1,444      1,369        136:    -1,853       -620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.0        2.1        2.9       90.5       93.1       98.4       98.0:       1.6        2.0
Old  :     100.0:       5.0        2.1        2.9       90.5       93.1       98.4       98.0:       1.6        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:         4          2          4         37         40         42         45:
Old  :        49:         4          2          4         37         40         42         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  :                 51.7       40.3       69.1       57.0       49.2       37.0       62.6       51.7
Old  :                 51.7       40.3       69.1       57.0       49.2       37.0       62.6       51.7
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, June 28, 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  :   337,440:     2,069     16,897     12,825    320,047    304,248    334,941    333,970:     2,499      3,470
Old  :   337,440:     2,069     16,897     12,825    320,047    304,248    334,941    333,970:     2,499      3,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :     5,802:      -579      2,497        135      7,697      3,904      7,253      6,536:    -1,451       -734
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6        5.0        3.8       94.8       90.2       99.3       99.0:       0.7        1.0
Old  :     100.0:       0.6        5.0        3.8       94.8       90.2       99.3       99.0:       0.7        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  :        55:         2          7          5         41         35         47         43:
Old  :        55:         2          7          5         41         35         47         43:
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  :                 44.1       47.5       63.3       70.2       41.5       38.1       57.4       57.6
Old  :                 44.1       47.5       63.3       70.2       41.5       38.1       57.4       57.6
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, June 28, 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  :   698,685:        15     38,533     26,118    668,417    630,048    694,550    694,699:     4,135      3,986
Old  :   698,685:        15     38,533     26,118    668,417    630,048    694,550    694,699:     4,135      3,986
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :     1,982:         0      3,173        484      1,751     -1,239      2,235      2,418:      -253       -436
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        5.5        3.7       95.7       90.2       99.4       99.4:       0.6        0.6
Old  :     100.0:       0.0        5.5        3.7       95.7       90.2       99.4       99.4:       0.6        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  :        72:         1          9          9         57         53         66         63:
Old  :        72:         1          9          9         57         53         66         63:
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  :                 40.8       37.1       54.6       51.8       30.8       28.1       43.1       38.9
Old  :                 40.8       37.1       54.6       51.8       30.8       28.1       43.1       38.9
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, June 28, 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  :   195,759:    15,094     10,569      1,834    172,670    175,864    189,598    188,267:     6,161      7,492
Old  :   195,759:    15,094     10,569      1,834    172,670    175,864    189,598    188,267:     6,161      7,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :     4,192:       190      6,086       -850      4,942       -856      4,282      4,380:       -90       -188
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.7        5.4        0.9       88.2       89.8       96.9       96.2:       3.1        3.8
Old  :     100.0:       7.7        5.4        0.9       88.2       89.8       96.9       96.2:       3.1        3.8
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  :        39:         3          1          3         30         26         34         29:
Old  :        39:         3          1          3         30         26         34         29:
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  :                 45.5       63.1       62.2       78.5       42.8       62.3       58.0       72.8
Old  :                 45.5       63.1       62.2       78.5       42.8       62.3       58.0       72.8
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, June 28, 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  :   322,625:     5,592     33,833     14,894    294,284    266,897    314,770    315,624:     7,855      7,001
Old  :   322,625:     5,592     33,833     14,894    294,284    266,897    314,770    315,624:     7,855      7,001
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :    31,434:    -2,107     10,952     -3,330     37,542     25,373     32,105     32,995:      -671     -1,561
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7       10.5        4.6       91.2       82.7       97.6       97.8:       2.4        2.2
Old  :     100.0:       1.7       10.5        4.6       91.2       82.7       97.6       97.8:       2.4        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  :        57:         3          4          5         42         44         48         50:
Old  :        57:         3          4          5         42         44         48         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  :                 34.0       26.1       53.5       42.6       28.2       20.1       40.4       31.4
Old  :                 34.0       26.1       53.5       42.6       28.2       20.1       40.4       31.4
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, June 28, 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  :   170,046:     5,772     21,405      6,108    154,516    138,832    166,396    166,345:     3,650      3,701
Old  :   170,046:     5,772     21,405      6,108    154,516    138,832    166,396    166,345:     3,650      3,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 21, 2011                        :
     :     8,324:       590      6,412       -592      8,391      3,211      8,389      9,031:       -65       -707
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.4       12.6        3.6       90.9       81.6       97.9       97.8:       2.1        2.2
Old  :     100.0:       3.4       12.6        3.6       90.9       81.6       97.9       97.8:       2.1        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  :        50:         3          4          5         31         40         37         46:
Old  :        50:         3          4          5         31         40         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  :                 44.3       26.0       64.4       46.5       35.3       21.9       50.8       36.6
Old  :                 44.3       26.0       64.4       46.5       35.3       21.9       50.8       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated July 1, 2011