```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,654,139
COMMITMENTS
 532,563  252,279  1461702  2623652  2917186  4617917  4631167   36,222   22,972

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -50,714)
 -20,586   11,242  -52,526   25,997   -4,584  -47,115  -45,868   -3,599   -4,846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.4      5.4     31.4     56.4     62.7     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      40       37       68      141      138      213      212
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      373,516
COMMITMENTS
  16,762   27,783   17,671  326,562  326,104  360,995  371,558   12,521    1,958

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -36,056)
  -1,313    9,002   -9,798  -22,616  -34,267  -33,727  -35,063   -2,329     -993

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      7.4      4.7     87.4     87.3     96.6     99.5      3.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       8        6       11       42       43       55       55
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      176,632
COMMITMENTS
  10,497    3,344    3,561  158,577  165,838  172,635  172,743    3,997    3,889

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:      8,519)
   1,707      -63     -703    6,483    9,407    7,487    8,641    1,032     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      1.9      2.0     89.8     93.9     97.7     97.8      2.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        5       37       40       43       46
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      312,955
COMMITMENTS
       0   17,485    9,378  299,558  282,634  308,936  309,497    4,019    3,458

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -25,227)
  -1,228    1,722   -4,316  -21,422  -22,425  -26,966  -25,019    1,739     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.6      3.0     95.7     90.3     98.7     98.9      1.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        8        4       41       36       45       44
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      657,843
COMMITMENTS
      24   44,325   19,718  633,576  590,452  653,318  654,495    4,525    3,348

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -30,404)
       9   -1,171   -1,629  -29,862  -27,626  -31,482  -30,426    1,078       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.7      3.0     96.3     89.8     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       2        8        9       59       51       68       61
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      195,563
COMMITMENTS
  11,674   12,302    4,350  172,158  169,896  188,182  186,548    7,381    9,015

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:     -5,059)
    -820    1,429      588   -6,487   -8,597   -6,719   -6,580    1,660    1,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      6.3      2.2     88.0     86.9     96.2     95.4      3.8      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       29       25       33       28
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      313,248
COMMITMENTS
   5,022   36,789   18,017  281,653  251,945  304,692  306,751    8,556    6,497

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -21,569)
     -78    3,366      715  -22,907  -25,702  -22,270  -21,621      701       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6     11.7      5.8     89.9     80.4     97.3     97.9      2.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        3        5       42       44       48       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/12/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      151,760
COMMITMENTS
   8,091   15,583    6,818  133,392  124,779  148,301  147,180    3,459    4,580

CHANGES FROM 07/05/11 (CHANGE IN OPEN INTEREST:    -26,554)
   1,985   -8,219       20  -29,195  -18,838  -27,190  -27,037      636      483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3     10.3      4.5     87.9     82.2     97.7     97.0      2.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        5       28       38       34       44
```

----

Updated July 15, 2011