```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,505,478
COMMITMENTS
 521,008  287,367  1373193  2575168  2824621  4469369  4485181   36,109   20,297

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:   -205,858)
 -28,018   40,020 -101,114  -72,465 -137,588 -201,597 -198,682   -4,261   -7,176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      6.4     30.5     57.2     62.7     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      39       37       68      139      139      210      212
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      366,299
COMMITMENTS
  12,107   15,079   21,652  318,265  325,365  352,024  362,096   14,275    4,203

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -4,010)
  -2,591   -1,750   -1,143      802     -276   -2,932   -3,169   -1,078     -841

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      4.1      5.9     86.9     88.8     96.1     98.9      3.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       8        6       12       43       44       56       57
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      195,479
COMMITMENTS
  10,692    3,936    3,857  175,950  184,224  190,499  192,017    4,980    3,462

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      3,045)
  -1,002     -366     -645    3,803    4,081    2,156    3,070      889      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      2.0      2.0     90.0     94.2     97.5     98.2      2.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        4       41       40       47       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      317,421
COMMITMENTS
       0   20,787   10,121  304,361  279,569  314,482  310,477    2,939    6,944

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -4,089)
       0   -2,451      590   -5,290   -3,238   -4,700   -5,099      611    1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.5      3.2     95.9     88.1     99.1     97.8      0.9      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       0        8        4       40       36       44       44
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      699,756
COMMITMENTS
   1,707   34,901   29,487  666,159  633,345  697,353  697,733    2,403    2,023

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     23,888)
   1,468  -11,154    7,495   15,953   28,424   24,916   24,765   -1,028     -877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      5.0      4.2     95.2     90.5     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
       3        9       11       60       52       71       64
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      207,588
COMMITMENTS
   7,939   12,008    4,975  186,313  181,909  199,227  198,892    8,361    8,696

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      6,234)
   1,758    3,066     -775    3,576    3,789    4,559    6,080    1,675      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      5.8      2.4     89.8     87.6     96.0     95.8      4.0      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        4       32       26       36       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      315,181
COMMITMENTS
   6,325   27,370   17,767  283,027  261,799  307,119  306,936    8,062    8,245

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:     -1,443)
   1,391   -1,258   -1,435   -2,920      647   -2,964   -2,046    1,521      603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      8.7      5.6     89.8     83.1     97.4     97.4      2.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        3        5       45       44       51       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      165,892
COMMITMENTS
   7,439   12,030    6,338  149,028  143,637  162,805  162,005    3,087    3,887

CHANGES FROM 07/26/11 (CHANGE IN OPEN INTEREST:      2,414)
      30   -3,354      433    1,678    4,844    2,141    1,923      273      491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      7.3      3.8     89.8     86.6     98.1     97.7      1.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        3        4       32       43       37       48
```

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Updated August 5, 2011