```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,988,214
COMMITMENTS
 579,285  166,594  1660642  2710854  3141756  4950781  4968992   37,433   19,222

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:    -99,897)
 -72,399   60,913  -74,597   50,376  -84,213  -96,620  -97,897   -3,277   -2,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      3.3     33.3     54.3     63.0     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      43       37       72      143      140      219      217
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      389,682
COMMITMENTS
  17,465   18,264   27,256  331,104  341,703  375,825  387,223   13,857    2,459

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      6,856)
     285     -430    3,112    1,899    4,602    5,296    7,284    1,560     -428

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      4.7      7.0     85.0     87.7     96.4     99.4      3.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       5        8        9       41       43       53       53
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,754
COMMITMENTS
   7,508    4,522    4,863  146,904  150,534  159,275  159,919    4,479    3,835

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     -4,757)
   1,009     -307     -636   -6,442   -3,391   -6,069   -4,334    1,312     -423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.6      2.8      3.0     89.7     91.9     97.3     97.7      2.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        5       36       39       42       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      331,638
COMMITMENTS
   2,648   14,400   12,690  312,350  300,344  327,688  327,434    3,950    4,204

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      3,310)
   1,172   -1,297   -1,224    3,681    6,319    3,629    3,798     -319     -488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      4.3      3.8     94.2     90.6     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        6        5       41       32       48       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      696,703
COMMITMENTS
      15   35,360   25,634  666,666  631,287  692,315  692,281    4,388    4,422

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:     10,738)
  -1,503   -4,172    1,368   10,001   13,741    9,866   10,937      872     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.1      3.7     95.7     90.6     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       1        9        9       57       51       66       61
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      191,567
COMMITMENTS
  14,904    4,483    2,684  167,728  176,720  185,316  183,887    6,251    7,680

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:      9,635)
     670    3,496    1,183    9,009    6,666   10,862   11,345   -1,227   -1,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      2.3      1.4     87.6     92.2     96.7     96.0      3.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        3       29       27       33       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      291,191
COMMITMENTS
   7,699   22,881   18,224  256,742  241,524  282,665  282,629    8,526    8,562

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:       -387)
     485   -9,860    3,461   -2,318    5,858    1,628     -541   -2,015      154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      7.9      6.3     88.2     82.9     97.1     97.1      2.9      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        2        6       40       41       47       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/21/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      161,722
COMMITMENTS
   5,182   14,993    6,700  146,125  135,621  158,007  157,314    3,715    4,408

CHANGES FROM 06/14/11 (CHANGE IN OPEN INTEREST:       -126)
  -2,349     -700       -5    2,617     -524      263   -1,229     -389    1,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      9.3      4.1     90.4     83.9     97.7     97.3      2.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        5       28       39       34       45
```

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Updated June 24, 2011