```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,781,239
COMMITMENTS
 458,944  134,753  1644761  2634832  2973239  4738537  4752753   42,702   28,486

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:    -38,576)
  23,735      857  -85,095   10,681   36,178  -50,679  -48,060   12,103    9,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      2.8     34.4     55.1     62.2     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      42       31       64      139      138      208      206
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      399,762
COMMITMENTS
  17,263   12,590   27,009  342,606  357,108  386,878  396,707   12,884    3,055

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      9,167)
   1,523     -229    2,193    4,808    6,538    8,524    8,502      643      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      3.1      6.8     85.7     89.3     96.8     99.2      3.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       9        3       11       43       41       55       52
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      179,367
COMMITMENTS
   3,434    4,577    5,722  166,539  164,830  175,695  175,129    3,672    4,238

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     -1,026)
  -1,332       45      368     -214   -1,937   -1,178   -1,524      152      498

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      2.6      3.2     92.8     91.9     98.0     97.6      2.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        3        5       40       37       45       44
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      326,464
COMMITMENTS
   3,397    7,404   14,215  303,328  300,271  320,940  321,890    5,524    4,574

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      3,577)
     906    1,139     -807    4,583    3,829    4,682    4,161   -1,105     -584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      2.3      4.4     92.9     92.0     98.3     98.6      1.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        8        6       38       31       45       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      687,447
COMMITMENTS
   1,280   32,963   25,490  656,359  624,092  683,129  682,545    4,318    4,902

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:     14,704)
     246    7,604   -3,058   18,919   10,526   16,107   15,072   -1,403     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      4.8      3.7     95.5     90.8     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       2        8       10       59       52       69       62
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      196,250
COMMITMENTS
   9,810    2,156    3,324  175,628  180,318  188,762  185,798    7,488   10,452

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:      4,557)
    -740     -896    1,877    4,308    4,156    5,445    5,137     -888     -580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      1.1      1.7     89.5     91.9     96.2     94.7      3.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        3       29       26       33       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      320,002
COMMITMENTS
  10,704   25,721   19,852  279,895  266,076  310,451  311,649    9,551    8,353

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:    -18,391)
    -823    4,666   -2,661  -13,596  -20,027  -17,080  -18,022   -1,311     -369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      8.0      6.2     87.5     83.1     97.0     97.4      3.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        3        5       44       45       50       51
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/24/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      184,267
COMMITMENTS
   9,658   13,706    6,657  163,643  159,272  179,958  179,635    4,309    4,632

CHANGES FROM 05/17/11 (CHANGE IN OPEN INTEREST:    -11,615)
   1,874    3,827   -1,990  -11,958  -15,036  -12,074  -13,199      459    1,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      7.4      3.6     88.8     86.4     97.7     97.5      2.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        6       32       39       38       46
```

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Updated May 27, 2011