```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,088,111
COMMITMENTS
 651,684  105,681  1735239  2660478  3225969  5047401  5066889   40,710   21,222

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:    121,575)
 -15,444   12,633   83,910   53,924   27,646  122,390  124,189     -815   -2,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      2.1     34.1     52.3     63.4     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      53       24       71      141      142      217      215
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      382,826
COMMITMENTS
  17,180   18,694   24,144  329,205  337,101  370,529  379,939   12,297    2,887

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      7,336)
   1,881      291      147    5,033    6,592    7,061    7,030      275      306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      4.9      6.3     86.0     88.1     96.8     99.2      3.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        6        9       41       41       53       51
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      168,511
COMMITMENTS
   6,499    4,829    5,499  153,346  153,925  165,344  164,253    3,167    4,258

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      3,972)
   2,148     -618     -205    2,016    5,432    3,959    4,609       13     -637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      2.9      3.3     91.0     91.3     98.1     97.5      1.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        5       34       39       40       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      328,328
COMMITMENTS
   1,476   15,697   13,914  308,669  294,025  324,059  323,636    4,269    4,692

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      7,659)
    -280    1,264      999    7,078    5,682    7,797    7,945     -138     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      4.8      4.2     94.0     89.6     98.7     98.6      1.3      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        8        5       38       30       45       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      685,965
COMMITMENTS
   1,518   39,532   24,266  656,665  617,546  682,449  681,344    3,516    4,621

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     10,851)
    -277    2,057    1,991    9,294    6,811   11,008   10,859     -157       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      5.8      3.5     95.7     90.0     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       1        8        8       57       52       65       61
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      181,932
COMMITMENTS
  14,234      987    1,501  158,719  170,054  174,454  172,542    7,478    9,390

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -2,124)
     744   -2,388      372   -3,048       49   -1,932   -1,967     -192     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.8      0.5      0.8     87.2     93.5     95.9     94.8      4.1      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        3       28       26       32       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      291,578
COMMITMENTS
   7,214   32,741   14,763  259,060  235,666  281,037  283,170   10,541    8,408

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:     -8,834)
  -3,993     -909   -7,212    2,543     -657   -8,662   -8,778     -172      -56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     11.2      5.1     88.8     80.8     96.4     97.1      3.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        3        6       39       40       46       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/14/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      161,848
COMMITMENTS
   7,531   15,693    6,705  143,508  136,145  157,744  158,543    4,104    3,305

CHANGES FROM 06/07/11 (CHANGE IN OPEN INTEREST:      8,059)
   1,944    1,063      564    6,014    7,049    8,522    8,676     -463     -617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      9.7      4.1     88.7     84.1     97.5     98.0      2.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        5       29       40       35       46
```

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Updated Jun 17, 2011