```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,730,067
COMMITMENTS
 552,418   87,599  1649204  2487943  2969323  4689565  4706126   40,502   23,941

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:    -51,172)
  93,474  -47,154    4,443 -146,889   -3,916  -48,972  -46,627   -2,200   -4,545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      1.9     34.9     52.6     62.8     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      53       21       64      131      136      202      203
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      399,401
COMMITMENTS
  13,158   16,488   29,304  345,085  350,221  387,547  396,013   11,854    3,388

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:       -361)
  -4,105    3,898    2,295    2,479   -6,887      669     -694   -1,030      333

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      4.1      7.3     86.4     87.7     97.0     99.2      3.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       8        4       11       44       40       56       51
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,707
COMMITMENTS
   3,580    4,699    5,498  164,901  163,088  173,979  173,285    3,728    4,422

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -1,660)
     146      122     -224   -1,638   -1,742   -1,716   -1,844       56      184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      2.6      3.1     92.8     91.8     97.9     97.5      2.1      2.5

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 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      331,013
COMMITMENTS
   3,331    9,833   14,997  307,649  301,611  325,977  326,441    5,036    4,572

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      4,549)
     -66    2,429      782    4,321    1,340    5,037    4,551     -488       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      3.0      4.5     92.9     91.1     98.5     98.6      1.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        9        6       37       31       45       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      690,214
COMMITMENTS
     546   33,613   26,420  658,988  625,170  685,954  685,203    4,260    5,011

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:      2,767)
    -734      650      930    2,629    1,078    2,825    2,658      -58      109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.9      3.8     95.5     90.6     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       1        9        9       59       52       68       62
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      196,577
COMMITMENTS
  13,444    1,263    2,882  173,373  182,592  189,699  186,737    6,878    9,840

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        327)
   3,634     -893     -442   -2,255    2,274      937      939     -610     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.6      1.5     88.2     92.9     96.5     95.0      3.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        1        4       29       26       35       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      320,939
COMMITMENTS
  10,667   36,965   20,112  282,790  255,109  313,569  312,186    7,370    8,753

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:        937)
     -37   11,244      260    2,895  -10,967    3,118      537   -2,181      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3     11.5      6.3     88.1     79.5     97.7     97.3      2.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        2        5       46       47       52       53
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,856
COMMITMENTS
   8,830   10,414    7,416  156,756  155,171  173,002  173,001    4,854    4,855

CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST:     -6,411)
    -828   -3,292      759   -6,887   -4,101   -6,956   -6,634      545      223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      5.9      4.2     88.1     87.2     97.3     97.3      2.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        2        5       33       41       38       47
```

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Updated June 3, 2011