```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,584,415
COMMITMENTS
 449,564  326,634  1411442  2688787  2818852  4549793  4556928   34,622   27,487

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     78,937)
 -71,444   39,267   38,249  113,619   -5,769   80,424   71,747   -1,487    7,190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      7.1     30.8     58.7     61.5     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      40       41       68      140      139      216      213
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      343,081
COMMITMENTS
  17,049   12,093   20,245  293,504  306,633  330,798  338,971   12,283    4,110

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -23,218)
   4,942   -2,986   -1,407  -24,761  -18,732  -21,226  -23,125   -1,992      -93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      3.5      5.9     85.5     89.4     96.4     98.8      3.6      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       9        4       11       44       45       57       56
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,010
COMMITMENTS
   9,514    2,082    3,831  164,671  172,847  178,016  178,760    3,994    3,250

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -13,469)
  -1,178   -1,854      -26  -11,279  -11,377  -12,483  -13,257     -986     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      1.1      2.1     90.5     95.0     97.8     98.2      2.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        2        4       39       37       45       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      312,896
COMMITMENTS
   3,162   22,880    6,270  297,951  274,535  307,383  303,685    5,513    9,211

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -4,525)
   3,162    2,093   -3,851   -6,410   -5,034   -7,099   -6,792    2,574    2,267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      7.3      2.0     95.2     87.7     98.2     97.1      1.8      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        7        4       38       35       42       43
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      630,816
COMMITMENTS
   1,830   42,460   20,397  604,824  564,345  627,051  627,202    3,765    3,614

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -68,940)
     123    7,559   -9,090  -61,335  -69,000  -70,302  -70,531    1,362    1,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      6.7      3.2     95.9     89.5     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       3        9       11       59       50       70       62
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      198,417
COMMITMENTS
   9,488   14,891    1,898  179,477  173,675  190,863  190,464    7,554    7,953

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:     -9,171)
   1,549    2,883   -3,077   -6,836   -8,234   -8,364   -8,428     -807     -743

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      7.5      1.0     90.5     87.5     96.2     96.0      3.8      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        2       30       28       32       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      284,261
COMMITMENTS
   6,879   22,339   26,965  240,160  228,773  274,004  278,077   10,257    6,184

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -30,920)
     554   -5,031    9,198  -42,867  -33,026  -33,115  -28,859    2,195   -2,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      7.9      9.5     84.5     80.5     96.4     97.8      3.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        4        5       43       43       49       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/09/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      146,317
COMMITMENTS
  14,376   11,019    3,523  126,040  125,803  143,939  140,345    2,378    5,972

CHANGES FROM 08/02/11 (CHANGE IN OPEN INTEREST:    -19,575)
   6,937   -1,011   -2,815  -22,988  -17,834  -18,866  -21,660     -709    2,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.8      7.5      2.4     86.1     86.0     98.4     95.9      1.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        4       27       37       31       42
```

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Updated August 12, 2011