```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,391,339
COMMITMENTS
 331,171  292,870  1413211  2611301  2658846  4355683  4364927   35,656   26,412

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:      4,027)
 -49,577   19,034   24,706   37,021  -29,670   12,150   14,070   -8,123  -10,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5      6.7     32.2     59.5     60.5     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      44       31       65      142      137      212      208
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      334,358
COMMITMENTS
   7,847   11,012   19,740  295,148  298,854  322,735  329,606   11,623    4,752

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -15,525)
  -1,414    3,342   -1,825   -8,829  -15,068  -12,068  -13,551   -3,457   -1,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      3.3      5.9     88.3     89.4     96.5     98.6      3.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        3        7       42       41       50       49
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,752
COMMITMENTS
  11,520        0    2,443  164,213  176,949  178,176  179,392    4,576    3,360

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -3,850)
    -500     -450     -165   -2,818   -3,721   -3,483   -4,336     -367      486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.0      1.3     89.9     96.8     97.5     98.2      2.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        0        3       34       36       38       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      312,737
COMMITMENTS
   6,361   27,222    2,473  301,329  277,676  310,163  307,371    2,574    5,366

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -11,178)
   1,870   -1,973   -2,840   -8,635   -6,648   -9,605  -11,461   -1,573      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      8.7      0.8     96.4     88.8     99.2     98.3      0.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       1        5        4       38       40       42       46
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      584,839
COMMITMENTS
   7,564    6,603   25,220  548,640  551,819  581,424  583,642    3,415    1,197

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -32,933)
     330   -3,191   -5,289  -27,013  -23,852  -31,972  -32,332     -961     -601

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      1.1      4.3     93.8     94.4     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       3        5        7       59       51       66       59
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      209,075
COMMITMENTS
   3,744   12,385    7,606  189,335  182,611  200,685  202,602    8,390    6,473

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:     -9,128)
    -151    5,090   -3,507   -6,002  -11,480   -9,660   -9,897      532      769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      5.9      3.6     90.6     87.3     96.0     96.9      4.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       1        2        3       29       27       32       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      275,594
COMMITMENTS
   5,117   15,811   33,364  227,056  218,665  265,537  267,840   10,057    7,754

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -15,293)
  -2,854   -3,519      297  -14,826  -13,846  -17,383  -17,068    2,090    1,775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      5.7     12.1     82.4     79.3     96.4     97.2      3.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        3        5       41       43       49       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      157,295
COMMITMENTS
   7,484    7,902    5,852  142,205  136,629  155,541  150,383    1,754    6,912

CHANGES FROM 08/30/11 (CHANGE IN OPEN INTEREST:    -10,691)
    -340     -597      226   -9,551   -8,024   -9,665   -8,395   -1,026   -2,296

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      5.0      3.7     90.4     86.9     98.9     95.6      1.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        2        3       27       32       30       36
```

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Updated September 9, 2011