```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,756,106
COMMITMENTS
 594,651  227,253  1523490  2603161  2979157  4721302  4729900   34,804   26,206

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:   -232,108)
  15,366   60,659 -137,152 -107,693 -162,599 -229,479 -239,092   -2,629    6,984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      4.8     32.0     54.7     62.6     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      236)
      44       36       67      146      141      219      215
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      401,220
COMMITMENTS
  17,093   16,272   31,292  339,120  352,219  387,505  399,783   13,715    1,437

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     11,538)
    -372   -1,992    4,036    8,016   10,516   11,680   12,560     -142   -1,022

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      4.1      7.8     84.5     87.8     96.6     99.6      3.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       7        6       11       45       44       58       55
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,270
COMMITMENTS
   8,163    3,407    4,670  147,811  151,978  160,644  160,055    2,626    3,215

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:       -484)
     655   -1,115     -193      907    1,444    1,369      136   -1,853     -620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.0      2.1      2.9     90.5     93.1     98.4     98.0      1.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        4       37       40       42       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      337,440
COMMITMENTS
   2,069   16,897   12,825  320,047  304,248  334,941  333,970    2,499    3,470

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      5,802)
    -579    2,497      135    7,697    3,904    7,253    6,536   -1,451     -734

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      5.0      3.8     94.8     90.2     99.3     99.0      0.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       2        7        5       41       35       47       43
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      698,685
COMMITMENTS
      15   38,533   26,118  668,417  630,048  694,550  694,699    4,135    3,986

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      1,982)
       0    3,173      484    1,751   -1,239    2,235    2,418     -253     -436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.5      3.7     95.7     90.2     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       1        9        9       57       53       66       63
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      195,759
COMMITMENTS
  15,094   10,569    1,834  172,670  175,864  189,598  188,267    6,161    7,492

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      4,192)
     190    6,086     -850    4,942     -856    4,282    4,380      -90     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.7      5.4      0.9     88.2     89.8     96.9     96.2      3.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        1        3       30       26       34       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      322,625
COMMITMENTS
   5,592   33,833   14,894  294,284  266,897  314,770  315,624    7,855    7,001

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:     31,434)
  -2,107   10,952   -3,330   37,542   25,373   32,105   32,995     -671   -1,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7     10.5      4.6     91.2     82.7     97.6     97.8      2.4      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        4        5       42       44       48       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/28/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      170,046
COMMITMENTS
   5,772   21,405    6,108  154,516  138,832  166,396  166,345    3,650    3,701

CHANGES FROM 06/21/11 (CHANGE IN OPEN INTEREST:      8,324)
     590    6,412     -592    8,391    3,211    8,389    9,031      -65     -707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     12.6      3.6     90.9     81.6     97.9     97.8      2.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        4        5       31       40       37       46
```

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Updated July 1, 2011