```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,387,312
COMMITMENTS
 380,748  273,836  1388505  2574280  2688516  4343533  4350857   43,779   36,455

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:   -217,998)
  31,244  -30,923 -126,436 -116,880  -58,164 -212,072 -215,523   -5,926   -2,475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      6.2     31.6     58.7     61.3     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      39       32       64      138      136      206      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      349,883
COMMITMENTS
   9,261    7,670   21,565  303,977  313,922  334,803  343,157   15,080    6,726

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      2,349)
  -2,374   -2,666    1,730    1,100    1,581      456      645    1,893    1,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      2.2      6.2     86.9     89.7     95.7     98.1      4.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        3        8       43       44       53       52
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      186,602
COMMITMENTS
  12,020      450    2,608  167,031  180,670  181,659  183,728    4,943    2,874

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      3,708)
   3,088        0   -1,319    1,351    5,435    3,120    4,116      588     -408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.2      1.4     89.5     96.8     97.4     98.5      2.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        3       40       37       44       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      323,915
COMMITMENTS
   4,491   29,195    5,313  309,964  284,324  319,768  318,832    4,147    5,083

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      8,103)
   2,400    5,043   -2,666    7,977    6,454    7,711    8,831      392     -728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      9.0      1.6     95.7     87.8     98.7     98.4      1.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        6        3       42       41       45       48
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      617,772
COMMITMENTS
   7,234    9,794   30,509  575,653  575,671  613,396  615,974    4,376    1,798

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:    -17,004)
     939  -11,516    7,153  -25,648  -13,539  -17,556  -17,902      552      898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.6      4.9     93.2     93.2     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       3        6        8       59       53       67       62
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,203
COMMITMENTS
   3,895    7,295   11,113  195,337  194,091  210,345  212,499    7,858    5,704

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     11,133)
  -4,274   -4,650    7,265    8,528    9,081   11,519   11,696     -386     -563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      3.3      5.1     89.5     88.9     96.4     97.4      3.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        2        3       34       30       37       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      290,887
COMMITMENTS
   7,971   19,330   33,067  241,882  232,511  282,920  284,908    7,967    5,979

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:     -7,804)
   2,813    8,043  -11,037    2,106   -5,060   -6,118   -8,054   -1,686      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      6.6     11.4     83.2     79.9     97.3     97.9      2.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        2        4       46       49       52       53
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/30/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      167,986
COMMITMENTS
   7,824    8,499    5,626  151,756  144,653  165,206  158,778    2,780    9,208

CHANGES FROM 08/23/11 (CHANGE IN OPEN INTEREST:      3,396)
   1,460   -1,564      314    1,190    3,455    2,964    2,205      432    1,191

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      5.1      3.3     90.3     86.1     98.3     94.5      1.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        2       27       38       29       41
```

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Updated September 2, 2011