```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,819,815
COMMITMENTS
 435,209  133,896  1729856  2624151  2937061  4789216  4800813   30,599   19,002

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -19,321)
 -26,247   15,330  -30,160   37,829   -6,508  -18,578  -21,338     -743    2,017

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      2.8     35.9     54.4     60.9     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      44       31       68      140      138      212      210
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      390,595
COMMITMENTS
  15,740   12,819   24,816  337,798  350,570  378,354  388,205   12,241    2,390

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     11,058)
   5,745   -7,613      299    5,614   18,924   11,658   11,610     -600     -552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      3.3      6.4     86.5     89.8     96.9     99.4      3.1      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        4        8       44       42       55       50
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      180,393
COMMITMENTS
   4,766    4,532    5,354  166,753  166,767  176,873  176,653    3,520    3,740

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -1,282)
   1,009     -707      398   -2,291   -1,830     -884   -2,139     -398      857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      2.5      3.0     92.4     92.4     98.0     97.9      2.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        2        5       40       35       45       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      322,887
COMMITMENTS
   2,491    6,265   15,022  298,745  296,442  316,258  317,729    6,629    5,158

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     11,153)
  -2,647    2,494   -1,963   15,277   11,841   10,667   12,372      486   -1,219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      1.9      4.7     92.5     91.8     97.9     98.4      2.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        6        6       36       33       43       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      672,743
COMMITMENTS
   1,034   25,359   28,548  637,440  613,566  667,022  667,473    5,721    5,270

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:    -16,578)
      73  -15,377    5,920  -22,624   -8,978  -16,631  -18,435       53    1,857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      3.8      4.2     94.8     91.2     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       1        9        9       57       51       66       61
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      191,693
COMMITMENTS
  10,550    3,052    1,447  171,320  176,162  183,317  180,661    8,376   11,032

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:      1,690)
   2,181     -176     -809     -660    2,283      712    1,298      978      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      1.6      0.8     89.4     91.9     95.6     94.2      4.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        2       28       25       31       28
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,393
COMMITMENTS
  11,527   21,055   22,513  293,491  286,103  327,531  329,671   10,862    8,722

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -4,726)
  -1,698    5,150   -2,381     -402   -8,393   -4,481   -5,624     -245      898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      6.2      6.7     86.7     84.5     96.8     97.4      3.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        2        5       41       42       47       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/17/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      195,882
COMMITMENTS
   7,784    9,879    8,647  175,601  174,308  192,032  192,834    3,850    3,048

CHANGES FROM 05/10/11 (CHANGE IN OPEN INTEREST:     -9,832)
    -398      296     -242   -9,808   -8,506  -10,448   -8,452      616   -1,380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      5.0      4.4     89.6     89.0     98.0     98.4      2.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        7       31       41       38       48
```

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Updated May 20, 2011