```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,704,853
COMMITMENTS
 553,149  241,037  1514228  2597655  2921770  4665032  4677035   39,821   27,818

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -51,253)
 -41,502   13,784   -9,262   -5,506  -57,387  -56,270  -52,865    5,017    1,612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      5.1     32.2     55.2     62.1     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      40       38       66      142      140      212      214
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      409,572
COMMITMENTS
  18,075   18,781   27,469  349,178  360,371  394,722  406,621   14,850    2,951

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      8,352)
     982    2,509   -3,823   10,058    8,152    7,217    6,838    1,135    1,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      4.6      6.7     85.3     88.0     96.4     99.3      3.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       6        7       11       44       43       57       54
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      168,113
COMMITMENTS
   8,790    3,407    4,264  152,094  156,431  165,148  164,102    2,965    4,011

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      4,843)
     627        0     -406    4,283    4,453    4,504    4,047      339      796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      2.0      2.5     90.5     93.1     98.2     97.6      1.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        4       36       40       41       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,182
COMMITMENTS
   1,228   15,763   13,694  320,980  305,059  335,902  334,516    2,280    3,666

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:        742)
    -841   -1,134      869      933      811      961      546     -219      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      4.7      4.0     94.9     90.2     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        8        5       41       35       47       43
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      688,247
COMMITMENTS
      15   45,496   21,347  663,438  618,078  684,800  684,921    3,447    3,326

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:    -10,438)
       0    6,963   -4,771   -4,979  -11,970   -9,750   -9,778     -688     -660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.6      3.1     96.4     89.8     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       1        9        9       57       52       66       62
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      200,622
COMMITMENTS
  12,494   10,873    3,762  178,645  178,493  194,901  193,128    5,721    7,494

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      4,863)
  -2,600      304    1,928    5,975    2,629    5,303    4,861     -440        2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.2      5.4      1.9     89.0     89.0     97.1     96.3      2.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        3       31       26       35       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      334,817
COMMITMENTS
   5,100   33,423   17,302  304,560  277,647  326,962  328,372    7,855    6,445

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:     12,192)
    -492     -410    2,408   10,276   10,750   12,192   12,748        0     -556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5     10.0      5.2     91.0     82.9     97.7     98.1      2.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        4        5       42       45       48       51
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      178,314
COMMITMENTS
   6,106   23,802    6,798  162,587  143,617  175,491  174,217    2,823    4,097

CHANGES FROM 06/28/11 (CHANGE IN OPEN INTEREST:      8,268)
     334    2,397      690    8,071    4,785    9,095    7,872     -827      396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4     13.3      3.8     91.2     80.5     98.4     97.7      1.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        4        5       32       40       38       46
```

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Updated July 8, 2011