```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,786,182
COMMITMENTS
 555,621  221,246  1507027  2683664  3031645  4746312  4759918   39,870   26,264

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:    132,043)
  23,058  -31,033   45,325   60,012  114,459  128,395  128,751    3,648    3,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.6      4.6     31.5     56.1     63.3     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      47       32       69      142      140      216      215
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      368,356
COMMITMENTS
  12,198   18,325   20,755  321,868  325,619  354,821  364,699   13,535    3,657

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     -5,160)
  -4,564   -9,458    3,084   -4,694     -485   -6,174   -6,859    1,014    1,699

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      5.0      5.6     87.4     88.4     96.3     99.0      3.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       7        5       11       42       44       54       55
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,902
COMMITMENTS
   9,583    4,529    4,593  170,697  176,324  184,873  185,446    4,029    3,456

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:     12,270)
    -914    1,185    1,032   12,120   10,486   12,238   12,703       32     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      2.4      2.4     90.4     93.3     97.9     98.2      2.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        4       40       40       46       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      317,418
COMMITMENTS
       0   18,813   10,575  303,517  282,519  314,092  311,907    3,326    5,511

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      4,463)
       0    1,328    1,197    3,959     -115    5,156    2,410     -693    2,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.9      3.3     95.6     89.0     99.0     98.3      1.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       0        8        4       41       36       45       44
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      661,151
COMMITMENTS
     149   40,727   23,312  633,007  592,847  656,468  656,886    4,683    4,265

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      3,308)
     125   -3,598    3,594     -569    2,395    3,150    2,391      158      917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.2      3.5     95.7     89.7     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       2        9       10       58       50       68       61
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      197,327
COMMITMENTS
   6,401   11,197    4,423  180,545  174,554  191,369  190,174    5,958    7,153

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      1,764)
  -5,273   -1,105       73    8,387    4,658    3,187    3,626   -1,423   -1,862

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      5.7      2.2     91.5     88.5     97.0     96.4      3.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        2        4       31       26       35       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      318,353
COMMITMENTS
   3,623   33,928   18,348  287,398  258,627  309,369  310,903    8,984    7,450

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:      5,105)
  -1,399   -2,861      331    5,745    6,682    4,677    4,152      428      953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     10.7      5.8     90.3     81.2     97.2     97.7      2.8      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        4        5       42       43       48       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      151,545
COMMITMENTS
   9,948   15,850    6,202  130,742  125,097  146,892  147,149    4,653    4,396

CHANGES FROM 07/12/11 (CHANGE IN OPEN INTEREST:       -215)
   1,857      267     -616   -2,650      318   -1,409      -31    1,194     -184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6     10.5      4.1     86.3     82.5     96.9     97.1      3.1      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        5       28       39       34       45
```

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Updated July 22, 2011