```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,711,336
COMMITMENTS
 549,026  247,347  1474307  2647633  2962209  4670966  4683863   40,370   27,473

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:    -74,846)
  -6,595   26,101  -32,720  -36,031  -69,436  -75,346  -76,055      500    1,209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.7      5.3     31.3     56.2     62.9     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      40       39       70      142      141      215      217
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      370,309
COMMITMENTS
  14,698   16,829   22,795  317,463  325,641  354,956  365,265   15,353    5,044

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      1,953)
   2,500   -1,496    2,040   -4,405       22      135      566    1,818    1,387

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      4.5      6.2     85.7     87.9     95.9     98.6      4.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        7       11       43       44       55       57
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      192,434
COMMITMENTS
  11,694    4,302    4,502  172,147  180,143  188,343  188,947    4,091    3,487

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      3,532)
   2,111     -227      -91    1,450    3,819    3,470    3,501       62       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      2.2      2.3     89.5     93.6     97.9     98.2      2.1      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        2        4       41       40       47       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      321,510
COMMITMENTS
       0   23,238    9,531  309,651  282,807  319,182  315,576    2,328    5,934

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      4,092)
       0    4,425   -1,044    6,134      288    5,090    3,669     -998      423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.2      3.0     96.3     88.0     99.3     98.2      0.7      1.8

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 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      675,868
COMMITMENTS
     239   46,055   21,992  650,206  604,921  672,437  672,968    3,431    2,900

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     14,717)
      90    5,328   -1,320   17,199   12,074   15,969   16,082   -1,252   -1,365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      6.8      3.3     96.2     89.5     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       2       10       11       59       51       70       63
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      201,354
COMMITMENTS
   6,181    8,942    5,750  182,737  178,120  194,668  192,812    6,686    8,542

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:      4,027)
    -220   -2,255    1,327    2,192    3,566    3,299    2,638      728    1,389

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      4.4      2.9     90.8     88.5     96.7     95.8      3.3      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        1        4       32       27       36       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      316,624
COMMITMENTS
   4,934   28,628   19,202  285,947  261,152  310,083  308,982    6,541    7,642

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     -1,729)
   1,311   -5,300      854   -1,451    2,525      714   -1,921   -2,443      192

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      9.0      6.1     90.3     82.5     97.9     97.6      2.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        4        5       45       44       51       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/26/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,478
COMMITMENTS
   7,409   15,384    5,905  147,350  138,793  160,664  160,082    2,814    3,396

CHANGES FROM 07/19/11 (CHANGE IN OPEN INTEREST:     11,933)
  -2,539     -466     -297   16,608   13,696   13,772   12,933   -1,839   -1,000

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      9.4      3.6     90.1     84.9     98.3     97.9      1.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        5       32       43       38       49
```

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Updated July 29, 2011