```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,334,771
COMMITMENTS
 305,219  321,769  1309846  2684982  2677537  4300047  4309152   34,724   25,619

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     10,311)
  -2,797   19,272   20,719   -7,718  -29,810   10,204   10,181      107      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      7.4     30.2     61.9     61.8     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      36       35       63      140      134      206      206
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,833
COMMITMENTS
  11,139    8,188   16,454  296,559  310,446  324,152  335,088   14,681    3,745

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:        246)
   2,701   -2,074     -757   -4,993    2,922   -3,049       91    3,295      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      2.4      4.9     87.5     91.6     95.7     98.9      4.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        4       11       44       45       55       56
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      210,908
COMMITMENTS
   6,174      173    3,786  197,886  204,506  207,846  208,465    3,062    2,443

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      1,864)
     119      173      -15    2,519    2,008    2,623    2,166     -759     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.1      1.8     93.8     97.0     98.5     98.8      1.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        1        4       37       38       42       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,999
COMMITMENTS
   3,155   30,703    7,164  324,096  291,467  334,415  329,334    4,584    9,665

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     13,280)
   1,178    3,356   -1,147   13,255    9,119   13,286   11,328       -6    1,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      9.1      2.1     95.6     86.0     98.6     97.1      1.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        5        5       40       41       45       47
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      641,454
COMMITMENTS
  13,245    2,666   22,805  600,747  613,035  636,797  638,506    4,657    2,948

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:     34,078)
   1,936       16   -1,438   31,838   33,384   32,336   31,962    1,742    2,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      0.4      3.6     93.7     95.6     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       5        3        6       57       50       63       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,841
COMMITMENTS
  12,072   18,444    3,477  200,944  199,133  216,493  221,054   10,348    5,787

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      7,448)
   3,773   -2,908     -805    4,775   11,127    7,743    7,414     -295       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      8.1      1.5     88.6     87.8     95.4     97.4      4.6      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        1        2       32       31       35       34
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      326,455
COMMITMENTS
  13,473    5,359   38,405  265,255  273,790  317,133  317,554    9,322    8,901

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      8,110)
  -2,034    4,625   -4,249   13,030    3,422    6,747    3,798    1,363    4,312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      1.6     11.8     81.3     83.9     97.1     97.3      2.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        2        4       46       44       52       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      167,507
COMMITMENTS
     310   14,256    9,820  155,530  137,344  165,660  161,420    1,847    6,087

CHANGES FROM 09/20/11 (CHANGE IN OPEN INTEREST:      3,794)
 -10,382    5,637    5,647    8,437   -6,385    3,702    4,899       92   -1,105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      8.5      5.9     92.8     82.0     98.9     96.4      1.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        3        3       32       35       36       38
```

----

Updated September 30, 2011