```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,966,536
COMMITMENTS
 667,128   93,048  1651329  2606554  3198323  4925011  4942700   41,525   23,836

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    236,469)
 114,710    5,449    2,125  118,611  229,000  235,446  236,574    1,023     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      1.9     33.2     52.5     64.4     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      54       24       70      137      138      212      212
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      375,490
COMMITMENTS
  15,299   18,403   23,997  324,172  330,509  363,468  372,909   12,022    2,581

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -23,911)
   2,141    1,915   -5,307  -20,913  -19,712  -24,079  -23,104      168     -807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      4.9      6.4     86.3     88.0     96.8     99.3      3.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        5        9       41       40       53       49
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      164,539
COMMITMENTS
   4,351    5,447    5,704  151,330  148,493  161,385  159,644    3,154    4,895

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -13,168)
     771      748      206  -13,571  -14,595  -12,594  -13,641     -574      473

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      3.3      3.5     92.0     90.2     98.1     97.0      1.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        5       33       39       39       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      320,669
COMMITMENTS
   1,756   14,433   12,915  301,591  288,343  316,262  315,691    4,407    4,978

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -10,344)
  -1,575    4,600   -2,082   -6,058  -13,268   -9,715  -10,750     -629      406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      4.5      4.0     94.1     89.9     98.6     98.4      1.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        9        4       37       31       43       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      675,114
COMMITMENTS
   1,795   37,475   22,275  647,371  610,735  671,441  670,485    3,673    4,629

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -15,100)
   1,249    3,862   -4,145  -11,617  -14,435  -14,513  -14,718     -587     -382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      5.6      3.3     95.9     90.5     99.5     99.3      0.5      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       2        8        9       57       51       66       61
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      184,056
COMMITMENTS
  13,490    3,375    1,129  161,767  170,005  176,386  174,509    7,670    9,547

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -12,521)
      46    2,112   -1,753  -11,606  -12,587  -13,313  -12,228      792     -293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      1.8      0.6     87.9     92.4     95.8     94.8      4.2      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        3       27       26       31       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      300,412
COMMITMENTS
  11,207   33,650   21,975  256,517  236,323  289,699  291,948   10,713    8,464

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -20,527)
     540   -3,315    1,863  -26,273  -18,786  -23,870  -20,238    3,343     -289

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     11.2      7.3     85.4     78.7     96.4     97.2      3.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        4        5       40       41       46       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/07/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      153,789
COMMITMENTS
   5,587   14,630    6,141  137,494  129,096  149,222  149,867    4,567    3,922

CHANGES FROM 05/31/11 (CHANGE IN OPEN INTEREST:    -24,067)
  -3,243    4,216   -1,275  -19,262  -26,075  -23,780  -23,134     -287     -933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      9.5      4.0     89.4     83.9     97.0     97.4      3.0      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        4       30       39       35       44
```

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Updated June 10, 2011