```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,605,310
COMMITMENTS
 349,504  304,759  1514941  2691160  2746680  4555605  4566380   49,705   38,930

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     72,868)
 -35,546    6,442   67,479   40,922       75   72,855   73,996       13   -1,128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      6.6     32.9     58.4     59.6     98.9     99.2      1.1      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      45       31       66      144      141      216      211
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      347,534
COMMITMENTS
  11,635   10,336   19,835  302,877  312,341  334,347  342,512   13,187    5,022

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      2,739)
  -5,893    3,830   -2,289   12,592    4,101    4,410    5,642   -1,671   -2,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      3.0      5.7     87.2     89.9     96.2     98.6      3.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        3       10       43       46       54       56
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,894
COMMITMENTS
   8,932      450    3,927  165,680  175,235  178,539  179,612    4,355    3,282

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      1,673)
    -486     -760      476    1,604    2,051    1,594    1,767       79      -94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.2      2.1     90.6     95.8     97.6     98.2      2.4      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        3       39       36       43       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      315,812
COMMITMENTS
   2,091   24,152    7,979  301,987  277,870  312,057  310,001    3,755    5,811

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:        992)
     403     -207      278     -538      289      143      360      849      632

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      7.6      2.5     95.6     88.0     98.8     98.2      1.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        6        4       39       37       43       44
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      634,776
COMMITMENTS
   6,295   21,310   23,356  601,301  589,210  630,952  633,876    3,824      900

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     -2,510)
   2,599  -14,240    5,172   -9,301    7,802   -1,530   -1,266     -980   -1,244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      3.4      3.7     94.7     92.8     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       4        7        9       60       53       70       63
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      207,070
COMMITMENTS
   8,169   11,945    3,848  186,809  185,010  198,826  200,803    8,244    6,267

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      1,696)
    -749   -1,611    1,531      284    2,850    1,066    2,770      630   -1,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      5.8      1.9     90.2     89.3     96.0     97.0      4.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       1        2        3       32       26       35       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      298,691
COMMITMENTS
   5,158   11,287   44,104  239,776  237,571  289,038  292,962    9,653    5,729

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:      4,792)
    -681  -10,916    7,102   -1,968    8,056    4,453    4,242      339      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      3.8     14.8     80.3     79.5     96.8     98.1      3.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        3        4       45       49       50       53
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      164,590
COMMITMENTS
   6,364   10,063    5,312  150,566  141,198  162,242  156,573    2,348    8,017

CHANGES FROM 08/16/11 (CHANGE IN OPEN INTEREST:     10,152)
     141    1,552      339    9,582    7,285   10,062    9,176       90      976

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      6.1      3.2     91.5     85.8     98.6     95.1      1.4      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        2       27       39       29       42
```

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Updated August 26, 2011