```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,532,442
COMMITMENTS
 385,050  298,317  1447462  2650238  2746605  4482750  4492384   49,692   40,058

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:    -51,973)
 -64,514  -28,317   36,020  -38,549  -72,247  -67,043  -64,544   15,070   12,571

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.5      6.6     31.9     58.5     60.6     98.9     99.1      1.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      38       39       66      142      141      215      212
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      344,795
COMMITMENTS
  17,528    6,506   22,124  290,285  308,240  329,937  336,870   14,858    7,925

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      1,714)
     479   -5,587    1,879   -3,219    1,607     -861   -2,101    2,575    3,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      1.9      6.4     84.2     89.4     95.7     97.7      4.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      10        2       11       42       45       54       56
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      181,221
COMMITMENTS
   9,418    1,210    3,451  164,076  173,184  176,945  177,845    4,276    3,376

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:       -789)
     -96     -872     -380     -595      337   -1,071     -915      282      126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      0.7      1.9     90.5     95.6     97.6     98.1      2.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        4       39       36       44       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      314,820
COMMITMENTS
   1,688   24,359    7,701  302,525  277,581  311,914  309,641    2,906    5,179

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      1,924)
  -1,474    1,479    1,431    4,574    3,046    4,531    5,956   -2,607   -4,032

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      7.7      2.4     96.1     88.2     99.1     98.4      0.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        7        5       37       36       42       45
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      637,286
COMMITMENTS
   3,696   35,550   18,184  610,602  581,408  632,482  635,142    4,804    2,144

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      6,470)
   1,866   -6,910   -2,213    5,778   17,063    5,431    7,940    1,039   -1,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      5.6      2.9     95.8     91.2     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       2        9       10       60       52       70       63
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      205,374
COMMITMENTS
   8,918   13,556    2,317  186,525  182,160  197,760  198,033    7,614    7,341

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      6,957)
    -570   -1,335      419    7,048    8,485    6,897    7,569       60     -612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.3      6.6      1.1     90.8     88.7     96.3     96.4      3.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        1        3       32       25       35       28
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      293,899
COMMITMENTS
   5,839   22,203   37,002  241,744  229,515  284,585  288,720    9,314    5,179

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      9,638)
  -1,040     -136   10,037    1,584      742   10,581   10,643     -943   -1,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      7.6     12.6     82.3     78.1     96.8     98.2      3.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        3        5       45       45       51       51
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      154,438
COMMITMENTS
   6,223    8,511    4,973  140,984  133,913  152,180  147,397    2,258    7,041

CHANGES FROM 08/09/11 (CHANGE IN OPEN INTEREST:      8,121)
  -8,153   -2,508    1,450   14,944    8,110    8,241    7,052     -120    1,069

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      5.5      3.2     91.3     86.7     98.5     95.4      1.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        2        2       27       39       29       42
```

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Updated August 19, 2011