```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,324,460
COMMITMENTS
 308,016  302,497  1289127  2692700  2707347  4289843  4298971   34,617   25,489

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:       -823)
 -38,793   20,597  -17,408   54,764   -6,730   -1,437   -3,541      614    2,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.1      7.0     29.8     62.3     62.6     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      38       35       64      140      133      209      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,587
COMMITMENTS
   8,438   10,262   17,211  301,552  307,524  327,201  334,997   11,386    3,590

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      6,248)
   1,981   -1,900     -265    5,218    9,596    6,934    7,431     -686   -1,183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      3.0      5.1     89.1     90.8     96.6     98.9      3.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       8        4       11       43       42       54       54
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      209,044
COMMITMENTS
   6,055        0    3,801  195,367  202,498  205,223  206,299    3,821    2,745

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      9,876)
  -2,760      -34    1,349   15,384   11,845   13,973   13,160   -4,097   -3,284

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      0.0      1.8     93.5     96.9     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        0        4       36       37       40       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      325,719
COMMITMENTS
   1,977   27,347    8,311  310,841  282,348  321,129  318,006    4,590    7,713

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      8,904)
  -2,608    2,122    2,597    6,784    2,542    6,773    7,261    2,131    1,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      8.4      2.6     95.4     86.7     98.6     97.6      1.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       1        4        4       37       40       41       45
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      607,376
COMMITMENTS
  11,309    2,650   24,243  568,909  579,651  604,461  606,544    2,915      832

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     14,381)
   3,897   -2,684    1,904    8,702   14,339   14,503   13,559     -122      822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      0.4      4.0     93.7     95.4     99.5     99.9      0.5      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       5        4        7       61       53       68       62
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      219,393
COMMITMENTS
   8,299   21,352    4,282  196,169  188,006  208,750  213,640   10,643    5,753

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      3,026)
   2,126      245   -1,408      470    4,073    1,188    2,910    1,838      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.8      9.7      2.0     89.4     85.7     95.1     97.4      4.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        1        2       30       30       33       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      318,345
COMMITMENTS
  15,507      734   42,654  252,225  270,368  310,386  313,756    7,959    4,589

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:     18,032)
     715     -327   -1,346   21,152   22,294   20,521   20,621   -2,489   -2,589

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      0.2     13.4     79.2     84.9     97.5     98.6      2.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        1        4       44       46       51       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      163,713
COMMITMENTS
  10,692    8,619    4,173  147,093  143,729  161,958  156,521    1,755    7,192

CHANGES FROM 09/13/11 (CHANGE IN OPEN INTEREST:      4,174)
  -1,532     -805    1,036    4,701    3,695    4,205    3,926      -31      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.5      5.3      2.5     89.8     87.8     98.9     95.6      1.1      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        2       27       32       29       35
```

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Updated September 23, 2011