```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 4,737,840:   424,792    364,316  1,559,398  2,730,033  2,789,403  4,714,223  4,713,117:    23,617     24,723
Old  : 4,737,840:   424,792    364,316  1,559,398  2,730,033  2,789,403  4,714,223  4,713,117:    23,617     24,723
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :   141,018:     3,625     -8,648     94,705     41,198     54,910    139,528    140,967:     1,490         51
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0        7.7       32.9       57.6       58.9       99.5       99.5:       0.5        0.5
Old  :     100.0:       9.0        7.7       32.9       57.6       58.9       99.5       99.5:       0.5        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       226:        39         32         66        138        132        207        204:
Old  :       226:        39         32         66        138        132        207        204:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.9       20.4       38.3       35.7       15.6       16.4       21.7       24.2
Old  :                 22.9       20.4       38.3       35.7       15.6       16.4       21.7       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                        Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   309,296:    15,257     19,604      6,226    275,808    277,426    297,291    303,256:    12,005      6,040
Old  :   309,296:    15,257     19,604      6,226    275,808    277,426    297,291    303,256:    12,005      6,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     3,623:     3,937     13,054     -1,075         23     -8,134      2,885      3,845:       738       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9        6.3        2.0       89.2       89.7       96.1       98.0:       3.9        2.0
Old  :     100.0:       4.9        6.3        2.0       89.2       89.7       96.1       98.0:       3.9        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         6          2          6         37         36         45         42:
Old  :        54:         6          2          6         37         36         45         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       50.9       55.1       70.4       25.9       47.2       41.7       56.2
Old  :                 33.3       50.9       55.1       70.4       25.9       47.2       41.7       56.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                       Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   162,688:       397          0      4,831    149,936    155,092    155,164    159,923:     7,524      2,765
Old  :   162,688:       397          0      4,831    149,936    155,092    155,164    159,923:     7,524      2,765
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    -5,608:    -2,203          0      1,289     -5,611     -6,496     -6,525     -5,207:       917       -401
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        0.0        3.0       92.2       95.3       95.4       98.3:       4.6        1.7
Old  :     100.0:       0.2        0.0        3.0       92.2       95.3       95.4       98.3:       4.6        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         1          0          1         32         38         33         39:
Old  :        41:         1          0          1         32         38         33         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       43.5       73.6       60.4       49.0       41.1       61.2       54.3
Old  :                 56.7       43.5       73.6       60.4       49.0       41.1       61.2       54.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                         Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   322,632:     6,189     26,325      2,581    309,973    288,101    318,743    317,007:     3,889      5,625
Old  :   322,632:     6,189     26,325      2,581    309,973    288,101    318,743    317,007:     3,889      5,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     9,316:     2,736      2,466     -2,016      8,160      9,176      8,880      9,626:       436       -310
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9        8.2        0.8       96.1       89.3       98.8       98.3:       1.2        1.7
Old  :     100.0:       1.9        8.2        0.8       96.1       89.3       98.8       98.3:       1.2        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         1          3          2         36         35         38         39:
Old  :        46:         1          3          2         36         35         38         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.7       44.8       73.3       67.8       53.1       42.6       70.6       64.1
Old  :                 53.7       44.8       73.3       67.8       53.1       42.6       70.6       64.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   797,647:       583     23,769     22,513    772,237    750,334    795,333    796,616:     2,314      1,031
Old  :   797,647:       583     23,769     22,513    772,237    750,334    795,333    796,616:     2,314      1,031
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :    28,239:      -360      3,358        607     27,962     25,735     28,209     29,700:        30     -1,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1        3.0        2.8       96.8       94.1       99.7       99.9:       0.3        0.1
Old  :     100.0:       0.1        3.0        2.8       96.8       94.1       99.7       99.9:       0.3        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:         1          5          5         54         47         60         52:
Old  :        68:         1          5          5         54         47         60         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.3       42.7       57.6       58.7       25.8       27.1       38.3       36.6
Old  :                 39.3       42.7       57.6       58.7       25.8       27.1       38.3       36.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                             Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   225,987:     9,030     19,683      4,574    204,620    197,251    218,224    221,508:     7,763      4,479
Old  :   225,987:     9,030     19,683      4,574    204,620    197,251    218,224    221,508:     7,763      4,479
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     4,577:     2,290      1,952     -1,237      4,752      4,774      5,805      5,489:    -1,228       -912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0        8.7        2.0       90.5       87.3       96.6       98.0:       3.4        2.0
Old  :     100.0:       4.0        8.7        2.0       90.5       87.3       96.6       98.0:       3.4        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         2          1          2         36         35         38         38:
Old  :        46:         2          1          2         36         35         38         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.4       57.1       60.9       74.5       38.9       56.9       53.1       70.0
Old  :                 43.4       57.1       60.9       74.5       38.9       56.9       53.1       70.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                 Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   393,054:     9,836          0     20,711    351,551    365,783    382,098    386,494:    10,956      6,560
Old  :   393,054:     9,836          0     20,711    351,551    365,783    382,098    386,494:    10,956      6,560
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     4,187:     3,888     -4,129      2,274     -3,598      4,591      2,564      2,736:     1,623      1,451
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.5        0.0        5.3       89.4       93.1       97.2       98.3:       2.8        1.7
Old  :     100.0:       2.5        0.0        5.3       89.4       93.1       97.2       98.3:       2.8        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         6          0          5         41         39         47         44:
Old  :        57:         6          0          5         41         39         47         44:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       64.4       50.4       75.3       29.7       62.8       45.5       70.7
Old  :                 32.1       64.4       50.4       75.3       29.7       62.8       45.5       70.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 13, 2011               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   182,394:    12,299      7,726      3,977    163,173    162,616    179,449    174,319:     2,945      8,075
Old  :   182,394:    12,299      7,726      3,977    163,173    162,616    179,449    174,319:     2,945      8,075
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 6, 2011                     :
     :     4,887:     1,708        366       -372      3,642      5,588      4,978      5,582:       -91       -695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7        4.2        2.2       89.5       89.2       98.4       95.6:       1.6        4.4
Old  :     100.0:       6.7        4.2        2.2       89.5       89.2       98.4       95.6:       1.6        4.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3          2          2         27         30         30         34:
Old  :        41:         3          2          2         27         30         30         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.2       48.9       62.8       63.7       30.5       40.8       49.0       50.4
Old  :                 39.2       48.9       62.8       63.7       30.5       40.8       49.0       50.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated December 16, 2011