```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,919,482
COMMITMENTS
 271,952   83,655  1246066  2375434  2567662  3893452  3897383   26,030   22,099

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     72,477)
  24,747  -29,257   48,575    1,954   52,684   75,276   72,002   -2,799      475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      2.1     31.8     60.6     65.5     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      36       35       65      135      128      206      196
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      322,034
COMMITMENTS
  26,948    7,779    8,739  266,226  299,126  301,913  315,644   20,121    6,390

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -19,753)
    -935     -552   -2,904  -22,156  -15,831  -25,995  -19,287    6,242     -466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      2.4      2.7     82.7     92.9     93.8     98.0      6.2      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        5        7       36       34       44       42
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      184,276
COMMITMENTS
   9,022    6,426    2,597  171,078  172,029  182,697  181,052    1,579    3,224

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -11,929)
     877    1,394   -1,619  -10,204  -10,081  -10,946  -10,306     -983   -1,623

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      3.5      1.4     92.8     93.4     99.1     98.3      0.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        4       32       35       39       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      347,989
COMMITMENTS
   2,857   10,229   29,973  310,830  303,432  343,660  343,634    4,329    4,355

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -18,118)
  -1,409    2,314   -2,308  -13,635  -18,392  -17,352  -18,386     -766      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      2.9      8.6     89.3     87.2     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        4        4       33       30       39       35
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      667,118
COMMITMENTS
   8,504    7,894   32,918  621,019  624,059  662,441  664,871    4,677    2,247

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -36,059)
   8,216   -2,422  -14,508  -30,991  -17,843  -37,283  -34,773    1,224   -1,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      1.2      4.9     93.1     93.5     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       4        3        7       58       45       65       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,660
COMMITMENTS
  15,317    1,801    4,737  157,661  171,825  177,715  178,363   10,945   10,297

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -11,288)
  -5,934     -475     -919   -7,563  -12,401  -14,416  -13,795    3,128    2,507

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      1.0      2.5     83.6     91.1     94.2     94.5      5.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        1        5       26       26       31       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      341,401
COMMITMENTS
  20,971   27,563   29,270  283,776  280,816  334,017  337,649    7,384    3,752

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:    -28,341)
  -3,879    3,519    1,424  -23,610  -31,285  -26,065  -26,342   -2,276   -1,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      8.1      8.6     83.1     82.3     97.8     98.9      2.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       5        3        7       41       39       49       46
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 12/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      116,077
COMMITMENTS
   6,369   18,881    6,276   96,963   80,219  109,608  105,376    6,469   10,701

CHANGES FROM 11/30/10 (CHANGE IN OPEN INTEREST:     -9,852)
    -925    2,481   -3,978   -5,349   -9,385  -10,252  -10,882      400    1,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     16.3      5.4     83.5     69.1     94.4     90.8      5.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        3        2       26       24       29       28
```

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Updated December 10, 2010