```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,987,513
COMMITMENTS
 327,976  223,933  1222141  2406196  2518897  3956313  3964971   31,200   22,542

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     70,411)
 -16,069   45,013    4,484   72,061    9,255   60,476   58,752    9,935   11,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      5.6     30.6     60.3     63.2     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      33       41       73      133      125      209      200
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      353,361
COMMITMENTS
  14,595   11,251   18,475  307,105  317,880  340,175  347,606   13,186    5,755

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     -7,965)
  -2,550      664    2,867  -13,722  -13,611  -13,405  -10,080    5,440    2,115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      3.2      5.2     86.9     90.0     96.3     98.4      3.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        5        9       40       40       49       50
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      186,930
COMMITMENTS
   7,503      330    5,885  171,513  175,044  184,901  181,259    2,029    5,671

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      7,214)
    -305        0      952    5,869    5,355    6,516    6,307      698      907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.2      3.1     91.8     93.6     98.9     97.0      1.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       7        1        8       30       36       38       44
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      365,367
COMMITMENTS
  10,414    4,163   30,916  319,119  327,507  360,449  362,586    4,918    2,781

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      1,277)
  -6,445      339    5,086    3,685   -3,481    2,326    1,944   -1,049     -667

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      1.1      8.5     87.3     89.6     98.7     99.2      1.3      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       6        3        6       37       35       45       42
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      662,665
COMMITMENTS
  11,467   16,484   42,012  606,095  596,685  659,574  655,181    3,091    7,484

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:     18,890)
   4,871   -1,769    3,513   11,779   15,563   20,163   17,307   -1,273    1,583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.5      6.3     91.5     90.0     99.5     98.9      0.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       2        6        7       56       45       63       53
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      201,043
COMMITMENTS
  22,483      465    7,108  164,551  184,338  194,142  191,911    6,901    9,132

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:      6,236)
  -6,181        0    4,587    9,285    2,647    7,691    7,234   -1,455     -998

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      0.2      3.5     81.8     91.7     96.6     95.5      3.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        3       29       30       33       34
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      362,120
COMMITMENTS
  27,275   46,746   19,456  305,589  289,894  352,320  356,096    9,800    6,024

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:    -15,786)
    -876  -35,251   -2,407  -11,930   21,316  -15,213  -16,342     -573      556

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     12.9      5.4     84.4     80.1     97.3     98.3      2.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        3        6       47       41       55       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 10/26/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      137,018
COMMITMENTS
  12,513   25,635    4,513  113,977   98,223  131,003  128,371    6,015    8,647

CHANGES FROM 10/19/10 (CHANGE IN OPEN INTEREST:       -690)
  -4,628      502      727    1,743   -1,803   -2,158     -574    1,468     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     18.7      3.3     83.2     71.7     95.6     93.7      4.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        3       32       30       36       35
```

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Updated October 29, 2010