```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,985,927
COMMITMENTS
 284,488  136,159  1213624  2461151  2616671  3959263  3966454   26,664   19,473

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     47,121)
  45,991  -32,030    6,463   13,041   90,759   65,495   65,192  -18,374  -18,071

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      3.4     30.4     61.7     65.6     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      45       28       67      139      134      211      203
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      341,208
COMMITMENTS
  27,587   10,745    9,262  291,276  315,645  328,125  335,652   13,083    5,556

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     11,391)
   8,650     -195   -2,867    5,519   14,880   11,302   11,818       89     -427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      3.1      2.7     85.4     92.5     96.2     98.4      3.8      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        4        8       41       39       49       48
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      193,282
COMMITMENTS
   7,965    4,508    4,249  178,562  179,616  190,776  188,373    2,506    4,909

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      3,740)
   3,716       98   -1,133    1,002    4,682    3,585    3,647      155       93

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      2.3      2.2     92.4     92.9     98.7     97.5      1.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        4       31       35       37       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      372,526
COMMITMENTS
   6,224   10,045   32,025  328,070  324,433  366,319  366,503    6,207    6,023

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     11,322)
  -1,738    4,310      321   13,067    6,079   11,650   10,710     -328      612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.7      8.6     88.1     87.1     98.3     98.4      1.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        4        5       34       33       41       38
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      691,719
COMMITMENTS
   1,162    8,855   49,842  637,266  628,634  688,270  687,331    3,449    4,388

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:      3,777)
     232   -9,532    4,463      737    9,889    5,432    4,820   -1,655   -1,043

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.3      7.2     92.1     90.9     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       2        6        7       59       46       66       54
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      193,338
COMMITMENTS
  21,043    2,002    3,550  161,542  180,120  186,135  185,672    7,203    7,666

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        625)
     565     -749     -255    1,587    1,570    1,897      566   -1,272       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      1.0      1.8     83.6     93.2     96.3     96.0      3.7      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        2        5       31       31       36       37
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      356,536
COMMITMENTS
  25,485   33,300   21,804  299,064  295,946  346,353  351,050   10,183    5,486

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:     11,982)
   1,954   -1,701      579   11,170   11,907   13,703   10,785   -1,721    1,197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      9.3      6.1     83.9     83.0     97.1     98.5      2.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        3        6       45       44       52       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 11/23/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      124,590
COMMITMENTS
   8,824   15,705    8,891   99,473   89,049  117,188  113,645    7,402   10,945

CHANGES FROM 11/16/10 (CHANGE IN OPEN INTEREST:        -91)
  -1,293     -496      624      640       -6      -29      122      -62     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1     12.6      7.1     79.8     71.5     94.1     91.2      5.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        2        5       23       27       28       33
```

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Updated November 29, 2010