```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,019,783
COMMITMENTS
 288,055  168,206  1313567  2389787  2513215  3991409  3994988   28,374   24,795

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:    -28,045)
  -2,749   38,953  -68,322   44,973   -1,952  -26,098  -31,321   -1,947    3,276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      4.2     32.7     59.5     62.5     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      38       37       72      142      131      219      203
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      345,675
COMMITMENTS
  46,628    8,994   12,783  279,642  320,975  339,053  342,752    6,622    2,923

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     11,877)
   1,035   -6,763     -832   12,735   20,898   12,938   13,303   -1,061   -1,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      2.6      3.7     80.9     92.9     98.1     99.2      1.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      10        5       13       40       41       53       56
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      202,588
COMMITMENTS
   9,897    7,705    5,100  185,362  185,029  200,359  197,834    2,229    4,754

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     -4,310)
     570     -274      -66   -4,418   -3,578   -3,914   -3,918     -396     -392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      3.8      2.5     91.5     91.3     98.9     97.7      1.1      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        5        5       36       37       46       43
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      385,397
COMMITMENTS
  23,689      982    5,842  346,204  374,138  375,735  380,962    9,662    4,435

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:        176)
  -1,425      336    1,145   -1,283      -37   -1,563    1,444    1,739   -1,268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.3      1.5     89.8     97.1     97.5     98.8      2.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        4       37       28       43       32
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      573,978
COMMITMENTS
     156   77,933   21,339  548,065  473,016  569,560  572,288    4,418    1,690

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      3,677)
     156   20,251  -17,287   21,099    1,408    3,968    4,372     -291     -695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.6      3.7     95.5     82.4     99.2     99.7      0.8      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       1        9        8       55       47       63       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      197,049
COMMITMENTS
  28,153      541    4,898  156,829  183,832  189,880  189,271    7,169    7,778

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      6,855)
   1,093     -122     -622    6,888    7,207    7,359    6,463     -504      392

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      0.3      2.5     79.6     93.3     96.4     96.1      3.6      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        1        5       31       28       39       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      385,487
COMMITMENTS
  15,156   57,595   30,185  334,636  290,344  379,977  378,124    5,510    7,363

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:     14,132)
     935   -2,800      181   14,710   17,923   15,826   15,304   -1,694   -1,172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     14.9      7.8     86.8     75.3     98.6     98.1      1.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       6        3        9       48       45       57       54
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 08/24/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      161,673
COMMITMENTS
  10,267   23,906    8,473  137,428  123,419  156,168  155,798    5,505    5,875

CHANGES FROM 08/17/10 (CHANGE IN OPEN INTEREST:      4,215)
  -5,770   -2,357      980    7,602    3,943    2,812    2,566    1,403    1,649

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     14.8      5.2     85.0     76.3     96.6     96.4      3.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        1        6       36       33       42       39
```

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Updated August 27, 2010