```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,847,005
COMMITMENTS
 247,205  112,912  1197491  2373480  2514978  3818176  3825381   28,829   21,624

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:   -138,922)
 -37,283  -23,247  -16,133  -87,671 -101,693 -141,087 -141,073    2,165    2,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      2.9     31.1     61.7     65.4     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      34       37       66      135      126      204      196
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      341,787
COMMITMENTS
  27,883    8,331   11,643  288,382  314,957  327,908  334,931   13,879    6,856

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:        579)
     296   -2,414    2,381   -2,894     -688     -217     -721      796    1,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      2.4      3.4     84.4     92.2     95.9     98.0      4.1      2.0

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 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      196,205
COMMITMENTS
   8,145    5,032    4,216  181,282  182,110  193,643  191,358    2,562    4,847

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      2,923)
     180      524      -33    2,720    2,494    2,867    2,985       56      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      2.6      2.1     92.4     92.8     98.7     97.5      1.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        4       32       36       38       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      366,107
COMMITMENTS
   4,266    7,915   32,281  324,465  321,824  361,012  362,020    5,095    4,087

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     -6,419)
  -1,958   -2,130      256   -3,605   -2,609   -5,307   -4,483   -1,112   -1,936

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      2.2      8.8     88.6     87.9     98.6     98.9      1.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        4        5       35       34       42       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      703,177
COMMITMENTS
     288   10,316   47,426  652,010  641,902  699,724  699,644    3,453    3,533

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     11,458)
    -874    1,461   -2,416   14,744   13,268   11,454   12,313        4     -855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.5      6.7     92.7     91.3     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       1        6        7       59       47       66       54
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      199,948
COMMITMENTS
  21,251    2,276    5,656  165,224  184,226  192,131  192,158    7,817    7,790

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      6,610)
     208      274    2,106    3,682    4,106    5,996    6,486      614      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      1.1      2.8     82.6     92.1     96.1     96.1      3.9      3.9

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 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      369,742
COMMITMENTS
  24,850   24,044   27,846  307,386  312,101  360,082  363,991    9,660    5,751

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:     13,206)
    -635   -9,256    6,042    8,322   16,155   13,729   12,941     -523      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      6.5      7.5     83.1     84.4     97.4     98.4      2.6      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        2        6       46       44       53       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 11/30/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      125,929
COMMITMENTS
   7,294   16,400   10,254  102,312   89,604  119,860  116,258    6,069    9,671

CHANGES FROM 11/23/10 (CHANGE IN OPEN INTEREST:      1,339)
  -1,530      695    1,363    2,839      555    2,672    2,613   -1,333   -1,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8     13.0      8.1     81.2     71.2     95.2     92.3      4.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        5       26       29       31       35
```

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Updated December 3, 2010