```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,764,325
COMMITMENTS
 333,493  177,863  1176819  2226722  2388205  3737034  3742887   27,291   21,438

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:   -255,458)
  45,438    9,657 -136,748 -163,065 -125,010 -254,375 -252,101   -1,083   -3,357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      4.7     31.3     59.2     63.4     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      40       30       65      137      126      208      192
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      361,829
COMMITMENTS
  52,417   11,250   10,992  291,753  336,200  355,162  358,442    6,667    3,387

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:     16,154)
   5,789    2,256   -1,791   12,111   15,225   16,109   15,690       45      464

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      3.1      3.0     80.6     92.9     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       9        4       10       40       42       52       53
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      209,256
COMMITMENTS
   7,838    8,938    4,990  193,379  190,265  206,207  204,193    3,049    5,063

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      6,668)
  -2,059    1,233     -110    8,017    5,236    5,848    6,359      820      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      4.3      2.4     92.4     90.9     98.5     97.6      1.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        4       34       37       41       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      393,566
COMMITMENTS
  18,589    1,560    8,046  359,169  380,819  385,804  390,425    7,762    3,141

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      8,169)
  -5,100      578    2,204   12,965    6,681   10,069    9,463   -1,900   -1,294

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.4      2.0     91.3     96.8     98.0     99.2      2.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        4        3       41       30       46       35
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      573,297
COMMITMENTS
     901   45,779   21,682  547,203  503,775  569,786  571,236    3,511    2,061

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:       -681)
     745  -32,154      343     -862   30,759      226   -1,052     -907      371

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      8.0      3.8     95.4     87.9     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       2        8        8       56       48       64       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      203,576
COMMITMENTS
  30,294      541    4,750  161,692  191,351  196,736  196,642    6,840    6,934

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      6,527)
   2,141        0     -148    4,863    7,519    6,856    7,371     -329     -844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9      0.3      2.3     79.4     94.0     96.6     96.6      3.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7        1        4       32       29       40       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      392,765
COMMITMENTS
  14,152   56,882   34,810  339,104  294,926  388,066  386,618    4,699    6,147

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      7,278)
  -1,004     -713    4,625    4,468    4,582    8,089    8,494     -811   -1,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     14.5      8.9     86.3     75.1     98.8     98.4      1.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       4        5        8       50       47       59       55
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 08/31/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      169,869
COMMITMENTS
  12,985   31,275    7,603  144,204  125,387  164,792  164,265    5,077    5,604

CHANGES FROM 08/24/10 (CHANGE IN OPEN INTEREST:      8,196)
   2,718    7,369     -870    6,776    1,968    8,624    8,467     -428     -271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6     18.4      4.5     84.9     73.8     97.0     96.7      3.0      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        1        6       35       32       41       38
```

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Updated September 3, 2010