```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,748,623
COMMITMENTS
 351,570  138,401  1168914  2206334  2430133  3726818  3737448   21,805   11,175

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:   -278,675)
 -15,487  -14,063  -96,279 -163,541 -163,583 -275,307 -273,925   -3,368   -4,750

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      3.7     31.2     58.9     64.8     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      44       36       71      140      126      217      202
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      370,784
COMMITMENTS
  39,426   11,068   16,515  305,855  339,289  361,796  366,872    8,988    3,912

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:     -2,654)
  -4,486    2,902   -1,598    2,684   -4,299   -3,400   -2,995      746      341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      3.0      4.5     82.5     91.5     97.6     98.9      2.4      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        4        6       42       41       49       48
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,361
COMMITMENTS
   6,329      356    5,251  174,579  178,139  186,159  183,746    2,202    4,615

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:      5,540)
    -424     -156   -1,277    7,286    6,749    5,585    5,316      -45      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.2      2.8     92.7     94.6     98.8     97.5      1.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        2        4       33       39       39       43
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      361,734
COMMITMENTS
  16,476    3,128   13,885  320,760  340,839  351,121  357,852   10,613    3,882

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:     -1,703)
  -2,410    1,396    5,214   -3,508   -8,358     -704   -1,748     -999       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      0.9      3.8     88.7     94.2     97.1     98.9      2.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        6       36       32       43       38
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      614,233
COMMITMENTS
     681   16,882   40,069  571,911  556,273  612,661  613,224    1,572    1,009

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:     19,919)
     681  -12,075      999   19,033   31,193   20,713   20,117     -794     -198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.7      6.5     93.1     90.6     99.7     99.8      0.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       1        8        6       57       48       63       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      200,669
COMMITMENTS
  29,591        0    4,034  158,627  188,272  192,252  192,306    8,417    8,363

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:      4,486)
   1,706   -1,090   -1,459    4,445    6,370    4,692    3,821     -206      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      0.0      2.0     79.0     93.8     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        0        3       29       26       34       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      397,153
COMMITMENTS
  20,848   89,507   18,064  352,085  283,772  390,997  391,343    6,156    5,810

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:      6,408)
     902    6,420     -666    7,096    1,804    7,332    7,558     -924   -1,150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     22.5      4.5     88.7     71.5     98.4     98.5      1.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       3        6        8       48       45       57       53
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 09/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      186,551
COMMITMENTS
  20,558   33,927    8,114  152,993  138,121  181,665  180,162    4,886    6,389

CHANGES FROM 09/21/10 (CHANGE IN OPEN INTEREST:     12,088)
   6,186   -8,542       45    3,990   20,090   10,221   11,593    1,867      495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.0     18.2      4.3     82.0     74.0     97.4     96.6      2.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        6       33       35       40       41
```

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Updated October 1, 2010