```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 11/16/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,938,806
COMMITMENTS
 238,497  168,189  1207161  2448110  2525912  3893768  3901262   45,038   37,544

CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST:    -25,668)
 -56,223  -40,671  -41,609   55,453   39,949  -42,379  -42,331   16,711   16,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      4.3     30.6     62.2     64.1     98.9     99.0      1.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      35       38       67      136      130      208      201
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 11/16/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      329,817
COMMITMENTS
  18,937   10,940   12,129  285,757  300,765  316,823  323,834   12,994    5,983

CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST:      8,328)
     576      -66      757    4,208    6,449    5,541    7,140    2,787    1,188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      3.3      3.7     86.6     91.2     96.1     98.2      3.9      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       6        4        8       40       38       48       48
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 11/16/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      189,542
COMMITMENTS
   4,249    4,410    5,382  177,560  174,934  187,191  184,726    2,351    4,816

CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST:      5,600)
     498   -1,460    1,345    3,176    5,775    5,019    5,660      581      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      2.3      2.8     93.7     92.3     98.8     97.5      1.2      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        5       31       35       37       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 11/16/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      361,204
COMMITMENTS
   7,962    5,735   31,704  315,003  318,354  354,669  355,793    6,535    5,411

CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST:     -1,953)
      21   -2,776      -68   -3,594   -1,308   -3,641   -4,152    1,688    2,199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      1.6      8.8     87.2     88.1     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        5        6       36       35       43       42
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 11/16/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      687,942
COMMITMENTS
     930   18,387   45,379  636,529  618,745  682,838  682,511    5,104    5,431

CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST:     25,011)
  -9,714    2,426     -483   36,395   24,779   26,198   26,722   -1,187   -1,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      2.7      6.6     92.5     89.9     99.3     99.2      0.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       2        6        6       59       47       65       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 11/16/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      192,713
COMMITMENTS
  20,478    2,751    3,805  159,955  178,550  184,238  185,106    8,475    7,607

CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST:      4,057)
    -688    1,612     -139    5,581    3,438    4,754    4,911     -697     -854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      1.4      2.0     83.0     92.7     95.6     96.1      4.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        5       30       30       35       36
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 11/16/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      344,554
COMMITMENTS
  23,531   35,001   21,225  287,894  284,039  332,650  340,265   11,904    4,289

CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST:      1,974)
     -25   -6,488    1,910     -457    8,236    1,428    3,658      546   -1,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8     10.2      6.2     83.6     82.4     96.5     98.8      3.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        2        5       46       44       53       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 11/16/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      124,681
COMMITMENTS
  10,117   16,201    8,267   98,833   89,055  117,217  113,523    7,464   11,158

CHANGES FROM 11/09/10 (CHANGE IN OPEN INTEREST:      2,562)
    -594     -725    1,318    4,409       46    5,133      639   -2,571    1,923

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     13.0      6.6     79.3     71.4     94.0     91.1      6.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        5       23       27       28       34
```

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Updated November 19, 2010