```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,819,617
COMMITMENTS
 331,864  104,276  1255758  2207815  2438389  3795437  3798423   24,180   21,194

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:   -190,249)
  74,858    6,164  -55,353 -210,161 -145,464 -190,656 -194,653      407    4,404

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      2.7     32.9     57.8     63.8     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      39       29       59      133      129      200      191
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      330,210
COMMITMENTS
  20,016    2,987   11,734  278,060  310,837  309,810  325,558   20,400    4,652

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      7,695)
  -1,889     -324    1,128    8,550    7,769    7,789    8,573      -94     -878

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1      0.9      3.6     84.2     94.1     93.8     98.6      6.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        8       38       37       46       45
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      189,077
COMMITMENTS
   9,733    5,947    3,456  173,178  175,137  186,367  184,540    2,710    4,537

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      2,683)
    -230     -404      -76    2,900    3,101    2,594    2,621       89       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      3.1      1.8     91.6     92.6     98.6     97.6      1.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        4        5       33       36       40       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      355,708
COMMITMENTS
   2,973    4,549   29,609  317,863  317,466  350,445  351,624    5,263    4,084

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      1,657)
     630   -2,892     -777    1,521    5,355    1,374    1,686      283      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      1.3      8.3     89.4     89.2     98.5     98.9      1.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        6        7       32       27       41       34
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      682,469
COMMITMENTS
   1,548    7,827   37,671  638,988  634,587  678,207  680,085    4,262    2,384

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:    -17,126)
      49    2,760   -1,996   -6,454   -9,054   -8,401   -8,290   -8,725   -8,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      1.1      5.5     93.6     93.0     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       2        4        6       57       47       63       53
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      193,593
COMMITMENTS
  15,022        0    6,137  164,015  177,420  185,174  183,557    8,419   10,036

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      2,541)
  -1,832        0    1,921    1,044     -602    1,133    1,319    1,408    1,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      0.0      3.2     84.7     91.6     95.7     94.8      4.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        0        5       28       29       33       34
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      351,586
COMMITMENTS
  16,807   51,914   17,902  310,087  276,570  344,796  346,386    6,790    5,200

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:      5,690)
  -1,312    3,402      177    6,763    1,407    5,628    4,986       62      704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     14.8      5.1     88.2     78.7     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        4        6       44       45       52       51
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 12/28/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      122,116
COMMITMENTS
   7,532   20,742    7,158  100,442   82,563  115,132  110,463    6,984   11,653

CHANGES FROM 12/21/10 (CHANGE IN OPEN INTEREST:        540)
    -248    1,308     -217      299   -1,447     -166     -356      706      896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     17.0      5.9     82.3     67.6     94.3     90.5      5.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        1       29       22       32       25
```

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Updated January 3, 2011