```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,803,685
COMMITMENTS
 321,827  146,646  1183443  2271684  2453668  3776954  3783757   26,731   19,928

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     55,062)
 -29,743    8,245   14,529   65,350   23,535   50,136   46,309    4,926    8,753

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      3.9     31.1     59.7     64.5     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      36       37       68      135      123      206      194
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      335,872
COMMITMENTS
  19,198    7,866   14,073  293,730  309,704  327,001  331,643    8,871    4,229

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -34,912)
 -20,228   -3,202   -2,442  -12,125  -29,585  -34,795  -35,229     -117      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      2.3      4.2     87.5     92.2     97.4     98.7      2.6      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        3        5       43       39       48       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      179,950
COMMITMENTS
   7,130      330    5,064  166,185  169,619  178,379  175,013    1,571    4,937

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:     -8,411)
     801      -26     -187   -8,394   -8,520   -7,780   -8,733     -631      322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      0.2      2.8     92.4     94.3     99.1     97.3      0.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        1        4       29       34       35       38
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,484
COMMITMENTS
   9,247        0   25,214  294,692  308,551  329,153  333,765    9,331    4,719

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -23,250)
  -7,229   -3,128   11,329  -26,068  -32,288  -21,968  -24,087   -1,282      837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      7.4     87.1     91.2     97.2     98.6      2.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        0        5       34       31       41       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      598,023
COMMITMENTS
   2,936   20,475   30,721  559,229  539,659  592,886  590,855    5,137    7,168

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -16,210)
   2,255    3,593   -9,348  -12,682  -16,614  -19,775  -22,369    3,565    6,159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      3.4      5.1     93.5     90.2     99.1     98.8      0.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       1        8        6       53       45       59       54
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      186,723
COMMITMENTS
  30,225        0    2,380  143,531  174,356  176,136  176,736   10,587    9,987

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -13,946)
     634        0   -1,654  -15,096  -13,916  -16,116  -15,570    2,170    1,624

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      0.0      1.3     76.9     93.4     94.3     94.7      5.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        0        3       25       23       29       26
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      358,330
COMMITMENTS
  24,638   80,128   11,373  314,217  259,690  350,228  351,191    8,102    7,139

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -38,823)
   3,790   -9,379   -6,691  -37,868  -24,082  -40,769  -40,152    1,946    1,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     22.4      3.2     87.7     72.5     97.7     98.0      2.3      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        4        5       47       38       54       44
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 10/05/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      147,169
COMMITMENTS
  13,088   29,338    5,293  121,590  104,777  139,971  139,408    7,198    7,761

CHANGES FROM 09/28/10 (CHANGE IN OPEN INTEREST:    -39,382)
  -7,470   -4,589   -2,821  -31,403  -33,344  -41,694  -40,754    2,312    1,372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     19.9      3.6     82.6     71.2     95.1     94.7      4.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        4       29       30       34       35
```

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Updated October 8, 2010