```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,917,102
COMMITMENTS
 344,045  178,920  1217657  2334135  2509642  3895837  3906219   21,265   10,883

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     15,275)
  28,479   20,825  -27,622   14,854   25,974   15,711   19,177     -436   -3,902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      4.6     31.1     59.6     64.1     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      30       45       68      133      122      204      196
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      361,326
COMMITMENTS
  17,145   10,587   15,608  320,827  331,491  353,580  357,686    7,746    3,640

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      1,105)
  -5,876    2,926   -2,733   10,574    1,933    1,965    2,126     -860   -1,021

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      2.9      4.3     88.8     91.7     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        3        6       42       40       48       48
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      179,716
COMMITMENTS
   7,808      330    4,933  165,644  169,689  178,385  174,952    1,331    4,764

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:       -630)
    -614        0     -529      900      491     -243      -38     -387     -592

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.2      2.7     92.2     94.4     99.3     97.3      0.7      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       6        1        6       29       35       36       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      364,090
COMMITMENTS
  16,859    3,824   25,830  315,434  330,988  358,123  360,642    5,967    3,448

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     16,978)
   7,746     -289   -3,346   13,550   20,985   17,950   17,350     -972     -372

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6      1.1      7.1     86.6     90.9     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        3        6       38       36       46       43
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      643,775
COMMITMENTS
   6,596   18,253   38,499  594,316  581,122  639,411  637,874    4,364    5,901

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     23,876)
   2,407   -5,744    6,414   15,758   24,038   24,579   24,708     -703     -832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      2.8      6.0     92.3     90.3     99.3     99.1      0.7      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       1        8        7       55       45       62       54
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      194,807
COMMITMENTS
  28,664      465    2,521  155,266  181,691  186,451  184,677    8,356   10,130

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      2,174)
  -1,755      465      128    3,653    1,341    2,026    1,934      148      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      0.2      1.3     79.7     93.3     95.7     94.8      4.3      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        1        3       27       27       31       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      377,906
COMMITMENTS
  28,151   81,997   21,863  317,519  268,578  367,533  372,438   10,373    5,468

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:      9,762)
     887    8,489    2,024    7,483      537   10,394   11,050     -632   -1,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     21.7      5.8     84.0     71.1     97.3     98.6      2.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        3        6       48       41       56       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 10/19/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      137,708
COMMITMENTS
  17,141   25,133    3,786  112,234  100,026  133,161  128,945    4,547    8,763

CHANGES FROM 10/12/10 (CHANGE IN OPEN INTEREST:     -4,851)
   1,559   -6,450       88   -3,913    1,569   -2,266   -4,793   -2,585      -58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     18.3      2.7     81.5     72.6     96.7     93.6      3.3      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        4       32       29       37       35
```

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Updated October 22, 2010