```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,806,575
COMMITMENTS
 380,186  202,127  1193142  2206727  2389789  3780055  3785058   26,520   21,517

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     42,250)
  46,693   24,264   16,323  -19,995    1,584   43,021   42,171     -771       79

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      5.3     31.3     58.0     62.8     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      45       29       67      136      125      210      192
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      354,348
COMMITMENTS
  39,466   12,538   12,389  296,479  326,696  348,334  351,623    6,014    2,725

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -7,481)
 -12,951    1,288    1,397    4,726   -9,504   -6,828   -6,819     -653     -662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.1      3.5      3.5     83.7     92.2     98.3     99.2      1.7      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        5        7       39       41       49       50
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      185,112
COMMITMENTS
   9,012    3,699    5,929  167,718  170,897  182,659  180,525    2,453    4,587

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:    -24,144)
   1,174   -5,239      939  -25,661  -19,368  -23,548  -23,668     -596     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      2.0      3.2     90.6     92.3     98.7     97.5      1.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        3        5       29       36       37       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      371,667
COMMITMENTS
  17,483    1,469    8,377  338,460  358,270  364,320  368,116    7,347    3,551

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:    -21,899)
  -1,106      -91      331  -20,709  -22,549  -21,484  -22,309     -415      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.4      2.3     91.1     96.4     98.0     99.0      2.0      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        3        4       40       31       46       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      556,662
COMMITMENTS
     382   34,780   26,596  526,479  491,566  553,457  552,942    3,205    3,720

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:    -16,635)
    -519  -10,999    4,914  -20,724  -12,209  -16,329  -18,294     -306    1,659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      6.2      4.8     94.6     88.3     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       1        9        7       55       48       62       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      196,209
COMMITMENTS
  26,665    1,604    6,076  155,391  179,529  188,132  187,209    8,077    9,000

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -7,367)
  -3,629    1,063    1,326   -6,301  -11,822   -8,604   -9,433    1,237    2,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      0.8      3.1     79.2     91.5     95.9     95.4      4.1      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        4       28       26       35       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      372,956
COMMITMENTS
  16,135   54,801   31,227  319,793  279,969  367,155  365,997    5,801    6,959

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:    -19,809)
   1,983   -2,081   -3,583  -19,311  -14,957  -20,911  -20,621    1,102      812

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     14.7      8.4     85.7     75.1     98.4     98.1      1.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       5        4        8       47       41       56       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 09/07/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      160,010
COMMITMENTS
   9,159   36,280    7,746  139,181  110,978  156,086  155,004    3,924    5,006

CHANGES FROM 08/31/10 (CHANGE IN OPEN INTEREST:     -9,859)
  -3,826    5,005      143   -5,023  -14,409   -8,706   -9,261   -1,153     -598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     22.7      4.8     87.0     69.4     97.5     96.9      2.5      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        6       35       31       41       37
```

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Updated September 10, 2010