```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,849,990
COMMITMENTS
 353,142  212,995  1198178  2274197  2420368  3825517  3831541   24,473   18,449

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:     43,415)
 -27,044   10,868    5,036   67,470   30,579   45,462   46,483   -2,047   -3,068

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      5.5     31.1     59.1     62.9     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      44       36       69      140      126      217      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      369,064
COMMITMENTS
  35,020   13,981   18,591  307,411  332,805  361,022  365,377    8,042    3,687

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:     14,716)
  -4,446    1,443    6,202   10,932    6,109   12,688   13,754    2,028      962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      3.8      5.0     83.3     90.2     97.8     99.0      2.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       7        4        6       40       42       49       50
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,483
COMMITMENTS
   7,559    2,901    6,759  171,561  174,039  185,879  183,699    2,604    4,784

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:      3,371)
  -1,453     -798      830    3,843    3,142    3,220    3,174      151      197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      1.5      3.6     91.0     92.3     98.6     97.5      1.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        5       29       36       36       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      374,025
COMMITMENTS
  18,431    1,276    8,670  338,413  360,857  365,514  370,803    8,511    3,222

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:      2,358)
     948     -193      293      -47    2,587    1,194    2,687    1,164     -329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      0.3      2.3     90.5     96.5     97.7     99.1      2.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        5       39       32       46       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      559,837
COMMITMENTS
   2,025   29,284   34,224  520,961  494,807  557,210  558,315    2,627    1,522

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:      3,175)
   1,643   -5,496    7,628   -5,518    3,241    3,753    5,373     -578   -2,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      5.2      6.1     93.1     88.4     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       2        9        7       57       49       64       60
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      194,376
COMMITMENTS
  26,905      775    6,711  153,112  179,771  186,728  187,257    7,648    7,119

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:     -1,833)
     240     -829      635   -2,279      242   -1,404       48     -429   -1,881

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.8      0.4      3.5     78.8     92.5     96.1     96.3      3.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        2        5       29       27       37       32
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      391,710
COMMITMENTS
  20,003   70,437   27,284  335,881  285,323  383,168  383,044    8,542    8,666

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:     18,754)
   3,868   15,636   -3,943   16,088    5,354   16,013   17,047    2,741    1,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     18.0      7.0     85.7     72.8     97.8     97.8      2.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        5        8       46       41       55       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 09/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      172,176
COMMITMENTS
  12,399   45,517    7,276  149,760  112,762  169,435  165,555    2,741    6,621

CHANGES FROM 09/07/10 (CHANGE IN OPEN INTEREST:     12,166)
   3,240    9,237     -470   10,579    1,784   13,349   10,551   -1,183    1,615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     26.4      4.2     87.0     65.5     98.4     96.2      1.6      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        2        7       35       34       42       41
```

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Updated September 17, 2010