```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 11/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,964,474
COMMITMENTS
 294,720  208,860  1248770  2392657  2485963  3936147  3943593   28,327   20,881

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     84,388)
 -45,116  -17,865   72,300   56,290   28,145   83,474   82,580      914    1,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      5.3     31.5     60.4     62.7     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      39       31       69      133      127      205      199
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 11/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      321,489
COMMITMENTS
  18,361   11,006   11,372  281,549  294,316  311,282  316,694   10,207    4,795

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:    -23,012)
   2,007    1,743   -6,700  -18,436  -17,724  -23,129  -22,681      117     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      3.4      3.5     87.6     91.5     96.8     98.5      3.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        4        8       41       39       49       49
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 11/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      183,942
COMMITMENTS
   3,751    5,870    4,037  174,384  169,159  182,172  179,066    1,770    4,876

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     -9,861)
  -3,124    2,196   -1,617   -5,166   -5,990   -9,907   -5,411       46   -4,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      3.2      2.2     94.8     92.0     99.0     97.3      1.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        4        4       31       34       37       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 11/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      363,157
COMMITMENTS
   7,941    8,511   31,772  318,597  319,662  358,310  359,945    4,847    3,212

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     -3,095)
    -848    3,889    1,062   -4,033   -6,772   -3,819   -1,821      724   -1,274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      2.3      8.7     87.7     88.0     98.7     99.1      1.3      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        5        5       35       34       42       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 11/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      662,931
COMMITMENTS
  10,644   15,961   45,862  600,134  593,966  656,640  655,789    6,291    7,142

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:     21,256)
    -478     -278    5,323   14,153   15,628   18,998   20,673    2,258      583

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.4      6.9     90.5     89.6     99.1     98.9      0.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       2        6        7       57       45       64       54
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 11/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,656
COMMITMENTS
  21,166    1,139    3,944  154,374  175,112  179,484  180,195    9,172    8,461

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:    -16,214)
    -340      674   -3,966  -14,363  -11,327  -18,669  -14,619    2,455   -1,595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      0.6      2.1     81.8     92.8     95.1     95.5      4.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        4       29       29       33       34
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 11/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      342,580
COMMITMENTS
  23,556   41,489   19,315  288,351  275,803  331,222  336,607   11,358    5,973

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:    -18,112)
  -3,038   -4,439    1,799  -18,483  -17,673  -19,722  -20,313    1,610    2,201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     12.1      5.6     84.2     80.5     96.7     98.3      3.3      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        3        5       43       42       50       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 11/09/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      122,119
COMMITMENTS
  10,711   16,926    6,949   94,424   89,009  112,084  112,884   10,035    9,235

CHANGES FROM 11/02/10 (CHANGE IN OPEN INTEREST:    -14,458)
  -1,981  -10,210    2,559  -15,088   -7,774  -14,510  -15,425       52      967

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     13.9      5.7     77.3     72.9     91.8     92.4      8.2      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        3        5       22       27       27       34
```

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Updated November 15, 2010