```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,901,827
COMMITMENTS
 315,566  158,095  1245279  2319281  2483668  3880126  3887042   21,701   14,785

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     98,142)
  -6,261   11,449   61,836   47,597   30,000  103,172  103,285   -5,030   -5,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      4.1     31.9     59.4     63.7     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      218)
      33       43       68      133      123      206      195
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      360,221
COMMITMENTS
  23,021    7,661   18,341  310,253  329,558  351,615  355,560    8,606    4,661

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     24,349)
   3,823     -205    4,268   16,523   19,854   24,614   23,917     -265      432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      2.1      5.1     86.1     91.5     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        2        6       42       39       48       47
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      180,346
COMMITMENTS
   8,422      330    5,462  164,744  169,198  178,628  174,990    1,718    5,356

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:        396)
   1,292        0      398   -1,441     -421      249      -23      147      419

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      0.2      3.0     91.3     93.8     99.0     97.0      1.0      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        1        6       29       34       36       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      347,112
COMMITMENTS
   9,113    4,113   29,176  301,884  310,003  340,173  343,292    6,939    3,820

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      8,628)
    -134    4,113    3,962    7,192    1,452   11,020    9,527   -2,392     -899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      1.2      8.4     87.0     89.3     98.0     98.9      2.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        2        6       35       31       43       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      619,899
COMMITMENTS
   4,189   23,997   32,085  578,558  557,084  614,832  613,166    5,067    6,733

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     21,876)
   1,253    3,522    1,364   19,329   17,425   21,946   22,311      -70     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      3.9      5.2     93.3     89.9     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
       1        8        7       55       44       62       53
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      192,633
COMMITMENTS
  30,419        0    2,393  151,613  180,350  184,425  182,743    8,208    9,890

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      5,910)
     194        0       13    8,082    5,994    8,289    6,007   -2,379      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8      0.0      1.2     78.7     93.6     95.7     94.9      4.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        3       29       27       33       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      368,144
COMMITMENTS
  27,264   73,508   19,839  310,036  268,041  357,139  361,388   11,005    6,756

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:      9,814)
   2,626   -6,620    8,466   -4,181    8,351    6,911   10,197    2,903     -383

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     20.0      5.4     84.2     72.8     97.0     98.2      3.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        3        5       46       38       53       44
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 10/12/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      142,559
COMMITMENTS
  15,582   31,583    3,698  116,147   98,457  135,427  133,738    7,132    8,821

CHANGES FROM 10/05/10 (CHANGE IN OPEN INTEREST:     -4,610)
   2,494    2,245   -1,595   -5,443   -6,320   -4,544   -5,670      -66    1,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9     22.2      2.6     81.5     69.1     95.0     93.8      5.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        2        4       29       31       34       36
```

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Updated October 15, 2010