```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 11/02/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    3,880,086
COMMITMENTS
 339,836  226,725  1176470  2336367  2457818  3852673  3861013   27,413   19,073

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:   -107,427)
  11,860    2,792  -45,671  -69,829  -61,079 -103,640 -103,958   -3,787   -3,469

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      5.8     30.3     60.2     63.3     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      39       30       68      132      129      204      199
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 11/02/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      344,501
COMMITMENTS
  16,354    9,263   18,072  299,985  312,040  334,411  339,375   10,090    5,126

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -8,860)
   1,759   -1,988     -403   -7,120   -5,840   -5,764   -8,231   -3,096     -629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      2.7      5.2     87.1     90.6     97.1     98.5      2.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        3        8       42       41       50       50
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 11/02/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      193,803
COMMITMENTS
   6,875    3,674    5,654  179,550  175,149  192,079  184,477    1,724    9,326

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:      6,873)
    -628    3,344     -231    8,037      105    7,178    3,218     -305    3,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.9      2.9     92.6     90.4     99.1     95.2      0.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        7       31       36       39       43
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 11/02/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      366,252
COMMITMENTS
   8,789    4,622   30,710  322,630  326,434  362,129  361,766    4,123    4,486

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:        885)
  -1,625      459     -206    3,511   -1,073    1,680     -820     -795    1,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.3      8.4     88.1     89.1     98.9     98.8      1.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        3        6       37       36       45       43
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 11/02/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      641,675
COMMITMENTS
  11,122   16,239   40,539  585,981  578,338  637,642  635,116    4,033    6,559

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:    -20,990)
    -345     -245   -1,473  -20,114  -18,347  -21,932  -20,065      942     -925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      2.5      6.3     91.3     90.1     99.4     99.0      0.6      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       2        5        7       56       47       63       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 11/02/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      204,870
COMMITMENTS
  21,506      465    7,910  168,737  186,439  198,153  194,814    6,717   10,056

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:      3,827)
    -977        0      802    4,186    2,101    4,011    2,903     -184      924

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      0.2      3.9     82.4     91.0     96.7     95.1      3.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        4       29       29       33       34
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 11/02/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      360,692
COMMITMENTS
  26,594   45,928   17,516  306,834  293,476  350,944  356,920    9,748    3,772

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:     -1,428)
    -681     -818   -1,940    1,245    3,582   -1,376      824      -52   -2,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     12.7      4.9     85.1     81.4     97.3     99.0      2.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       5        3        6       47       41       55       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 11/02/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      136,577
COMMITMENTS
  12,692   27,136    4,390  109,512   96,783  126,594  128,309    9,983    8,268

CHANGES FROM 10/26/10 (CHANGE IN OPEN INTEREST:       -441)
     179    1,501     -123   -4,465   -1,440   -4,409      -62    3,968     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3     19.9      3.2     80.2     70.9     92.7     93.9      7.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        4        3       30       29       34       35
```

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Updated November 5, 2010