```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,591,159
COMMITMENTS
 389,803  125,591  1734281  2437884  2714493  4561968  4574365   29,191   16,794

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     24,991)
 -90,274   34,481    6,966  104,122  -17,517   20,814   23,930    4,177    1,061

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      2.7     37.8     53.1     59.1     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      40       37       68      135      128      210      201
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      367,217
COMMITMENTS
  22,743   10,808   12,601  312,972  339,238  348,316  362,647   18,901    4,570

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    -12,157)
  -5,387     -873    2,812   -8,720  -13,512  -11,295  -11,573     -862     -584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      2.9      3.4     85.2     92.4     94.9     98.8      5.1      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       6        4        9       38       32       48       41
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      189,377
COMMITMENTS
   2,863    2,147    4,816  177,923  176,435  185,602  183,398    3,775    5,979

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -2,105)
  -1,236      -52    1,124   -2,268   -4,643   -2,380   -3,571      275    1,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.1      2.5     94.0     93.2     98.0     96.8      2.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        4       31       32       36       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      318,547
COMMITMENTS
  23,959    5,463    6,562  282,736  301,516  313,257  313,541    5,290    5,006

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    -24,026)
   3,476     -335   -2,612  -23,889  -20,981  -23,025  -23,928   -1,001      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      1.7      2.1     88.8     94.7     98.3     98.4      1.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        2        5       35       31       41       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      720,570
COMMITMENTS
  12,453   37,736   39,054  664,859  642,115  716,366  718,905    4,204    1,665

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    -24,201)
     300   10,367   -3,906  -16,962  -24,476  -20,568  -18,015   -3,633   -6,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      5.2      5.4     92.3     89.1     99.4     99.8      0.6      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       3        7        9       57       50       67       59
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      189,149
COMMITMENTS
  15,222    1,125    8,500  156,600  170,720  180,322  180,345    8,827    8,804

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:     -9,133)
  -6,069      -51      680   -4,296   -9,604   -9,685   -8,975      552     -158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.0      0.6      4.5     82.8     90.3     95.3     95.3      4.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        4       30       26       35       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      329,027
COMMITMENTS
  15,902   27,544   29,898  274,373  263,286  320,173  320,728    8,854    8,299

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    -24,663)
  -2,701    9,043   -8,561  -14,653  -26,437  -25,915  -25,955    1,252    1,292

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      8.4      9.1     83.4     80.0     97.3     97.5      2.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       3        3        4       39       37       44       42
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 02/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      183,903
COMMITMENTS
   4,996   30,940    5,987  165,113  139,785  176,096  176,712    7,807    7,191

CHANGES FROM 02/01/11 (CHANGE IN OPEN INTEREST:    -10,142)
    -631   -4,890   -1,421   -7,060   -5,152   -9,112  -11,463   -1,030    1,321

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7     16.8      3.3     89.8     76.0     95.8     96.1      4.2      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        5        4       28       23       33       29
```

----

Updated February 11, 2011