```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,774,766
COMMITMENTS
 516,315   91,891  1765668  2470073  2903932  4752056  4761491   22,710   13,275

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:    290,313)
  38,256  -24,135  177,309   76,937  142,857  292,502  296,031   -2,189   -5,718

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      1.9     37.0     51.7     60.8     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      39       33       71      134      127      209      199
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      390,360
COMMITMENTS
  52,898   12,953    8,261  310,008  365,047  371,167  386,261   19,193    4,099

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     26,550)
  13,628   -6,611    4,261    7,556   28,699   25,445   26,349    1,105      201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      3.3      2.1     79.4     93.5     95.1     98.9      4.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        4        7       37       37       46       45
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      191,588
COMMITMENTS
   2,987    3,867    4,733  179,889  178,020  187,609  186,620    3,979    4,968

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     11,472)
    -690     -164      443   12,090   11,120   11,843   11,399     -371       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.0      2.5     93.9     92.9     97.9     97.4      2.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        4       32       35       37       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      339,948
COMMITMENTS
  18,236    3,769    9,479  306,626  321,957  334,341  335,205    5,607    4,743

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -5,370)
   7,061   -1,584   -5,042   -9,459      284   -7,440   -6,342    2,070      972

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      1.1      2.8     90.2     94.7     98.4     98.6      1.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        3        4       35       31       41       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      733,090
COMMITMENTS
   9,925   21,818   38,191  680,230  669,078  728,346  729,087    4,744    4,003

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     34,853)
  -1,400    6,175    6,715   30,050   20,953   35,365   33,843     -512    1,010

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      3.0      5.2     92.8     91.3     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       4        4        7       58       48       66       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      197,734
COMMITMENTS
  19,644    2,164    7,244  162,617  179,854  189,505  189,262    8,229    8,472

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     -1,014)
   6,080      266   -2,886   -5,233    1,153   -2,039   -1,467    1,025      453

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      1.1      3.7     82.2     91.0     95.8     95.7      4.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        4       33       29       38       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      344,302
COMMITMENTS
  13,549   19,877   39,246  284,327  278,187  337,122  337,310    7,180    6,992

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     10,227)
     804  -10,528    7,573    1,628   13,152   10,005   10,197      222       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9      5.8     11.4     82.6     80.8     97.9     98.0      2.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        4        4       45       41       51       46
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 01/25/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      184,311
COMMITMENTS
   9,023   43,849    5,870  161,388  129,312  176,281  179,031    8,030    5,280

CHANGES FROM 01/18/11 (CHANGE IN OPEN INTEREST:     42,000)
    -327   21,959     -219   41,924   22,161   41,378   43,901      622   -1,901

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     23.8      3.2     87.6     70.2     95.6     97.1      4.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        4        4       32       25       37       31
```

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Updated January 28, 2011