```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 3,964,474:   294,720    208,860  1,248,770  2,392,657  2,485,963  3,936,147  3,943,593:    28,327     20,881
Old  : 3,964,474:   294,720    208,860  1,248,770  2,392,657  2,485,963  3,936,147  3,943,593:    28,327     20,881
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :    84,388:   -45,116    -17,865     72,300     56,290     28,145     83,474     82,580:       914      1,808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        5.3       31.5       60.4       62.7       99.3       99.5:       0.7        0.5
Old  :     100.0:       7.4        5.3       31.5       60.4       62.7       99.3       99.5:       0.7        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       219:        39         31         69        133        127        205        199:
Old  :       219:        39         31         69        133        127        205        199:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.4       26.7       34.3       40.2       10.4       18.1       15.6       24.0
Old  :                 20.4       26.7       34.3       40.2       10.4       18.1       15.6       24.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                        Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   321,489:    18,361     11,006     11,372    281,549    294,316    311,282    316,694:    10,207      4,795
Old  :   321,489:    18,361     11,006     11,372    281,549    294,316    311,282    316,694:    10,207      4,795
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :   -23,012:     2,007      1,743     -6,700    -18,436    -17,724    -23,129    -22,681:       117       -331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        3.4        3.5       87.6       91.5       96.8       98.5:       3.2        1.5
Old  :     100.0:       5.7        3.4        3.5       87.6       91.5       96.8       98.5:       3.2        1.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:         6          4          8         41         39         49         49:
Old  :        57:         6          4          8         41         39         49         49:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.0       50.8       54.2       67.4       20.3       32.0       32.5       39.1
Old  :                 39.0       50.8       54.2       67.4       20.3       32.0       32.5       39.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                       Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   183,942:     3,751      5,870      4,037    174,384    169,159    182,172    179,066:     1,770      4,876
Old  :   183,942:     3,751      5,870      4,037    174,384    169,159    182,172    179,066:     1,770      4,876
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :    -9,861:    -3,124      2,196     -1,617     -5,166     -5,990     -9,907     -5,411:        46     -4,450
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0        3.2        2.2       94.8       92.0       99.0       97.3:       1.0        2.7
Old  :     100.0:       2.0        3.2        2.2       94.8       92.0       99.0       97.3:       1.0        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3          4          4         31         34         37         39:
Old  :        45:         3          4          4         31         34         37         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.0       35.8       78.9       57.9       62.1       33.8       73.9       54.9
Old  :                 63.0       35.8       78.9       57.9       62.1       33.8       73.9       54.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                         Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   363,157:     7,941      8,511     31,772    318,597    319,662    358,310    359,945:     4,847      3,212
Old  :   363,157:     7,941      8,511     31,772    318,597    319,662    358,310    359,945:     4,847      3,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :    -3,095:      -848      3,889      1,062     -4,033     -6,772     -3,819     -1,821:       724     -1,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.2        2.3        8.7       87.7       88.0       98.7       99.1:       1.3        0.9
Old  :     100.0:       2.2        2.3        8.7       87.7       88.0       98.7       99.1:       1.3        0.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:         2          5          5         35         34         42         40:
Old  :        48:         2          5          5         35         34         42         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.6       47.7       59.8       70.1       38.1       38.0       51.0       49.9
Old  :                 40.6       47.7       59.8       70.1       38.1       38.0       51.0       49.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   662,931:    10,644     15,961     45,862    600,134    593,966    656,640    655,789:     6,291      7,142
Old  :   662,931:    10,644     15,961     45,862    600,134    593,966    656,640    655,789:     6,291      7,142
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :    21,256:      -478       -278      5,323     14,153     15,628     18,998     20,673:     2,258        583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.6        2.4        6.9       90.5       89.6       99.1       98.9:       0.9        1.1
Old  :     100.0:       1.6        2.4        6.9       90.5       89.6       99.1       98.9:       0.9        1.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        68:         2          6          7         57         45         64         54:
Old  :        68:         2          6          7         57         45         64         54:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.7       42.0       52.8       57.1       23.9       31.0       36.3       41.2
Old  :                 35.7       42.0       52.8       57.1       23.9       31.0       36.3       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                             Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   188,656:    21,166      1,139      3,944    154,374    175,112    179,484    180,195:     9,172      8,461
Old  :   188,656:    21,166      1,139      3,944    154,374    175,112    179,484    180,195:     9,172      8,461
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :   -16,214:      -340        674     -3,966    -14,363    -11,327    -18,669    -14,619:     2,455     -1,595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2        0.6        2.1       81.8       92.8       95.1       95.5:       4.9        4.5
Old  :     100.0:      11.2        0.6        2.1       81.8       92.8       95.1       95.5:       4.9        4.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         3          2          4         29         29         33         34:
Old  :        41:         3          2          4         29         29         33         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.4       61.1       69.0       75.4       45.8       60.1       64.2       72.9
Old  :                 48.4       61.1       69.0       75.4       45.8       60.1       64.2       72.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                 Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   342,580:    23,556     41,489     19,315    288,351    275,803    331,222    336,607:    11,358      5,973
Old  :   342,580:    23,556     41,489     19,315    288,351    275,803    331,222    336,607:    11,358      5,973
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :   -18,112:    -3,038     -4,439      1,799    -18,483    -17,673    -19,722    -20,313:     1,610      2,201
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       12.1        5.6       84.2       80.5       96.7       98.3:       3.3        1.7
Old  :     100.0:       6.9       12.1        5.6       84.2       80.5       96.7       98.3:       3.3        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         4          3          5         43         42         50         47:
Old  :        58:         4          3          5         43         42         50         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.5       34.7       48.3       53.9       24.9       30.2       40.4       44.8
Old  :                 29.5       34.7       48.3       53.9       24.9       30.2       40.4       44.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 9, 2010                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   122,119:    10,711     16,926      6,949     94,424     89,009    112,084    112,884:    10,035      9,235
Old  :   122,119:    10,711     16,926      6,949     94,424     89,009    112,084    112,884:    10,035      9,235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 2, 2010                     :
     :   -14,458:    -1,981    -10,210      2,559    -15,088     -7,774    -14,510    -15,425:        52        967
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8       13.9        5.7       77.3       72.9       91.8       92.4:       8.2        7.6
Old  :     100.0:       8.8       13.9        5.7       77.3       72.9       91.8       92.4:       8.2        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:         4          3          5         22         27         27         34:
Old  :        40:         4          3          5         22         27         27         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.6       39.2       54.9       60.7       31.8       38.2       44.4       54.1
Old  :                 36.6       39.2       54.9       60.7       31.8       38.2       44.4       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated November 15, 2010