```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,330,901
COMMITMENTS
 457,640  105,523  1500184  2344271  2704479  4302095  4310186   28,806   20,715

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:    211,623)
  35,005   21,285  110,850   61,583   78,662  207,438  210,797    4,185      826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6      2.4     34.6     54.1     62.4     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      41       34       69      130      122      205      193
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      341,442
COMMITMENTS
  27,537   14,698    6,781  287,617  313,386  321,935  334,865   19,507    6,577

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      6,101)
   5,416   11,512   -6,381    9,743     -992    8,778    4,139   -2,677    1,962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      4.3      2.0     84.2     91.8     94.3     98.1      5.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        4        8       39       38       48       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      179,578
COMMITMENTS
   5,613    4,460    4,073  165,882  166,365  175,568  174,898    4,010    4,680

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -9,053)
  -4,238      486     -276   -4,501   -6,752   -9,015   -6,542      -38   -2,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      2.5      2.3     92.4     92.6     97.8     97.4      2.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        4        5       28       35       34       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      347,603
COMMITMENTS
   8,237    5,638   17,704  318,095  319,330  344,036  342,672    3,567    4,931

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:     -5,445)
   3,333    1,740   -5,168     -883      970   -2,718   -2,458   -2,727   -2,987

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.6      5.1     91.5     91.9     99.0     98.6      1.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        6        7       34       28       41       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      676,494
COMMITMENTS
  15,232   16,966   27,877  627,611  629,106  670,720  673,949    5,774    2,545

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:    -28,988)
   5,143    8,250   -7,426  -22,870  -23,847  -25,153  -23,023   -3,835   -5,965

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      2.5      4.1     92.8     93.0     99.1     99.6      0.9      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       6        3        8       58       47       67       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      193,990
COMMITMENTS
  12,206      923    9,608  164,073  174,192  185,887  184,723    8,103    9,267

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:        361)
  -4,987      923    4,081    2,472   -5,300    1,566     -296   -1,205      657

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      0.5      5.0     84.6     89.8     95.8     95.2      4.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        4       29       28       34       32
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      330,683
COMMITMENTS
  16,147   41,092   23,911  282,575  258,991  322,633  323,994    8,050    6,689

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:    -17,398)
  -1,724  -12,420    8,689  -20,338  -16,836  -13,373  -20,567   -4,025    3,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9     12.4      7.2     85.5     78.3     97.6     98.0      2.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        4        6       41       40       48       46
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 01/11/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      127,249
COMMITMENTS
   7,933   17,062    7,772  104,490   94,018  120,195  118,852    7,054    8,397

CHANGES FROM 01/04/11 (CHANGE IN OPEN INTEREST:      6,128)
     401   -3,185      673    3,940   11,660    5,014    9,148    1,114   -3,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     13.4      6.1     82.1     73.9     94.5     93.4      5.5      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        2        3       29       22       33       26
```

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Updated January 14, 2011