```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 2, 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  : 3,880,086:   339,836    226,725  1,176,470  2,336,367  2,457,818  3,852,673  3,861,013:    27,413     19,073
Old  : 3,880,086:   339,836    226,725  1,176,470  2,336,367  2,457,818  3,852,673  3,861,013:    27,413     19,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :  -107,427:    11,860      2,792    -45,671    -69,829    -61,079   -103,640   -103,958:    -3,787     -3,469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.8        5.8       30.3       60.2       63.3       99.3       99.5:       0.7        0.5
Old  :     100.0:       8.8        5.8       30.3       60.2       63.3       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  :       220:        39         30         68        132        129        204        199:
Old  :       220:        39         30         68        132        129        204        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       26.9       34.2       40.1       10.6       17.8       15.9       24.0
Old  :                 20.4       26.9       34.2       40.1       10.6       17.8       15.9       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 2, 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  :   344,501:    16,354      9,263     18,072    299,985    312,040    334,411    339,375:    10,090      5,126
Old  :   344,501:    16,354      9,263     18,072    299,985    312,040    334,411    339,375:    10,090      5,126
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :    -8,860:     1,759     -1,988       -403     -7,120     -5,840     -5,764     -8,231:    -3,096       -629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.7        2.7        5.2       87.1       90.6       97.1       98.5:       2.9        1.5
Old  :     100.0:       4.7        2.7        5.2       87.1       90.6       97.1       98.5:       2.9        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  :        59:         5          3          8         42         41         50         50:
Old  :        59:         5          3          8         42         41         50         50:
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  :                 37.5       49.8       53.7       66.5       20.3       32.5       31.8       39.9
Old  :                 37.5       49.8       53.7       66.5       20.3       32.5       31.8       39.9
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 2, 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  :   193,803:     6,875      3,674      5,654    179,550    175,149    192,079    184,477:     1,724      9,326
Old  :   193,803:     6,875      3,674      5,654    179,550    175,149    192,079    184,477:     1,724      9,326
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :     6,873:      -628      3,344       -231      8,037        105      7,178      3,218:      -305      3,655
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5        1.9        2.9       92.6       90.4       99.1       95.2:       0.9        4.8
Old  :     100.0:       3.5        1.9        2.9       92.6       90.4       99.1       95.2:       0.9        4.8
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  :        47:         5          3          7         31         36         39         43:
Old  :        47:         5          3          7         31         36         39         43:
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  :                 59.2       34.6       75.3       54.9       56.8       33.7       69.3       53.2
Old  :                 59.2       34.6       75.3       54.9       56.8       33.7       69.3       53.2
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 2, 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  :   366,252:     8,789      4,622     30,710    322,630    326,434    362,129    361,766:     4,123      4,486
Old  :   366,252:     8,789      4,622     30,710    322,630    326,434    362,129    361,766:     4,123      4,486
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :       885:    -1,625        459       -206      3,511     -1,073      1,680       -820:      -795      1,705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4        1.3        8.4       88.1       89.1       98.9       98.8:       1.1        1.2
Old  :     100.0:       2.4        1.3        8.4       88.1       89.1       98.9       98.8:       1.1        1.2
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  :        52:         5          3          6         37         36         45         43:
Old  :        52:         5          3          6         37         36         45         43:
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  :                 38.5       48.5       56.7       71.2       35.2       38.5       48.8       50.3
Old  :                 38.5       48.5       56.7       71.2       35.2       38.5       48.8       50.3
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 2, 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  :   641,675:    11,122     16,239     40,539    585,981    578,338    637,642    635,116:     4,033      6,559
Old  :   641,675:    11,122     16,239     40,539    585,981    578,338    637,642    635,116:     4,033      6,559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :   -20,990:      -345       -245     -1,473    -20,114    -18,347    -21,932    -20,065:       942       -925
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.7        2.5        6.3       91.3       90.1       99.4       99.0:       0.6        1.0
Old  :     100.0:       1.7        2.5        6.3       91.3       90.1       99.4       99.0:       0.6        1.0
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  :        67:         2          5          7         56         47         63         55:
Old  :        67:         2          5          7         56         47         63         55:
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  :                 35.8       42.6       51.6       57.9       24.3       31.2       36.4       41.5
Old  :                 35.8       42.6       51.6       57.9       24.3       31.2       36.4       41.5
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 2, 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  :   204,870:    21,506        465      7,910    168,737    186,439    198,153    194,814:     6,717     10,056
Old  :   204,870:    21,506        465      7,910    168,737    186,439    198,153    194,814:     6,717     10,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :     3,827:      -977          0        802      4,186      2,101      4,011      2,903:      -184        924
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        0.2        3.9       82.4       91.0       96.7       95.1:       3.3        4.9
Old  :     100.0:      10.5        0.2        3.9       82.4       91.0       96.7       95.1:       3.3        4.9
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  :        42:         4          1          4         29         29         33         34:
Old  :        42:         4          1          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  :                 45.3       58.2       65.8       74.3       42.1       56.3       60.0       69.5
Old  :                 45.3       58.2       65.8       74.3       42.1       56.3       60.0       69.5
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 2, 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  :   360,692:    26,594     45,928     17,516    306,834    293,476    350,944    356,920:     9,748      3,772
Old  :   360,692:    26,594     45,928     17,516    306,834    293,476    350,944    356,920:     9,748      3,772
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :    -1,428:      -681       -818     -1,940      1,245      3,582     -1,376        824:       -52     -2,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4       12.7        4.9       85.1       81.4       97.3       99.0:       2.7        1.0
Old  :     100.0:       7.4       12.7        4.9       85.1       81.4       97.3       99.0:       2.7        1.0
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  :        60:         5          3          6         47         41         55         47:
Old  :        60:         5          3          6         47         41         55         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  :                 29.8       34.7       48.9       54.4       25.2       30.9       39.6       46.0
Old  :                 29.8       34.7       48.9       54.4       25.2       30.9       39.6       46.0
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 2, 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  :   136,577:    12,692     27,136      4,390    109,512     96,783    126,594    128,309:     9,983      8,268
Old  :   136,577:    12,692     27,136      4,390    109,512     96,783    126,594    128,309:     9,983      8,268
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 26, 2010                     :
     :      -441:       179      1,501       -123     -4,465     -1,440     -4,409        -62:     3,968       -379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       19.9        3.2       80.2       70.9       92.7       93.9:       7.3        6.1
Old  :     100.0:       9.3       19.9        3.2       80.2       70.9       92.7       93.9:       7.3        6.1
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  :        45:         3          4          3         30         29         34         35:
Old  :        45:         3          4          3         30         29         34         35:
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  :                 36.4       40.8       55.0       62.5       31.9       39.8       45.4       55.8
Old  :                 36.4       40.8       55.0       62.5       31.9       39.8       45.4       55.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated November 5, 2010