```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,009,866
COMMITMENTS
 257,006   98,112  1311111  2417976  2583853  3986093  3993076   23,773   16,790

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:    -95,559)
 -38,594   33,285  -55,970    3,499  -67,466  -91,065  -90,151   -4,494   -5,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      2.4     32.7     60.3     64.4     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      38       32       66      136      130      205      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      322,515
COMMITMENTS
  21,905    3,311   10,606  269,510  303,068  302,021  316,985   20,494    5,530

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      2,600)
  -1,821   -2,286     -445    5,154    5,312    2,888    2,581     -288       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      1.0      3.3     83.6     94.0     93.6     98.3      6.4      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        3        7       37       36       45       43
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      186,394
COMMITMENTS
   9,963    6,351    3,532  170,278  172,036  183,773  181,919    2,621    4,475

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        245)
    -355      947      -42    1,013     -439      616      466     -371     -221

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      3.4      1.9     91.4     92.3     98.6     97.6      1.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        4        5       32       36       39       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      354,051
COMMITMENTS
   2,343    7,441   30,386  316,342  312,111  349,071  349,938    4,980    4,113

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      4,870)
    -642   -1,407      409    5,038    5,171    4,805    4,173       65      697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.7      2.1      8.6     89.3     88.2     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        6        6       33       28       41       35
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      699,595
COMMITMENTS
   1,499    5,067   39,667  645,442  643,641  686,608  688,375   12,987   11,220

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:     20,656)
  -4,681     -459    4,932   12,412    7,895   12,663   12,368    7,993    8,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.7      5.7     92.3     92.0     98.1     98.4      1.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        2        5       57       47       62       53
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      191,052
COMMITMENTS
  16,854        0    4,216  162,971  178,022  184,041  182,238    7,011    8,814

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:        710)
   1,117   -1,552     -375    1,548    3,428    2,290    1,501   -1,580     -791

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      0.0      2.2     85.3     93.2     96.3     95.4      3.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        0        5       28       29       33       34
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      345,896
COMMITMENTS
  18,119   48,512   17,725  303,324  275,163  339,168  341,400    6,728    4,496

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:       -910)
  -1,215    4,657   -4,770    6,366      222      381      109   -1,291   -1,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     14.0      5.1     87.7     79.6     98.1     98.7      1.9      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       4        3        6       43       44       50       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/10          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      121,576
COMMITMENTS
   7,780   19,434    7,375  100,143   84,010  115,298  110,819    6,278   10,757

CHANGES FROM 12/14/10 (CHANGE IN OPEN INTEREST:      1,089)
   1,411      760   -1,118      424    1,444      717    1,086      372        3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4     16.0      6.1     82.4     69.1     94.8     91.2      5.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        1       28       23       31       26
```

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Updated December 27, 2010