```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,642,292
COMMITMENTS
 405,370  151,836  1709431  2500881  2765147  4615682  4626414   26,610   15,878

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     51,133)
  15,567   26,245  -24,850   62,997   50,654   53,714   52,049   -2,581     -916

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      3.3     36.8     53.9     59.6     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      32       41       67      132      126      203      197
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      369,412
COMMITMENTS
  13,606   12,468   20,738  317,582  332,459  351,926  365,665   17,486    3,747

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      2,195)
  -9,137    1,660    8,137    4,610   -6,779    3,610    3,018   -1,415     -823

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      3.4      5.6     86.0     90.0     95.3     99.0      4.7      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        5        8       39       34       49       43
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      199,349
COMMITMENTS
   1,979    2,126    5,303  185,201  186,975  192,483  194,404    6,866    4,945

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      9,972)
    -884      -21      487    7,278   10,540    6,881   11,006    3,091   -1,034

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      1.1      2.7     92.9     93.8     96.6     97.5      3.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        2        4       31       36       35       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      317,042
COMMITMENTS
  26,773    7,668    6,207  279,304  297,704  312,284  311,579    4,758    5,463

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -1,505)
   2,814    2,205     -355   -3,432   -3,812     -973   -1,962     -532      457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      2.4      2.0     88.1     93.9     98.5     98.3      1.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        5       36       32       42       38
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      731,900
COMMITMENTS
  12,234   38,735   43,468  672,464  648,492  728,166  730,695    3,734    1,205

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     11,330)
    -219      999    4,414    7,605    6,377   11,800   11,790     -470     -460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      5.3      5.9     91.9     88.6     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       3        8       11       59       49       70       60
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      184,764
COMMITMENTS
  17,973    1,849    3,693  153,567  171,306  175,233  176,848    9,531    7,916

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:     -4,385)
   2,751      724   -4,807   -3,033      586   -5,089   -3,497      704     -888

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      1.0      2.0     83.1     92.7     94.8     95.7      5.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        1        4       32       25       37       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      332,034
COMMITMENTS
  17,420   43,345   19,197  283,792  262,149  320,409  324,691   11,625    7,343

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:      3,007)
   1,518   15,801  -10,701    9,419   -1,137      236    3,963    2,771     -956

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     13.1      5.8     85.5     79.0     96.5     97.8      3.5      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        4        5       40       36       46       42
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 02/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      183,708
COMMITMENTS
   6,222   28,294    5,762  163,593  141,694  175,577  175,750    8,131    7,958

CHANGES FROM 02/08/11 (CHANGE IN OPEN INTEREST:       -195)
   1,226   -2,646     -225   -1,520    1,909     -519     -962      324      767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     15.4      3.1     89.1     77.1     95.6     95.7      4.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        4        4       26       23       31       29
```

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Updated February 18, 2011