```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,105,425
COMMITMENTS
 295,600   64,827  1367081  2414477  2651319  4077158  4083227   28,267   22,198

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:    185,943)
  23,648  -18,828  121,015   39,043   83,657  183,706  185,844    2,237       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      1.6     33.3     58.8     64.6     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      43       30       70      137      129      209      201
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      319,915
COMMITMENTS
  23,726    5,597   11,051  264,356  297,756  299,133  314,404   20,782    5,511

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     -2,119)
  -3,222   -2,182    2,312   -1,870   -1,370   -2,780   -1,240      661     -879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      1.7      3.5     82.6     93.1     93.5     98.3      6.5      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        4        7       36       35       44       42
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      186,149
COMMITMENTS
  10,318    5,404    3,574  169,265  172,475  183,157  181,453    2,992    4,696

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      1,873)
   1,296   -1,022      977   -1,813      446      460      401    1,413    1,472

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5      2.9      1.9     90.9     92.7     98.4     97.5      1.6      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        4        4       31       35       39       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      349,181
COMMITMENTS
   2,985    8,848   29,977  311,304  306,940  344,266  345,765    4,915    3,416

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      1,192)
     128   -1,381        4      474    3,508      606    2,131      586     -939

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      2.5      8.6     89.2     87.9     98.6     99.0      1.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        6        6       33       29       41       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      678,939
COMMITMENTS
   6,180    5,526   34,735  633,030  635,746  673,945  676,007    4,994    2,932

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:     11,821)
  -2,324   -2,368    1,817   12,011   11,687   11,504   11,136      317      685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.8      5.1     93.2     93.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        2        5       57       47       62       53
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      190,342
COMMITMENTS
  15,737    1,552    4,591  161,423  174,594  181,751  180,737    8,591    9,605

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      1,682)
     420     -249     -146    3,762    2,769    4,036    2,374   -2,354     -692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      0.8      2.4     84.8     91.7     95.5     95.0      4.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        1        5       27       28       32       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      346,806
COMMITMENTS
  19,334   43,855   22,495  296,958  274,941  338,787  341,291    8,019    5,515

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      5,405)
  -1,637   16,292   -6,775   13,182   -5,875    4,770    3,642      635    1,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     12.6      6.5     85.6     79.3     97.7     98.4      2.3      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        4        7       41       41       49       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 12/14/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      120,487
COMMITMENTS
   6,369   18,674    8,493   99,719   82,566  114,581  109,733    5,906   10,754

CHANGES FROM 12/07/10 (CHANGE IN OPEN INTEREST:      4,410)
       0     -207    2,217    2,756    2,347    4,973    4,357     -563       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     15.5      7.0     82.8     68.5     95.1     91.1      4.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        2       28       23       31       27
```

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Updated December 17, 2010