```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,563,030
COMMITMENTS
 330,268  325,141  1446747  2712706  2724647  4489721  4496535   73,309   66,495

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    108,692)
   3,591   25,001   13,845   61,674   39,241   79,110   78,087   29,582   30,605

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.2      7.1     31.7     59.4     59.7     98.4     98.5      1.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      37       28       57      134      129      196      191
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      325,399
COMMITMENTS
  11,320    3,762   13,588  289,304  303,606  314,212  320,956   11,187    4,443

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -17,597)
  -7,595    3,721   -2,834     -703  -16,130  -11,132  -15,243   -6,465   -2,354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      1.2      4.2     88.9     93.3     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        3        8       38       38       48       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      178,124
COMMITMENTS
   6,598        0    2,710  165,478  173,600  174,786  176,310    3,338    1,814

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -25,158)
  -2,435     -265     -484  -21,964  -23,794  -24,883  -24,543     -275     -615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      1.5     92.9     97.5     98.1     99.0      1.9      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        0        4       34       42       39       46
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      351,872
COMMITMENTS
   1,970   31,274    6,995  340,395  309,618  349,360  347,887    2,512    3,985

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -22,113)
   1,903   -9,042     -582  -23,007  -12,258  -21,686  -21,882     -427     -231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.6      8.9      2.0     96.7     88.0     99.3     98.9      0.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       1        8        5       35       34       40       43
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      416,205
COMMITMENTS
   6,764    8,748   24,462  377,068  379,292  408,294  412,502    7,911    3,703

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:    -21,278)
  -7,097    8,392   -8,148   -6,830  -22,061  -22,075  -21,817      797      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.1      5.9     90.6     91.1     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        3        5       47       38       52       43
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      162,530
COMMITMENTS
  11,124      503    4,236  142,747  151,080  158,107  155,819    4,423    6,711

CHANGES FROM 11/01/11 (CHANGE IN OPEN INTEREST:     -4,178)
  -3,399   -1,652     -390       -9   -3,857   -3,798   -5,899     -380    1,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.8      0.3      2.6     87.8     93.0     97.3     95.9      2.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        1        3       26       30       29       33
```

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Updated November 14, 2011