```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,620,342
COMMITMENTS
 338,560  392,824  1487422  2775503  2720343  4601485  4600589   18,857   19,753

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:     57,312)
   8,292   67,683   40,675   62,797   -4,304  111,764  104,054  -54,452  -46,742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      8.5     32.2     60.1     58.9     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      32       31       56      136      135      195      197
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      329,208
COMMITMENTS
  10,640    1,824   14,479  293,561  308,023  318,680  324,326   10,528    4,882

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      3,809)
    -680   -1,938      891    4,257    4,417    4,468    3,370     -659      439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.6      4.4     89.2     93.6     96.8     98.5      3.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        4        7       39       37       48       44
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,105
COMMITMENTS
   4,783        0    3,465  170,890  177,636  179,138  181,101    2,967    1,004

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      3,981)
  -1,815        0      755    5,412    4,036    4,352    4,791     -371     -810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      0.0      1.9     93.8     97.5     98.4     99.4      1.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        0        2       35       42       40       44
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      330,192
COMMITMENTS
   4,054   33,169    5,074  318,124  287,412  327,252  325,655    2,940    4,537

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -21,680)
   2,084    1,895   -1,921  -22,271  -22,206  -22,108  -22,232      428      552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2     10.0      1.5     96.3     87.0     99.1     98.6      0.9      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       2        7        4       35       34       40       42
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      739,225
COMMITMENTS
   2,348   16,852   16,865  717,173  703,874  736,386  737,591    2,839    1,634

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      1,829)
     546    3,679   -3,467    5,074    3,480    2,153    3,692     -324   -1,863

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      2.3      2.3     97.0     95.2     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       2        4        5       53       50       59       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      228,347
COMMITMENTS
  13,080    9,591    6,655  203,437  207,871  223,172  224,117    5,175    4,230

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:    -11,045)
  -2,217   -2,472    2,450   -9,254  -10,128   -9,021  -10,150   -2,024     -895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      4.2      2.9     89.1     91.0     97.7     98.1      2.3      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        1        4       33       35       39       39
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      420,542
COMMITMENTS
  10,096    9,599   19,857  382,984  387,659  412,937  417,115    7,605    3,427

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      4,337)
   3,332      851   -4,605    5,916    8,367    4,643    4,613     -306     -276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.3      4.7     91.1     92.2     98.2     99.2      1.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        2        5       47       39       52       44
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      170,917
COMMITMENTS
  10,856      503    5,009  151,330  158,026  167,195  163,538    3,722    7,379

CHANGES FROM 11/08/11 (CHANGE IN OPEN INTEREST:      8,387)
    -268        0      773    8,583    6,946    9,088    7,719     -701      668

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      0.3      2.9     88.5     92.5     97.8     95.7      2.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        3       29       31       32       34
```

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Updated November 18, 2011