```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,566,168
COMMITMENTS
 480,077   91,110  1727315  2333762  2732010  4541154  4550435   25,014   15,733

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:   -208,598)
 -36,238     -781  -38,353 -136,311 -171,922 -210,902 -211,056    2,304    2,458

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5      2.0     37.8     51.1     59.8     99.5     99.7      0.5      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      46       28       69      132      125      206      196
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      379,374
COMMITMENTS
  28,130   11,681    9,789  321,692  352,750  359,611  374,220   19,763    5,154

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:    -10,986)
 -24,768   -1,272    1,528   11,684  -12,297  -11,556  -12,041      570    1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      3.1      2.6     84.8     93.0     94.8     98.6      5.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        4        8       40       36       49       45
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      191,482
COMMITMENTS
   4,099    2,199    3,692  180,191  181,078  187,982  186,969    3,500    4,513

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:       -106)
   1,112   -1,668   -1,041      302    3,058      373      349     -479     -455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      1.1      1.9     94.1     94.6     98.2     97.6      1.8      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        5       32       35       37       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      342,573
COMMITMENTS
  20,483    5,798    9,174  306,625  322,497  336,282  337,469    6,291    5,104

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      2,625)
   2,247    2,029     -305       -1      540    1,941    2,264      684      361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      1.7      2.7     89.5     94.1     98.2     98.5      1.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        2        4       36       32       42       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      744,771
COMMITMENTS
  12,153   27,369   42,960  681,821  666,591  736,934  736,920    7,837    7,851

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:     11,681)
   2,228    5,551    4,769    1,591   -2,487    8,588    7,833    3,093    3,848

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      3.7      5.8     91.5     89.5     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       3        6        8       57       49       66       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      198,282
COMMITMENTS
  21,291    1,176    7,820  160,896  180,324  190,007  189,320    8,275    8,962

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:        548)
   1,647     -988      576   -1,721      470      502       58       46      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      0.6      3.9     81.1     90.9     95.8     95.5      4.2      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        2        4       33       29       38       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      353,690
COMMITMENTS
  18,603   18,501   38,459  289,026  289,723  346,088  346,683    7,602    7,007

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      9,388)
   5,054   -1,376     -787    4,699   11,536    8,966    9,373      422       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      5.2     10.9     81.7     81.9     97.9     98.0      2.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       4        3        4       43       43       49       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 02/01/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      194,045
COMMITMENTS
   5,627   35,830    7,408  172,173  144,937  185,208  188,175    8,837    5,870

CHANGES FROM 01/25/11 (CHANGE IN OPEN INTEREST:      9,734)
  -3,396   -8,019    1,538   10,785   15,625    8,927    9,144      807      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     18.5      3.8     88.7     74.7     95.4     97.0      4.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        5        5       33       29       39       36
```

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Updated February 4, 2011