```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,119,278
COMMITMENTS
 422,635   84,238  1389334  2282688  2625817  4094657  4099389   24,621   19,889

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:    299,661)
  90,771  -20,038  133,576   74,873  187,428  299,220  300,966      441   -1,305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      2.0     33.7     55.4     63.7     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      46       29       68      128      122      202      193
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      335,341
COMMITMENTS
  22,121    3,186   13,162  277,874  314,378  313,157  330,726   22,184    4,615

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:      5,131)
   2,105      199    1,428     -186    3,541    3,347    5,168    1,784      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      1.0      3.9     82.9     93.7     93.4     98.6      6.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        3        9       39       37       48       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,631
COMMITMENTS
   9,851    3,974    4,349  170,383  173,117  184,583  181,440    4,048    7,191

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -446)
     118   -1,973      893   -2,795   -2,020   -1,784   -3,100    1,338    2,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      2.1      2.3     90.3     91.8     97.9     96.2      2.1      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        4        5       31       36       38       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      353,048
COMMITMENTS
   4,904    3,898   22,872  318,978  318,360  346,754  345,130    6,294    7,918

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -2,660)
   1,931     -651   -6,737    1,115      894   -3,691   -6,494    1,031    3,834

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.1      6.5     90.3     90.2     98.2     97.8      1.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        5        7       32       26       40       33
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      705,482
COMMITMENTS
  10,089    8,716   35,303  650,481  652,953  695,873  696,972    9,609    8,510

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     23,013)
   8,541      889   -2,368   11,493   18,366   17,666   16,887    5,347    6,126

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      1.2      5.0     92.2     92.6     98.6     98.8      1.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       4        2        5       58       47       64       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      193,629
COMMITMENTS
  17,193        0    5,527  161,601  179,492  184,321  185,019    9,308    8,610

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:         36)
   2,171        0     -610   -2,414    2,072     -853    1,462      889   -1,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      0.0      2.9     83.5     92.7     95.2     95.6      4.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        0        4       28       29       33       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      348,081
COMMITMENTS
  17,871   53,512   15,222  302,913  275,827  336,006  344,561   12,075    3,520

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:     -3,505)
   1,064    1,598   -2,680   -7,174     -743   -8,790   -1,825    5,285   -1,680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     15.4      4.4     87.0     79.2     96.5     99.0      3.5      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       4        4        6       44       45       52       51
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 01/04/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      121,121
COMMITMENTS
   7,532   20,247    7,099  100,550   82,358  115,181  109,704    5,940   11,417

CHANGES FROM 12/28/10 (CHANGE IN OPEN INTEREST:       -995)
       0     -495      -59      108     -205       49     -759   -1,044     -236

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2     16.7      5.9     83.0     68.0     95.1     90.6      4.9      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        3        1       29       21       32       24
```

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Updated January 7, 2011