```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders - Futures Only, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 4,330,901:   457,640    105,523  1,500,184  2,344,271  2,704,479  4,302,095  4,310,186:    28,806     20,715
Old  : 4,330,901:   457,640    105,523  1,500,184  2,344,271  2,704,479  4,302,095  4,310,186:    28,806     20,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :   211,623:    35,005     21,285    110,850     61,583     78,662    207,438    210,797:     4,185        826
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        2.4       34.6       54.1       62.4       99.3       99.5:       0.7        0.5
Old  :     100.0:      10.6        2.4       34.6       54.1       62.4       99.3       99.5:       0.7        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       217:        41         34         69        130        122        205        193:
Old  :       217:        41         34         69        130        122        205        193:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.7       25.3       38.3       40.0       13.0       19.1       18.6       26.5
Old  :                 24.7       25.3       38.3       40.0       13.0       19.1       18.6       26.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                        Code-023393
Commitments of Traders - Futures Only, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   341,442:    27,537     14,698      6,781    287,617    313,386    321,935    334,865:    19,507      6,577
Old  :   341,442:    27,537     14,698      6,781    287,617    313,386    321,935    334,865:    19,507      6,577
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     6,101:     5,416     11,512     -6,381      9,743       -992      8,778      4,139:    -2,677      1,962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        4.3        2.0       84.2       91.8       94.3       98.1:       5.7        1.9
Old  :     100.0:       8.1        4.3        2.0       84.2       91.8       94.3       98.1:       5.7        1.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        54:         5          4          8         39         38         48         46:
Old  :        54:         5          4          8         39         38         48         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       58.2       53.0       72.5       22.5       35.9       34.0       41.9
Old  :                 35.3       58.2       53.0       72.5       22.5       35.9       34.0       41.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                       Code-023394
Commitments of Traders - Futures Only, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   179,578:     5,613      4,460      4,073    165,882    166,365    175,568    174,898:     4,010      4,680
Old  :   179,578:     5,613      4,460      4,073    165,882    166,365    175,568    174,898:     4,010      4,680
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    -9,053:    -4,238        486       -276     -4,501     -6,752     -9,015     -6,542:       -38     -2,511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        2.5        2.3       92.4       92.6       97.8       97.4:       2.2        2.6
Old  :     100.0:       3.1        2.5        2.3       92.4       92.6       97.8       97.4:       2.2        2.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         3          4          5         28         35         34         41:
Old  :        45:         3          4          5         28         35         34         41:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.0       36.4       74.0       59.6       59.7       32.1       67.5       54.1
Old  :                 60.0       36.4       74.0       59.6       59.7       32.1       67.5       54.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                         Code-023395
Commitments of Traders - Futures Only, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   347,603:     8,237      5,638     17,704    318,095    319,330    344,036    342,672:     3,567      4,931
Old  :   347,603:     8,237      5,638     17,704    318,095    319,330    344,036    342,672:     3,567      4,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :    -5,445:     3,333      1,740     -5,168       -883        970     -2,718     -2,458:    -2,727     -2,987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.4        1.6        5.1       91.5       91.9       99.0       98.6:       1.0        1.4
Old  :     100.0:       2.4        1.6        5.1       91.5       91.9       99.0       98.6:       1.0        1.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:         1          6          7         34         28         41         36:
Old  :        45:         1          6          7         34         28         41         36:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.7       49.8       65.1       73.7       42.3       41.4       57.2       57.0
Old  :                 44.7       49.8       65.1       73.7       42.3       41.4       57.2       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                Code-023396
Commitments of Traders - Futures Only, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   676,494:    15,232     16,966     27,877    627,611    629,106    670,720    673,949:     5,774      2,545
Old  :   676,494:    15,232     16,966     27,877    627,611    629,106    670,720    673,949:     5,774      2,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :   -28,988:     5,143      8,250     -7,426    -22,870    -23,847    -25,153    -23,023:    -3,835     -5,965
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        2.5        4.1       92.8       93.0       99.1       99.6:       0.9        0.4
Old  :     100.0:       2.3        2.5        4.1       92.8       93.0       99.1       99.6:       0.9        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        70:         6          3          8         58         47         67         55:
Old  :        70:         6          3          8         58         47         67         55:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 39.1       44.3       53.5       61.7       27.7       35.1       40.2       46.8
Old  :                 39.1       44.3       53.5       61.7       27.7       35.1       40.2       46.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                             Code-023397
Commitments of Traders - Futures Only, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   193,990:    12,206        923      9,608    164,073    174,192    185,887    184,723:     8,103      9,267
Old  :   193,990:    12,206        923      9,608    164,073    174,192    185,887    184,723:     8,103      9,267
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :       361:    -4,987        923      4,081      2,472     -5,300      1,566       -296:    -1,205        657
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        0.5        5.0       84.6       89.8       95.8       95.2:       4.2        4.8
Old  :     100.0:       6.3        0.5        5.0       84.6       89.8       95.8       95.2:       4.2        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:         4          1          4         29         28         34         32:
Old  :        41:         4          1          4         29         28         34         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.3       62.6       61.2       75.2       41.9       61.8       55.3       67.7
Old  :                 44.3       62.6       61.2       75.2       41.9       61.8       55.3       67.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                 Code-023398
Commitments of Traders - Futures Only, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   330,683:    16,147     41,092     23,911    282,575    258,991    322,633    323,994:     8,050      6,689
Old  :   330,683:    16,147     41,092     23,911    282,575    258,991    322,633    323,994:     8,050      6,689
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :   -17,398:    -1,724    -12,420      8,689    -20,338    -16,836    -13,373    -20,567:    -4,025      3,169
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.9       12.4        7.2       85.5       78.3       97.6       98.0:       2.4        2.0
Old  :     100.0:       4.9       12.4        7.2       85.5       78.3       97.6       98.0:       2.4        2.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         3          4          6         41         40         48         46:
Old  :        56:         3          4          6         41         40         48         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.7       36.8       56.7       52.1       30.1       30.0       43.7       42.8
Old  :                 36.7       36.8       56.7       52.1       30.1       30.0       43.7       42.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                Code-023399
Commitments of Traders - Futures Only, January 11, 2011                
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   127,249:     7,933     17,062      7,772    104,490     94,018    120,195    118,852:     7,054      8,397
Old  :   127,249:     7,933     17,062      7,772    104,490     94,018    120,195    118,852:     7,054      8,397
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 4, 2011                      :
     :     6,128:       401     -3,185        673      3,940     11,660      5,014      9,148:     1,114     -3,020
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2       13.4        6.1       82.1       73.9       94.5       93.4:       5.5        6.6
Old  :     100.0:       6.2       13.4        6.1       82.1       73.9       94.5       93.4:       5.5        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:         3          2          3         29         22         33         26:
Old  :        39:         3          2          3         29         22         33         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.0       39.3       50.6       64.4       22.5       32.9       34.2       51.1
Old  :                 33.0       39.3       50.6       64.4       22.5       32.9       34.2       51.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

----

Updated January 14, 2011