```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,484,453
COMMITMENTS
 478,059  116,026  1588359  2393136  2761075  4459554  4465460   24,899   18,993

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:    153,552)
  20,419   10,503   88,175   48,865   56,596  157,459  155,274   -3,907   -1,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.7      2.6     35.4     53.4     61.6     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      38       35       73      131      124      208      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      363,810
COMMITMENTS
  39,270   19,564    4,000  302,452  336,348  345,722  359,912   18,088    3,898

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     22,368)
  11,733    4,866   -2,781   14,835   22,962   23,787   25,047   -1,419   -2,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      5.4      1.1     83.1     92.5     95.0     98.9      5.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        4        8       38       37       47       45
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      180,116
COMMITMENTS
   3,677    4,031    4,290  167,799  166,900  175,766  175,221    4,350    4,895

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:        538)
  -1,936     -429      217    1,917      535      198      323      340      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      2.2      2.4     93.2     92.7     97.6     97.3      2.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        4        4       29       34       34       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      345,318
COMMITMENTS
  11,175    5,353   14,521  316,085  321,673  341,781  341,547    3,537    3,771

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     -2,285)
   2,938     -285   -3,183   -2,010    2,343   -2,255   -1,125      -30   -1,160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      1.6      4.2     91.5     93.2     99.0     98.9      1.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        5        7       37       32       44       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      698,237
COMMITMENTS
  11,325   15,643   31,476  650,180  648,125  692,981  695,244    5,256    2,993

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     21,743)
  -3,907   -1,323    3,599   22,569   19,019   22,261   21,295     -518      448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      2.2      4.5     93.1     92.8     99.2     99.6      0.8      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       5        2        6       58       47       65       53
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      198,748
COMMITMENTS
  13,564    1,898   10,130  167,850  178,701  191,544  190,729    7,204    8,019

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      4,758)
   1,358      975      522    3,777    4,509    5,657    6,006     -899   -1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      1.0      5.1     84.5     89.9     96.4     96.0      3.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        4       31       28       36       32
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      334,075
COMMITMENTS
  12,745   30,405   31,673  282,699  265,035  327,117  327,113    6,958    6,962

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:      3,392)
  -3,402  -10,687    7,762      124    6,044    4,484    3,119   -1,092      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      9.1      9.5     84.6     79.3     97.9     97.9      2.1      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        4        5       43       42       49       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 01/18/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      142,311
COMMITMENTS
   9,350   21,890    6,089  119,464  107,151  134,903  135,130    7,408    7,181

CHANGES FROM 01/11/11 (CHANGE IN OPEN INTEREST:     15,062)
   1,417    4,828   -1,683   14,974   13,133   14,708   16,278      354   -1,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     15.4      4.3     83.9     75.3     94.8     95.0      5.2      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        2       30       22       34       26
```

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Updated January 21, 2011