```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,596,822
COMMITMENTS
 421,167  372,964  1464693  2688835  2734493  4574695  4572150   22,127   24,672

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -2,586)
 112,621   64,151  -86,128  -36,671   11,602  -10,178  -10,375    7,592    7,789

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.2      8.1     31.9     58.5     59.5     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      42       30       64      135      132      204      202
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      305,673
COMMITMENTS
  11,320    6,550    7,301  275,785  285,560  294,406  299,411   11,267    6,262

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -33,266)
  -4,741    5,830   -5,007  -24,637  -34,185  -34,385  -33,362    1,119       96

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      2.1      2.4     90.2     93.4     96.3     98.0      3.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        3        6       38       35       46       41
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      168,296
COMMITMENTS
   2,600        0    3,542  155,547  161,588  161,689  165,130    6,607    3,166

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -22,742)
  -1,836        0      123  -21,968  -23,292  -23,681  -23,169      939      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      0.0      2.1     92.4     96.0     96.1     98.1      3.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        0        2       30       36       33       38
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      313,316
COMMITMENTS
   3,453   23,859    4,597  301,813  278,925  309,863  307,381    3,453    5,935

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -23,932)
     556   -5,950      172  -24,224  -19,554  -23,496  -25,332     -436    1,400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      7.6      1.5     96.3     89.0     98.9     98.1      1.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        2       34       35       36       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      769,408
COMMITMENTS
     943   20,411   21,906  744,275  724,599  767,124  766,916    2,284    2,492

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -28,604)
     -62    4,344   -2,763  -25,210  -29,299  -28,035  -27,718     -569     -886

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.7      2.8     96.7     94.2     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       1        5        4       54       47       59       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      221,410
COMMITMENTS
   6,740   17,731    5,811  199,868  192,477  212,419  216,019    8,991    5,391

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -6,849)
  -3,537    8,010     -990   -4,867  -14,375   -9,394   -7,355    2,545      506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      8.0      2.6     90.3     86.9     95.9     97.6      4.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        2       34       34       36       37
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      388,867
COMMITMENTS
   5,948    4,129   18,437  355,149  361,192  379,534  383,758    9,333    5,109

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:    -18,025)
  -1,284    1,839   -2,724  -16,331  -16,781  -20,339  -17,666    2,314     -359

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.5      1.1      4.7     91.3     92.9     97.6     98.7      2.4      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        2        6       42       39       49       45
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,507
COMMITMENTS
  10,591    7,360    4,349  159,531  157,028  174,471  168,737    3,036    8,770

CHANGES FROM 11/29/11 (CHANGE IN OPEN INTEREST:     -1,823)
   4,583      202   -2,886   -3,503   -2,805   -1,806   -5,489      -17    3,666

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.0      4.1      2.5     89.9     88.5     98.3     95.1      1.7      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       28       29       31       33
```

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Updated December 9, 2011