```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,606,410
COMMITMENTS
 268,033  290,527  1513822  2781385  2766716  4563240  4571065   43,170   35,345

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:    199,704)
  -6,567   35,470   77,945  126,240   86,093  197,618  199,508    2,086      196

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.8      6.3     32.9     60.4     60.1     99.1     99.2      0.9      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      35       36       63      132      128      199      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      339,939
COMMITMENTS
  21,419    2,616   18,696  282,769  312,824  322,884  334,136   17,055    5,803

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      9,519)
   7,933   -3,785   -1,390      480   14,047    7,023    8,872    2,496      647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.3      0.8      5.5     83.2     92.0     95.0     98.3      5.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        4        9       36       37       47       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      203,850
COMMITMENTS
   6,178      312    3,550  190,064  196,965  199,792  200,827    4,058    3,023

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -1,963)
  -1,540     -201      826   -2,077   -3,645   -2,791   -3,020      828    1,057

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.0      0.2      1.7     93.2     96.6     98.0     98.5      2.0      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        2        4       34       36       40       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      349,324
COMMITMENTS
     300   38,316    7,383  337,761  298,576  345,444  344,275    3,880    5,049

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     10,692)
       0    4,220   -1,224   11,475    8,302   10,251   11,298      441     -606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1     11.0      2.1     96.7     85.5     98.9     98.6      1.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       1        7        4       35       35       40       42
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      685,413
COMMITMENTS
   1,604   14,972   16,125  664,673  652,975  682,402  684,072    3,011    1,341

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     23,000)
    -900   12,979   -6,690   30,102   16,919   22,512   23,208      488     -208

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      2.2      2.4     97.0     95.3     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3        4        7       55       50       62       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      230,611
COMMITMENTS
  16,202   20,498    2,038  206,834  202,828  225,074  225,364    5,537    5,247

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:      3,590)
   4,296   -2,192     -940    3,033    6,933    6,389    3,801   -2,799     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.0      8.9      0.9     89.7     88.0     97.6     97.7      2.4      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       4        1        2       37       34       41       37
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      399,629
COMMITMENTS
  21,924      136   31,566  336,467  364,589  389,957  396,291    9,672    3,338

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     29,326)
   5,154        1     -606   27,738   31,916   32,286   31,311   -2,960   -1,985

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.0      7.9     84.2     91.2     97.6     99.2      2.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        2        5       48       44       53       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/18/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      135,833
COMMITMENTS
  14,850    3,355    4,002  113,785  122,810  132,637  130,167    3,196    5,666

CHANGES FROM 10/11/11 (CHANGE IN OPEN INTEREST:     -2,001)
   4,322     -513     -884   -4,744      533   -1,306     -864     -695   -1,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.9      2.5      2.9     83.8     90.4     97.6     95.8      2.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        2        4       32       34       36       39
```

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Updated October 21, 2011