```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,737,840
COMMITMENTS
 424,792  364,316  1559398  2730033  2789403  4714223  4713117   23,617   24,723

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:    141,018)
   3,625   -8,648   94,705   41,198   54,910  139,528  140,967    1,490       51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      7.7     32.9     57.6     58.9     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      39       32       66      138      132      207      204
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      309,296
COMMITMENTS
  15,257   19,604    6,226  275,808  277,426  297,291  303,256   12,005    6,040

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      3,623)
   3,937   13,054   -1,075       23   -8,134    2,885    3,845      738     -222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.9      6.3      2.0     89.2     89.7     96.1     98.0      3.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       6        2        6       37       36       45       42
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      162,688
COMMITMENTS
     397        0    4,831  149,936  155,092  155,164  159,923    7,524    2,765

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     -5,608)
  -2,203        0    1,289   -5,611   -6,496   -6,525   -5,207      917     -401

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.0      3.0     92.2     95.3     95.4     98.3      4.6      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        0        1       32       38       33       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      322,632
COMMITMENTS
   6,189   26,325    2,581  309,973  288,101  318,743  317,007    3,889    5,625

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      9,316)
   2,736    2,466   -2,016    8,160    9,176    8,880    9,626      436     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      8.2      0.8     96.1     89.3     98.8     98.3      1.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        3        2       36       35       38       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      797,647
COMMITMENTS
     583   23,769   22,513  772,237  750,334  795,333  796,616    2,314    1,031

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:     28,239)
    -360    3,358      607   27,962   25,735   28,209   29,700       30   -1,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      3.0      2.8     96.8     94.1     99.7     99.9      0.3      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       1        5        5       54       47       60       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      225,987
COMMITMENTS
   9,030   19,683    4,574  204,620  197,251  218,224  221,508    7,763    4,479

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      4,577)
   2,290    1,952   -1,237    4,752    4,774    5,805    5,489   -1,228     -912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      8.7      2.0     90.5     87.3     96.6     98.0      3.4      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        1        2       36       35       38       38
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      393,054
COMMITMENTS
   9,836        0   20,711  351,551  365,783  382,098  386,494   10,956    6,560

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      4,187)
   3,888   -4,129    2,274   -3,598    4,591    2,564    2,736    1,623    1,451

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5      0.0      5.3     89.4     93.1     97.2     98.3      2.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       6        0        5       41       39       47       44
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/13/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,394
COMMITMENTS
  12,299    7,726    3,977  163,173  162,616  179,449  174,319    2,945    8,075

CHANGES FROM 12/06/11 (CHANGE IN OPEN INTEREST:      4,887)
   1,708      366     -372    3,642    5,588    4,978    5,582      -91     -695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      4.2      2.2     89.5     89.2     98.4     95.6      1.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        2        2       27       30       30       34
```

----

Updated December 16, 2011