```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,619,661
COMMITMENTS
 280,196  264,272  1514076  2783246  2809172  4577518  4587520   42,143   32,141

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     13,251)
  12,163  -26,255      254    1,861   42,456   14,278   16,455   -1,027   -3,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1      5.7     32.8     60.2     60.8     99.1     99.3      0.9      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      40       33       66      133      130      203      200
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      339,141
COMMITMENTS
  25,000      518   16,114  280,809  317,047  321,923  333,679   17,218    5,462

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:       -798)
   3,581   -2,098   -2,582   -1,960    4,223     -961     -457      163     -341

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.4      0.2      4.8     82.8     93.5     94.9     98.4      5.1      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       8        3        8       38       37       48       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      204,299
COMMITMENTS
   8,089      280    2,993  190,505  198,962  201,587  202,235    2,712    2,064

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:        449)
   1,911      -32     -557      441    1,997    1,795    1,408   -1,346     -959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      0.1      1.5     93.2     97.4     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        4       34       38       39       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      358,215
COMMITMENTS
       0   41,378    7,127  348,686  302,201  355,813  350,706    2,402    7,509

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      8,891)
    -300    3,062     -256   10,925    3,625   10,369    6,431   -1,478    2,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     11.6      2.0     97.3     84.4     99.3     97.9      0.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       0        7        3       37       38       40       45
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      710,403
COMMITMENTS
   1,996   11,052   21,558  684,310  676,702  707,864  709,312    2,539    1,091

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     24,990)
     392   -3,920    5,433   19,637   23,727   25,462   25,240     -472     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.3      1.6      3.0     96.3     95.3     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       3        4        7       54       50       61       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      237,813
COMMITMENTS
  18,110   17,102    2,145  210,197  212,386  230,452  231,633    7,361    6,180

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:      7,202)
   1,908   -3,396      107    3,363    9,558    5,378    6,269    1,824      933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      7.2      0.9     88.4     89.3     96.9     97.4      3.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        2       36       33       40       36
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      421,325
COMMITMENTS
  16,526      204   34,244  361,831  383,001  412,601  417,449    8,724    3,876

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     21,696)
  -5,398       68    2,678   25,364   18,412   22,644   21,158     -948      538

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      0.0      8.1     85.9     90.9     97.9     99.1      2.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       3        2        5       50       42       55       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/25/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      154,232
COMMITMENTS
  12,740    2,155    5,383  131,999  141,033  150,122  148,571    4,110    5,661

CHANGES FROM 10/18/11 (CHANGE IN OPEN INTEREST:     18,399)
  -2,110   -1,200    1,381   18,214   18,223   17,485   18,404      914       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.3      1.4      3.5     85.6     91.4     97.3     96.3      2.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        3       31       31       35       35
```

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Updated October 28, 2011