```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,454,338
COMMITMENTS
 326,677  300,140  1432902  2651032  2685406  4410611  4418448   43,727   35,890

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:   -165,323)
  46,481   35,868  -81,174 -132,214 -123,766 -166,907 -169,072    1,584    3,749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      6.7     32.2     59.5     60.3     99.0     99.2      1.0      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      213)
      38       30       60      135      129      200      194
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      342,996
COMMITMENTS
  18,915       41   16,422  290,007  319,736  325,344  336,199   17,652    6,797

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      3,855)
  -6,085     -477      308    9,198    2,689    3,421    2,520      434    1,335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      0.0      4.8     84.6     93.2     94.9     98.0      5.1      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9        1        8       37       37       47       45
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      203,282
COMMITMENTS
   9,033      265    3,194  187,442  197,394  199,669  200,853    3,613    2,429

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     -1,017)
     944      -15      201   -3,063   -1,568   -1,918   -1,382      901      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      0.1      1.6     92.2     97.1     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        1        4       34       38       39       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      373,985
COMMITMENTS
      67   40,316    7,577  363,402  321,876  371,046  369,769    2,939    4,216

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     15,770)
      67   -1,062      450   14,716   19,675   15,233   19,063      537   -3,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0     10.8      2.0     97.2     86.1     99.2     98.9      0.8      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       1        7        4       37       38       41       46
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      737,396
COMMITMENTS
   1,802   13,173   20,332  712,099  700,394  734,233  733,899    3,163    3,497

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     26,993)
    -194    2,121   -1,226   27,789   23,692   26,369   24,587      624    2,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      1.8      2.8     96.6     95.0     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       2        4        5       55       51       60       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,392
COMMITMENTS
  15,297   12,063    4,205  212,691  217,999  232,193  234,267    7,199    5,125

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:      1,579)
  -2,813   -5,039    2,060    2,494    5,613    1,741    2,634     -162   -1,055

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.4      5.0      1.8     88.8     91.1     97.0     97.9      3.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        1        2       36       35       40       38
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      437,483
COMMITMENTS
  13,861      356   32,610  383,898  401,353  430,369  434,319    7,114    3,164

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     16,158)
  -2,665      152   -1,634   22,067   18,352   17,768   16,870   -1,610     -712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      0.1      7.5     87.8     91.7     98.4     99.3      1.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       3        2        5       51       42       56       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      166,708
COMMITMENTS
  14,523    2,155    4,626  142,756  154,937  161,905  161,718    4,803    4,990

CHANGES FROM 10/25/11 (CHANGE IN OPEN INTEREST:     12,476)
   1,783        0     -757   10,757   13,904   11,783   13,147      693     -671

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      1.3      2.8     85.6     92.9     97.1     97.0      2.9      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        4       31       33       35       38
```

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Updated November 10, 2011