```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,096,629
COMMITMENTS
 473,802  392,119  1659763  2938138  3012630  5071703  5064512   24,926   32,117

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:    133,972)
  38,619   59,001   -3,598  102,738   82,714  137,759  138,117   -3,787   -4,145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      7.7     32.6     57.6     59.1     99.5     99.4      0.5      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      31       40       60      144      136      208      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      366,276
COMMITMENTS
   4,792   56,179   13,963  331,331  291,895  350,086  362,037   16,190    4,239

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     15,592)
     938    3,790      429   13,910   12,742   15,277   16,961      315   -1,369

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3     15.3      3.8     90.5     79.7     95.6     98.8      4.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       3        5        7       42       34       49       42
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      162,206
COMMITMENTS
     325      317    5,382  150,588  153,045  156,295  158,744    5,911    3,462

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      6,295)
  -1,106       26    1,082    7,217    5,913    7,193    7,021     -898     -726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      0.2      3.3     92.8     94.4     96.4     97.9      3.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        2       35       35       37       37
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      316,432
COMMITMENTS
   6,629   16,829    4,089  299,039  287,729  309,757  308,647    6,675    7,785

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:      1,764)
  -2,140   -7,019    2,840      267    3,187      967     -992      797    2,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      5.3      1.3     94.5     90.9     97.9     97.5      2.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       1        3        4       36       35       40       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      778,294
COMMITMENTS
     683   34,630   20,147  754,925  720,848  775,755  775,625    2,539    2,669

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -7,596)
    -391     -145    1,931   -9,253   -8,578   -7,713   -6,792      117     -804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.4      2.6     97.0     92.6     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       1        5        6       59       47       65       53
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      230,297
COMMITMENTS
  10,776   14,084    3,419  212,393  210,677  226,588  228,180    3,709    2,117

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     -2,332)
   2,670      899     -924      102      -55    1,848      -80   -4,180   -2,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      6.1      1.5     92.2     91.5     98.4     99.1      1.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        1        2       40       37       42       40
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      365,274
COMMITMENTS
   7,630    6,301   18,651  331,617  332,232  357,898  357,184    7,376    8,090

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     19,135)
   2,090   -2,781     -496   18,897   22,270   20,491   18,993   -1,356      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      1.7      5.1     90.8     91.0     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        4        6       42       39       49       45
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      227,734
COMMITMENTS
   6,112   14,913    8,082  209,734  199,021  223,928  222,016    3,806    5,718

CHANGES FROM 01/17/12 (CHANGE IN OPEN INTEREST:     14,226)
  -3,976    2,150    2,246   15,748   12,380   14,018   16,776      208   -2,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      6.5      3.5     92.1     87.4     98.3     97.5      1.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        3       25       30       29       35
```

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Updated January 27, 2012