```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,962,657
COMMITMENTS
 435,183  333,118  1663361  2835400  2929916  4933944  4926395   28,713   36,262

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:    254,225)
  -3,833  -31,462  134,772  112,527  133,229  243,466  236,539   10,759   17,686

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.8      6.7     33.5     57.1     59.0     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      32       39       61      143      134      208      203
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      350,684
COMMITMENTS
   3,854   52,389   13,534  317,421  279,153  334,809  345,076   15,875    5,608

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     23,621)
  -4,062    7,033    5,985   20,290   11,244   22,213   24,262    1,408     -641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1     14.9      3.9     90.5     79.6     95.5     98.4      4.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       2        5        7       39       34       46       41
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      155,911
COMMITMENTS
   1,431      291    4,300  143,371  147,132  149,102  151,723    6,809    4,188

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      2,924)
    -974      291      581    2,999      781    2,606    1,653      318    1,271

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.2      2.8     92.0     94.4     95.6     97.3      4.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        1        2       35       36       37       38
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      314,668
COMMITMENTS
   8,769   23,848    1,249  298,772  284,542  308,790  309,639    5,878    5,029

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      7,126)
     428    2,781     -400    6,505    5,591    6,533    7,972      593     -846

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      7.6      0.4     94.9     90.4     98.1     98.4      1.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        3        2       34       36       36       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      785,890
COMMITMENTS
   1,074   34,775   18,216  764,178  729,426  783,468  782,417    2,422    3,473

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:        854)
    -866   -5,102    2,172     -713    3,512      593      582      261      272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      4.4      2.3     97.2     92.8     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       2        4        5       56       47       62       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      232,629
COMMITMENTS
   8,106   13,185    4,343  212,291  210,732  224,740  228,260    7,889    4,369

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:      6,075)
  -1,836   -1,233    1,180    7,123    7,078    6,467    7,025     -392     -950

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.5      5.7      1.9     91.3     90.6     96.6     98.1      3.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        2       36       35       38       38
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      346,139
COMMITMENTS
   5,540    9,082   19,147  312,720  309,962  337,407  338,191    8,732    7,948

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     -1,043)
  -5,173    1,577    7,027     -861  -12,274      993   -3,670   -2,036    2,627

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      2.6      5.5     90.3     89.5     97.5     97.7      2.5      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        4        5       42       38       48       43
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      213,508
COMMITMENTS
  10,088   12,763    5,836  193,986  186,641  209,910  205,240    3,598    8,268

CHANGES FROM 01/10/12 (CHANGE IN OPEN INTEREST:     -3,551)
   7,169   -1,117   -2,652   -8,630    1,048   -4,113   -2,721      562     -830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      6.0      2.7     90.9     87.4     98.3     96.1      1.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        2       26       29       29       33
```

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Updated January 20, 2012