```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,599,408
COMMITMENTS
 308,546  308,813  1550821  2725506  2722891  4584873  4582525   14,535   16,883

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -89,073)
 -16,299 -103,345   38,870 -110,391  -25,871  -87,820  -90,346   -1,253    1,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7      6.7     33.7     59.3     59.2     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      41       29       60      129      124      196      188
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,939
COMMITMENTS
  16,061      720   12,308  300,422  319,745  328,791  332,773   10,148    6,166

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      4,676)
     280   -1,602    1,068    2,840    5,362    4,188    4,828      488     -152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.7      0.2      3.6     88.6     94.3     97.0     98.2      3.0      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        3        7       38       38       46       45
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      191,038
COMMITMENTS
   4,436        0    3,419  177,515  184,880  185,370  188,299    5,668    2,739

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      2,411)
  -1,324     -518     -578    1,955    3,722       53    2,626    2,358     -215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      0.0      1.8     92.9     96.8     97.0     98.6      3.0      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        0        2       33       40       36       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      337,248
COMMITMENTS
   2,897   29,809    4,425  326,037  298,479  333,359  332,713    3,889    4,535

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      3,088)
    -182   -4,621      624    2,128    6,998    2,570    3,001      518       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      8.8      1.3     96.7     88.5     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       1        6        4       36       34       40       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      798,012
COMMITMENTS
   1,005   16,067   24,669  769,485  753,898  795,159  794,634    2,853    3,378

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:      4,305)
     -62   -3,672    7,367    1,157    3,391    8,462    7,086   -4,157   -2,781

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      2.0      3.1     96.4     94.5     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       1        4        4       56       48       61       52
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      228,259
COMMITMENTS
  10,277    9,721    6,801  204,735  206,852  221,813  223,374    6,446    4,885

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:        917)
     264    3,030   -2,207    2,154      -92      211      731      706      186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      4.3      3.0     89.7     90.6     97.2     97.9      2.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        1        3       35       41       39       44
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      406,892
COMMITMENTS
   7,232    2,290   21,161  371,480  377,973  399,873  401,424    7,019    5,468

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:    -12,704)
  -1,714    2,290   -4,386   -3,275  -10,732   -9,375  -12,828   -3,329      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      0.6      5.2     91.3     92.9     98.3     98.7      1.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        2        5       47       40       52       45
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/29/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      179,330
COMMITMENTS
   6,008    7,158    7,235  163,034  159,833  176,277  174,226    3,053    5,104

CHANGES FROM 11/22/11 (CHANGE IN OPEN INTEREST:       -793)
  -2,505    1,926      682      906   -1,918     -917      690      124   -1,483

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      4.0      4.0     90.9     89.1     98.3     97.2      1.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        1        2       29       36       31       39
```

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Updated December 2, 2011