```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,708,432
COMMITMENTS
 439,016  364,580  1528589  2722873  2796687  4690478  4689856   17,954   18,576

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    140,018)
 -29,049   24,352   95,063   92,282   38,134  158,296  157,549  -18,278  -17,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      7.7     32.5     57.8     59.4     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      35       34       60      140      135      202      204
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      327,063
COMMITMENTS
   7,916   45,356    7,549  297,131  267,909  312,596  320,814   14,467    6,249

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -13,016)
  -8,088   10,776   -3,256   -2,149  -20,221  -13,493  -12,701      477     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4     13.9      2.3     90.8     81.9     95.6     98.1      4.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       5        4        8       37       32       46       40
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      152,987
COMMITMENTS
   2,405        0    3,719  140,372  146,351  146,496  150,070    6,491    2,917

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -14,067)
     245        0   -2,130  -12,040  -13,062  -13,925  -15,192     -142    1,125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      0.0      2.4     91.8     95.7     95.8     98.1      4.2      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        0        1       34       37       35       38
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      307,542
COMMITMENTS
   8,341   21,067    1,649  292,267  278,951  302,257  301,667    5,285    5,875

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -18,012)
   1,079   -7,662     -813  -17,815   -8,072  -17,549  -16,547     -463   -1,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      6.9      0.5     95.0     90.7     98.3     98.1      1.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       1        4        2       32       32       34       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      785,036
COMMITMENTS
   1,940   39,877   16,044  764,891  725,914  782,875  781,835    2,161    3,201

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -51,579)
   1,196    1,387   -3,964  -47,655  -48,845  -50,423  -51,422   -1,156     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      5.1      2.0     97.4     92.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       2        4        4       56       46       61       51
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,554
COMMITMENTS
   9,942   14,418    3,163  205,168  203,654  218,273  221,235    8,281    5,319

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -12,693)
     536   -3,669   -1,769  -13,810   -6,823  -15,043  -12,261    2,350     -432

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      6.4      1.4     90.6     89.9     96.3     97.7      3.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        1        2       35       32       37       35
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      347,182
COMMITMENTS
  10,713    7,505   12,120  313,581  322,236  336,414  341,861   10,768    5,321

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:    -45,075)
   3,623    7,445   -5,592  -46,562  -45,097  -48,531  -43,244    3,456   -1,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      2.2      3.5     90.3     92.8     96.9     98.5      3.1      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        3        5       41       39       48       44
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      217,059
COMMITMENTS
   2,919   13,880    8,488  202,616  185,593  214,023  207,961    3,036    9,098

CHANGES FROM 01/03/12 (CHANGE IN OPEN INTEREST:     42,282)
  -5,542    3,886      368   47,247   38,254   42,073   42,508      209     -226

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      6.4      3.9     93.3     85.5     98.6     95.8      1.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        3       28       29       31       34
```

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Updated January 13, 2012