NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,027,298
COMMITMENTS
 367,057  152,464  1265193  2369875  2593716  4002125  4011373   25,173   15,925

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:    177,308)
  13,915  -60,531   67,015   95,678  173,348  176,608  179,832      700   -2,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      3.8     31.4     58.8     64.4     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      43       38       73      142      129      222      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      373,438
COMMITMENTS
  43,912    8,166   18,113  303,171  343,588  365,196  369,867    8,242    3,571

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      4,374)
   8,892   -5,815     -478   -4,240   10,783    4,174    4,490      200     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      2.2      4.9     81.2     92.0     97.8     99.0      2.2      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        4        8       41       42       50       51
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,821
COMMITMENTS
   6,753      512    6,528  167,293  171,390  180,574  178,430    2,247    4,391

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     -5,662)
    -806   -2,389     -231   -4,268   -2,649   -5,305   -5,269     -357     -393

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.3      3.6     91.5     93.7     98.8     97.6      1.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       5        2        5       32       37       39       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      363,437
COMMITMENTS
  18,886    1,732    8,671  324,268  349,197  351,825  359,600   11,612    3,837

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:    -10,588)
     455      456        1  -14,145  -11,660  -13,689  -11,203    3,101      615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.5      2.4     89.2     96.1     96.8     98.9      3.2      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        5       36       32       42       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      594,314
COMMITMENTS
       0   28,957   39,070  552,878  525,080  591,948  593,107    2,366    1,207

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:     34,477)
  -2,025     -327    4,846   31,917   30,273   34,738   34,792     -261     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      6.6     93.0     88.4     99.6     99.8      0.4      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       0       10        6       57       48       63       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      196,183
COMMITMENTS
  27,885    1,090    5,493  154,182  181,902  187,560  188,485    8,623    7,698

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      1,807)
     980      315   -1,218    1,070    2,131      832    1,228      975      579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      0.6      2.8     78.6     92.7     95.6     96.1      4.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        5       28       26       36       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      390,745
COMMITMENTS
  19,946   83,087   18,730  344,989  281,968  383,665  383,785    7,080    6,960

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:       -965)
     -57   12,650   -8,554    9,108   -3,355      497      741   -1,462   -1,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     21.3      4.8     88.3     72.2     98.2     98.2      1.8      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       3        6        8       45       42       54       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 09/21/10                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      174,463
COMMITMENTS
  14,372   42,469    8,069  149,003  118,031  171,444  168,569    3,019    5,894

CHANGES FROM 09/14/10 (CHANGE IN OPEN INTEREST:      2,287)
   1,973   -3,048      793     -757    5,269    2,009    3,014      278     -727

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     24.3      4.6     85.4     67.7     98.3     96.6      1.7      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        2        6       35       35       42       41
 

Updated September 24, 2010