```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,637,200
COMMITMENTS
 402,821   89,216  1725992  2480522  2802231  4609335  4617439   27,865   19,761

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     92,665)
 -30,195    9,678   45,698   80,395   33,958   95,898   89,334   -3,233    3,331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7      1.9     37.2     53.5     60.4     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      50       22       67      134      135      205      204
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      359,603
COMMITMENTS
   8,529   13,067   24,318  311,807  319,194  344,654  356,579   14,949    3,024

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    -10,475)
   3,428   -4,620   -2,833  -10,752   -4,538  -10,157  -11,991     -318    1,516

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      3.6      6.8     86.7     88.8     95.8     99.2      4.2      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        5        9       41       38       52       48
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      175,251
COMMITMENTS
   3,990        0    4,024  161,416  167,613  169,430  171,637    5,821    3,614

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    -12,753)
   1,203   -2,882   -2,533  -12,019   -7,451  -13,349  -12,866      596      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.0      2.3     92.1     95.6     96.7     97.9      3.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        0        5       33       34       38       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      307,077
COMMITMENTS
   9,535    4,917   11,405  280,710  284,709  301,650  301,031    5,427    6,046

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    -14,071)
 -11,121   -3,440    3,398   -6,261  -14,896  -13,984  -14,938      -87      867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      1.6      3.7     91.4     92.7     98.2     98.0      1.8      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        3       36       30       40       34
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      720,822
COMMITMENTS
     497   47,524   44,545  670,381  623,677  715,423  715,746    5,399    5,076

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:     -9,568)
    -373  -12,130   -1,605   -9,637    3,069  -11,615  -10,666    2,047    1,098

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      6.6      6.2     93.0     86.5     99.3     99.3      0.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       2        8        9       57       48       66       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      190,918
COMMITMENTS
   9,918        0    2,917  169,749  178,032  182,584  180,949    8,334    9,969

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:        806)
  -3,690        0      119    3,994      -55      423       64      383      742

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.0      1.5     88.9     93.3     95.6     94.8      4.4      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        0        3       28       24       32       27
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      318,297
COMMITMENTS
  13,719   49,682   18,743  276,190  238,437  308,652  306,862    9,645   11,435

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    -20,848)
  -4,055   -2,366    2,034  -20,216  -22,287  -22,237  -22,619    1,389    1,771

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     15.6      5.9     86.8     74.9     97.0     96.4      3.0      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       4        1        4       36       38       41       42
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 04/05/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      183,889
COMMITMENTS
   7,877    8,648   11,178  158,707  159,292  177,762  179,118    6,127    4,771

CHANGES FROM 03/29/11 (CHANGE IN OPEN INTEREST:    -12,190)
   5,243  -28,974    3,432  -21,135   12,493  -12,460  -13,049      270      859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      4.7      6.1     86.3     86.6     96.7     97.4      3.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        4        6       26       31       33       37
```

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Updated April 8, 2011