```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,544,535
COMMITMENTS
 433,016   79,538  1680294  2400127  2768273  4513437  4528105   31,098   16,430

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:   -111,551)
  70,452  -59,942  -89,060  -91,964   39,965 -110,572 -109,037     -979   -2,514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      1.8     37.0     52.8     60.9     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      47       25       66      135      135      206      204
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      370,078
COMMITMENTS
   5,101   17,687   27,151  322,559  323,732  354,811  368,570   15,267    1,508

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:         47)
  -2,343   -7,680    3,133     -194    4,866      596      319     -549     -272

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      4.8      7.3     87.2     87.5     95.9     99.6      4.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       5        6        8       45       40       54       50
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,004
COMMITMENTS
   2,787    2,882    6,557  173,435  175,064  182,779  184,503    5,225    3,501

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      3,391)
    -242      426     -450    3,954    3,814    3,262    3,790      129     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      1.5      3.5     92.3     93.1     97.2     98.1      2.8      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        2        6       35       34       41       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      321,148
COMMITMENTS
  20,656    8,357    8,007  286,971  299,605  315,634  315,969    5,514    5,179

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      7,957)
  -8,050    1,779    3,886   14,159    3,024    9,995    8,689   -2,038     -732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      2.6      2.5     89.4     93.3     98.3     98.4      1.7      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        3        4       39       36       44       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      730,390
COMMITMENTS
     870   59,654   46,150  680,018  620,608  727,038  726,412    3,352    3,978

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     15,142)
    -718    5,385    4,077   14,697    7,822   18,056   17,284   -2,914   -2,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      8.2      6.3     93.1     85.0     99.5     99.5      0.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       3        9       11       59       49       70       61
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      190,112
COMMITMENTS
  13,608        0    2,798  165,755  178,087  182,161  180,885    7,951    9,227

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      8,013)
   3,830     -460      163    2,072    9,382    6,065    9,085    1,948   -1,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      0.0      1.5     87.2     93.7     95.8     95.1      4.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        3       30       25       34       28
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      339,145
COMMITMENTS
  17,774   52,048   16,709  296,406  260,724  330,889  329,481    8,256    9,664

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:     11,434)
     786   -4,752    4,206    9,561   13,250   14,553   12,704   -3,119   -1,270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     15.3      4.9     87.4     76.9     97.6     97.2      2.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        2        6       40       40       47       46
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 03/29/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      196,079
COMMITMENTS
   2,634   37,622    7,746  179,842  146,799  190,222  192,167    5,857    3,912

CHANGES FROM 03/22/11 (CHANGE IN OPEN INTEREST:      4,510)
    -454    5,562   -2,283    7,255    1,935    4,518    5,214       -8     -704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     19.2      4.0     91.7     74.9     97.0     98.0      3.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        5        7       30       30       37       37
```

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Updated April 1, 2011