```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,671,128
COMMITMENTS
 405,079  147,011  1716821  2501848  2791290  4623748  4655122   47,380   16,006

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     28,836)
    -291   -4,825    7,390      967   26,143    8,066   28,708   20,770      128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.7      3.1     36.8     53.6     59.8     99.0     99.7      1.0      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      214)
      32       41       71      131      122      205      195
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      377,959
COMMITMENTS
  11,075   15,743   22,302  326,177  335,280  359,554  373,325   18,405    4,634

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      8,547)
  -2,531    3,275    1,564    8,595    2,821    7,628    7,660      919      887

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      4.2      5.9     86.3     88.7     95.1     98.8      4.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        4        8       38       35       47       43
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      200,766
COMMITMENTS
     964    4,078    5,128  189,245  186,634  195,337  195,840    5,429    4,926

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      1,417)
  -1,015    1,952     -175    4,044     -341    2,854    1,436   -1,437      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      2.0      2.6     94.3     93.0     97.3     97.5      2.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        4       33       36       37       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      315,710
COMMITMENTS
  29,243    8,959    6,291  273,922  295,302  309,456  310,552    6,254    5,158

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -1,332)
   2,470    1,291       84   -5,382   -2,402   -2,828   -1,027    1,496     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.3      2.8      2.0     86.8     93.5     98.0     98.4      2.0      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        4        6       35       33       42       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      731,203
COMMITMENTS
   8,635   39,005   46,470  672,813  643,751  727,918  729,226    3,285    1,977

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:       -697)
  -3,599      270    3,002      349   -4,741     -248   -1,469     -449      772

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      5.3      6.4     92.0     88.0     99.6     99.7      0.4      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       4        8       12       58       49       70       61
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,973
COMMITMENTS
  19,727        0    3,049  156,473  176,455  179,249  179,504    9,724    9,469

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:      4,209)
   1,754   -1,849     -644    2,906    5,149    4,016    2,656      193    1,553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.4      0.0      1.6     82.8     93.4     94.9     95.0      5.1      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        0        3       32       25       36       28
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      329,419
COMMITMENTS
  14,756   41,888   18,162  285,395  263,132  318,313  323,182   11,106    6,237

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:     -2,615)
  -2,664   -1,457   -1,035    1,603      983   -2,096   -1,509     -519   -1,106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5     12.7      5.5     86.6     79.9     96.6     98.1      3.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        4        5       41       38       47       44
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/22/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      184,627
COMMITMENTS
   4,599   31,263    6,160  165,917  139,734  176,676  177,157    7,951    7,470

CHANGES FROM 02/15/11 (CHANGE IN OPEN INTEREST:        919)
  -1,623    2,969      398    2,324   -1,960    1,099    1,407     -180     -488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.5     16.9      3.3     89.9     75.7     95.7     96.0      4.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        5        5       27       23       33       29
```

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Updated February 25, 2011