```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,540,077
COMMITMENTS
 307,789  149,478  1765729  2434775  2598779  4508293  4513986   31,784   26,091

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     27,341)
 -23,187   -4,937   29,140   19,777   -2,774   25,730   21,429    1,611    5,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.8      3.3     38.9     53.6     57.2     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      215)
      41       32       71      125      124      200      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      367,814
COMMITMENTS
   8,569   16,708   28,583  309,714  319,909  346,866  365,200   20,948    2,614

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -11,464)
 -13,149      -45    9,143  -12,873  -19,952  -16,879  -10,854    5,415     -610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      4.5      7.8     84.2     87.0     94.3     99.3      5.7      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       5        6       10       37       33       48       43
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      185,955
COMMITMENTS
   1,321    3,811    6,854  172,680  169,314  180,855  179,979    5,100    5,976

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -13,365)
    -643      571      728  -14,519  -14,952  -14,434  -13,653    1,069      288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      2.0      3.7     92.9     91.1     97.3     96.8      2.7      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        5       29       31       34       36
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      310,047
COMMITMENTS
  25,996   10,187    4,868  271,655  289,222  302,519  304,277    7,528    5,770

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -24,799)
  -4,146    1,506   -2,323  -19,450  -26,064  -25,919  -26,881    1,120    2,082

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      3.3      1.6     87.6     93.3     97.6     98.1      2.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        3       33       32       38       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      702,460
COMMITMENTS
   5,217   39,001   48,660  644,571  609,973  698,448  697,634    4,012    4,826

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -36,918)
  -2,114    1,263   -4,296  -26,919  -35,410  -33,329  -38,443   -3,589    1,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7      5.6      6.9     91.8     86.8     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       5        7       12       55       45       67       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      179,542
COMMITMENTS
  16,627        0      730  151,947  166,882  169,304  167,612   10,238   11,930

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -13,759)
  -3,338   -2,235   -1,346  -12,028  -14,223  -16,712  -17,804    2,953    4,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      0.0      0.4     84.6     92.9     94.3     93.4      5.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        0        2       27       21       31       23
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      321,671
COMMITMENTS
  18,140   59,787    6,282  285,211  243,753  309,633  309,822   12,038   11,849

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:    -17,017)
     763   13,369   -8,130  -10,088  -27,683  -17,455  -22,444      438    5,427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     18.6      2.0     88.7     75.8     96.3     96.3      3.7      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        2        4       37       34       42       38
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 03/08/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      180,940
COMMITMENTS
   2,411   27,389    7,444  163,636  140,664  173,491  175,497    7,449    5,443

CHANGES FROM 03/01/11 (CHANGE IN OPEN INTEREST:     -6,072)
    -962  -13,633    1,011   -7,294    6,469   -7,245   -6,153    1,173       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     15.1      4.1     90.4     77.7     95.9     97.0      4.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        3        5       25       27       31       32
```

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Updated March 11, 2011