```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,950,048
COMMITMENTS
 444,588   99,224  1789975  2683551  3044395  4918114  4933594   31,934   16,454

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:     72,837)
  74,648  -12,109  -19,994   16,996  104,908   71,650   72,805    1,187       32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.0      2.0     36.2     54.2     61.5     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      52       26       71      135      138      210      213
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      387,239
COMMITMENTS
  14,733   12,235   28,132  332,289  342,612  375,154  382,979   12,085    4,260

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      9,146)
  -1,497      -22    3,930    7,485    6,217    9,918   10,125     -772     -979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      3.2      7.3     85.8     88.5     96.9     98.9      3.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       6        4        6       45       42       53       50
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,426
COMMITMENTS
   3,001    3,361    4,996  174,556  176,537  182,553  184,894    5,873    3,532

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      4,235)
    -106    2,106     -119    3,675    1,394    3,450    3,381      785      854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.8      2.7     92.6     93.7     96.9     98.1      3.1      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        4        6       37       34       44       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      315,301
COMMITMENTS
   9,464    4,932   14,593  284,195  290,943  308,252  310,468    7,049    4,833

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      2,113)
    -147      256    1,950     -668      218    1,135    2,424      978     -311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.6      4.6     90.1     92.3     97.8     98.5      2.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        3        5       37       32       43       38
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      757,025
COMMITMENTS
   1,651   44,777   49,925  700,951  658,376  752,527  753,078    4,498    3,947

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      8,053)
   1,651    1,925      278    6,081    6,268    8,010    8,471       43     -418

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      5.9      6.6     92.6     87.0     99.4     99.5      0.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
       3       10       11       57       49       68       62
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      200,222
COMMITMENTS
  10,221    4,563    1,555  180,239  184,354  192,015  190,472    8,207    9,750

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      3,744)
     838    1,836     -298    3,209    3,065    3,749    4,603       -5     -859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1      2.3      0.8     90.0     92.1     95.9     95.1      4.1      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        2        3       27       25       31       28
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      332,722
COMMITMENTS
  13,097   39,988   12,360  298,784  272,152  324,241  324,500    8,481    8,222

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:    -11,717)
  -1,676  -27,469    6,973  -17,621    8,685  -12,324  -11,811      607       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     12.0      3.7     89.8     81.8     97.5     97.5      2.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        1        4       43       45       48       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 04/26/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      210,706
COMMITMENTS
   6,720   11,556   11,355  187,641  184,706  205,716  207,617    4,990    3,089

CHANGES FROM 04/19/11 (CHANGE IN OPEN INTEREST:      2,358)
   4,974   -1,758      286   -2,781    5,666    2,479    4,194     -121   -1,836

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      5.5      5.4     89.1     87.7     97.6     98.5      2.4      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        7       33       39       40       46
```

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Updated April 29, 2011