```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,915,473
COMMITMENTS
 534,170   89,488  1789445  2558574  3015291  4882189  4894224   33,284   21,249

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -34,575)
  89,582   -9,736     -530 -124,977  -29,104  -35,925  -39,370    1,350    4,795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      1.8     36.4     52.1     61.3     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      54       24       69      134      138      209      211
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      381,990
COMMITMENTS
  11,416   16,715   32,185  325,527  329,739  369,128  378,639   12,862    3,351

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -5,249)
  -3,317    4,480    4,053   -6,762  -12,873   -6,026   -4,340      777     -909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      4.4      8.4     85.2     86.3     96.6     99.1      3.4      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       6        5        8       45       42       55       51
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,481
COMMITMENTS
   4,657    6,508    4,285  163,801  164,354  172,743  175,147    4,738    2,334

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -10,945)
   1,656    3,147     -711  -10,755  -12,183   -9,810   -9,747   -1,135   -1,198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      3.7      2.4     92.3     92.6     97.3     98.7      2.7      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        3        5       39       35       45       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      309,416
COMMITMENTS
   5,251    3,480   16,271  281,953  283,519  303,475  303,270    5,941    6,146

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -5,885)
  -4,213   -1,452    1,678   -2,242   -7,424   -4,777   -7,198   -1,108    1,313

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.1      5.3     91.1     91.6     98.1     98.0      1.9      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        4        4       36       31       42       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      686,416
COMMITMENTS
     810   30,840   28,916  651,805  623,565  681,531  683,321    4,885    3,095

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -70,609)
    -841  -13,937  -21,009  -49,146  -34,811  -70,996  -69,757      387     -852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      4.5      4.2     95.0     90.8     99.3     99.5      0.7      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       1       10       10       55       49       65       60
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      189,041
COMMITMENTS
   9,786        0    2,085  170,013  175,068  181,884  177,153    7,157   11,888

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -11,181)
    -435   -4,563      530  -10,226   -9,286  -10,131  -13,319   -1,050    2,138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      0.0      1.1     89.9     92.6     96.2     93.7      3.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        0        2       28       25       31       27
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      316,272
COMMITMENTS
  13,930   43,417    6,704  289,260  259,490  309,894  309,611    6,378    6,661

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:    -16,450)
     833    3,429   -5,656   -9,524  -12,662  -14,347  -14,889   -2,103   -1,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     13.7      2.1     91.5     82.0     98.0     97.9      2.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        1        4       44       45       49       49
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 05/03/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      201,319
COMMITMENTS
   5,869   10,629    8,220  183,472  176,820  197,561  195,669    3,758    5,650

CHANGES FROM 04/26/11 (CHANGE IN OPEN INTEREST:     -9,387)
    -851     -927   -3,135   -4,169   -7,886   -8,155  -11,948   -1,232    2,561

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9      5.3      4.1     91.1     87.8     98.1     97.2      1.9      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        4        7       32       38       39       45
```

----

Updated May 6, 2011