```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,656,086
COMMITMENTS
 362,564  139,480  1769354  2492091  2728308  4624009  4637142   32,077   18,944

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     28,877)
  77,978  -34,203  -56,657   11,052  128,915   32,373   38,055   -3,496   -9,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      3.0     38.0     53.5     58.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      222)
      40       31       69      134      134      207      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      370,031
COMMITMENTS
   7,444   25,367   24,018  322,753  318,866  354,215  368,251   15,816    1,780

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -6,607)
  -1,430    1,609   -1,108   -1,005   -2,597   -3,543   -2,096   -3,064   -4,511

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      6.9      6.5     87.2     86.2     95.7     99.5      4.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       6        6       10       45       38       56       49
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      184,613
COMMITMENTS
   3,029    2,456    7,007  169,481  171,250  179,517  180,713    5,096    3,900

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:     -1,560)
   1,400   -1,059     -307   -2,680    1,705   -1,587      339       27   -1,899

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      1.3      3.8     91.8     92.8     97.2     97.9      2.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        1        5       33       33       38       38
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      313,191
COMMITMENTS
  28,706    6,578    4,121  272,812  296,581  305,639  307,280    7,552    5,911

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      1,654)
   2,515   -3,819      -78     -381    6,693    2,056    2,796     -402   -1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      2.1      1.3     87.1     94.7     97.6     98.1      2.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        4       35       33       40       38
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      715,248
COMMITMENTS
   1,588   54,269   42,073  665,321  612,786  708,982  709,128    6,266    6,120

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      6,445)
  -3,906   17,720   -9,405   21,651      943    8,340    9,258   -1,895   -2,813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      7.6      5.9     93.0     85.7     99.1     99.1      0.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       1        9        9       56       46       65       56
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,099
COMMITMENTS
   9,778      460    2,635  163,683  168,705  176,096  171,800    6,003   10,299

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      1,699)
     116     -363      942    2,654    1,876    3,712    2,455   -2,013     -756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.3      1.4     89.9     92.6     96.7     94.3      3.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        3       30       22       34       25
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      327,711
COMMITMENTS
  16,988   56,800   12,503  286,845  247,474  316,336  316,777   11,375   10,934

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      4,499)
    -816   -6,803    4,875    1,626    8,657    5,685    6,729   -1,186   -2,230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     17.3      3.8     87.5     75.5     96.5     96.7      3.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       4        1        4       39       39       44       43
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 03/22/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      191,569
COMMITMENTS
   3,088   32,060   10,029  172,587  144,864  185,704  186,953    5,865    4,616

CHANGES FROM 03/15/11 (CHANGE IN OPEN INTEREST:      5,781)
     642    5,065    1,806    5,522   -1,797    7,970    5,074   -2,189      707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     16.7      5.2     90.1     75.6     96.9     97.6      3.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        5        6       30       30       37       36
```

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Updated March 25, 2011