```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,812,603
COMMITMENTS
 331,255  135,226  1822993  2626517  2838713  4780765  4796932   31,838   15,671

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:    175,403)
 -71,566   46,010   97,001  145,995   36,482  171,430  179,493    3,973   -4,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9      2.8     37.9     54.6     59.0     99.3     99.7      0.7      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      44       30       68      135      133      206      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      371,207
COMMITMENTS
  15,681   13,786   22,714  320,750  332,193  359,145  368,693   12,062    2,514

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     11,604)
   7,152      719   -1,604    8,943   12,999   14,491   12,114   -2,887     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2      3.7      6.1     86.4     89.5     96.8     99.3      3.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       7        5        8       46       41       57       50
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      176,054
COMMITMENTS
   4,088    1,122    4,100  162,131  168,511  170,319  173,733    5,735    2,321

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:        803)
      98    1,122       76      715      898      889    2,096      -86   -1,293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      0.6      2.3     92.1     95.7     96.7     98.7      3.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        1        6       36       35       42       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      308,179
COMMITMENTS
  10,903    4,112   10,396  281,330  287,290  302,629  301,798    5,550    6,381

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      1,102)
   1,368     -805   -1,009      620    2,581      979      767      123      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5      1.3      3.4     91.3     93.2     98.2     97.9      1.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        2        4       37       32       41       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      735,038
COMMITMENTS
     391   47,716   45,994  684,188  636,198  730,573  729,908    4,465    5,130

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     14,216)
    -106      192    1,449   13,807   12,521   15,150   14,162     -934       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      6.5      6.3     93.1     86.6     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       1        9        9       58       49       67       59
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      194,093
COMMITMENTS
   8,459    3,493    2,249  175,388  177,836  186,096  183,578    7,997   10,515

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:      3,175)
  -1,459    3,493     -668    5,639     -196    3,512    2,629     -337      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      1.8      1.2     90.4     91.6     95.9     94.6      4.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        3       27       24       31       27
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,623
COMMITMENTS
  14,168   62,509   10,964  303,631  253,406  328,763  326,879    9,860   11,744

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     20,326)
     449   12,827   -7,779   27,441   14,969   20,111   20,017      215      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     18.5      3.2     89.7     74.8     97.1     96.5      2.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       3        2        4       36       38       41       42
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 04/12/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      198,666
COMMITMENTS
   8,811   12,776    8,404  175,543  170,763  192,758  191,943    5,908    6,723

CHANGES FROM 04/05/11 (CHANGE IN OPEN INTEREST:     14,777)
     934    4,128   -2,774   16,836   11,471   14,996   12,825     -219    1,952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      6.4      4.2     88.4     86.0     97.0     96.6      3.0      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        4        7       26       30       33       37
```

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Updated April 15, 2011