```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,627,209
COMMITMENTS
 284,586  173,683  1826011  2481039  2599393  4591636  4599087   35,573   28,122

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:     87,132)
 -23,203   24,205   60,282   46,264      614   83,343   85,101    3,789    2,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      3.8     39.5     53.6     56.2     99.2     99.4      0.8      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      217)
      36       35       67      129      128      201      198
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      376,638
COMMITMENTS
   8,874   23,758   25,126  323,758  321,463  357,758  370,347   18,880    6,291

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      8,824)
     305    7,050   -3,457   14,044    1,554   10,892    5,147   -2,068    3,677

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      6.3      6.7     86.0     85.4     95.0     98.3      5.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        6        8       40       35       49       45
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      186,173
COMMITMENTS
   1,629    3,515    7,314  172,161  169,545  181,104  180,374    5,069    5,799

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        218)
     308     -296      460     -519      231      249      395      -31     -177

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      1.9      3.9     92.5     91.1     97.3     96.9      2.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        2        5       32       31       37       36
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      311,537
COMMITMENTS
  26,191   10,397    4,199  273,193  289,888  303,583  304,484    7,954    7,053

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      1,490)
     195      210     -669    1,538      666    1,064      207      426    1,283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      3.3      1.3     87.7     93.1     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        3        4       34       33       39       38
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      708,803
COMMITMENTS
   5,494   36,549   51,478  643,670  611,843  700,642  699,870    8,161    8,933

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      6,343)
     277   -2,452    2,818     -901    1,870    2,194    2,236    4,149    4,107

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      5.2      7.3     90.8     86.3     98.8     98.7      1.2      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       4        6       10       56       50       66       60
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      180,400
COMMITMENTS
   9,662      823    1,693  161,029  166,829  172,384  169,345    8,016   11,055

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:        858)
  -6,965      823      963    9,082      -53    3,080    1,733   -2,222     -875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.5      0.9     89.3     92.5     95.6     93.9      4.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        1        3       29       22       33       25
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      323,212
COMMITMENTS
  17,804   63,603    7,628  285,219  238,817  310,651  310,048   12,561   13,164

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      1,541)
    -336    3,816    1,346        8   -4,936    1,018      226      523    1,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     19.7      2.4     88.2     73.9     96.1     95.9      3.9      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       4        1        3       37       35       42       38
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 03/15/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      185,788
COMMITMENTS
   2,446   26,995    8,223  167,065  146,661  177,734  181,879    8,054    3,909

CHANGES FROM 03/08/11 (CHANGE IN OPEN INTEREST:      4,848)
      35     -394      779    3,429    5,997    4,243    6,382      605   -1,534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     14.5      4.4     89.9     78.9     95.7     97.9      4.3      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        5        6       28       29       35       35
```

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Updated March 18, 2011