```
NATURAL GAS ICE HENRY HUB - ICE OTC                                                                     Code-023391
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  : 5,031,939:   677,988    362,221  1,541,943  2,801,980  3,113,339  5,021,911  5,017,503:    10,028     14,436
Old  : 5,031,939:   677,988    362,221  1,541,943  2,801,980  3,113,339  5,021,911  5,017,503:    10,028     14,436
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :  -149,030:    -2,667    -61,677     17,076   -163,013   -103,792   -148,604   -148,393:      -426       -637
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5        7.2       30.6       55.7       61.9       99.8       99.7:       0.2        0.3
Old  :     100.0:      13.5        7.2       30.6       55.7       61.9       99.8       99.7:       0.2        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       221:        29         37         60        139        133        204        197:
Old  :       221:        29         37         60        139        133        204        197:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 24.2       20.3       42.4       34.7       18.0       15.2       25.8       22.6
Old  :                 24.2       20.3       42.4       34.7       18.0       15.2       25.8       22.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOCAL BORDER FIN BASIS - ICE OTC                                                                        Code-023393
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   368,231:    16,188     35,723      5,918    331,752    320,513    353,858    362,154:    14,373      6,077
Old  :   368,231:    16,188     35,723      5,918    331,752    320,513    353,858    362,154:    14,373      6,077
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     3,998:     4,360      5,225       -217       -593       -787      3,550      4,221:       448       -223
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4        9.7        1.6       90.1       87.0       96.1       98.3:       3.9        1.7
Old  :     100.0:       4.4        9.7        1.6       90.1       87.0       96.1       98.3:       3.9        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        56:         5          5          9         42         39         52         48:
Old  :        56:         5          5          9         42         39         52         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.5       43.1       58.2       66.9       30.0       31.9       44.7       48.6
Old  :                 36.5       43.1       58.2       66.9       30.0       31.9       44.7       48.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PG&E CITYGATE FIN BASIS - ICE OTC                                                                       Code-023394
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   184,139:     1,608        705      6,767    172,395    174,449    180,770    181,921:     3,369      2,218
Old  :   184,139:     1,608        705      6,767    172,395    174,449    180,770    181,921:     3,369      2,218
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     6,382:      -150        388        -27      7,141      6,261      6,964      6,622:      -582       -240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.9        0.4        3.7       93.6       94.7       98.2       98.8:       1.8        1.2
Old  :     100.0:       0.9        0.4        3.7       93.6       94.7       98.2       98.8:       1.8        1.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         3          2          3         34         38         38         42:
Old  :        44:         3          2          3         34         38         38         42:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.0       42.5       70.3       57.7       47.6       36.8       54.0       46.4
Old  :                 56.0       42.5       70.3       57.7       47.6       36.8       54.0       46.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NWP ROCKIES FIN BASIS - ICE OTC                                                                         Code-023395
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   308,955:    10,132     15,384      2,692    292,793    277,718    305,617    295,794:     3,338     13,161
Old  :   308,955:    10,132     15,384      2,692    292,793    277,718    305,617    295,794:     3,338     13,161
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :    -5,099:    -1,526      4,607       -304     -2,625     -9,865     -4,455     -5,562:      -644        463
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.3        5.0        0.9       94.8       89.9       98.9       95.7:       1.1        4.3
Old  :     100.0:       3.3        5.0        0.9       94.8       89.9       98.9       95.7:       1.1        4.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         2          3          4         37         36         42         40:
Old  :        49:         2          3          4         37         36         42         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.0       52.3       67.5       72.2       47.3       47.3       64.4       62.5
Old  :                 49.0       52.3       67.5       72.2       47.3       47.3       64.4       62.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
AECO FIN BASIS - ICE OTC                                                                                Code-023396
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   735,015:     1,223     46,850     16,574    714,860    668,913    732,657    732,337:     2,358      2,678
Old  :   735,015:     1,223     46,850     16,574    714,860    668,913    732,657    732,337:     2,358      2,678
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :   -44,221:       739      1,508       -830    -44,185    -44,568    -44,276    -43,890:        55       -331
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.2        6.4        2.3       97.3       91.0       99.7       99.6:       0.3        0.4
Old  :     100.0:       0.2        6.4        2.3       97.3       91.0       99.7       99.6:       0.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        69:         2          7          6         56         48         62         57:
Old  :        69:         2          7          6         56         48         62         57:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.3       41.0       59.2       55.2       34.0       30.9       49.1       42.5
Old  :                 40.3       41.0       59.2       55.2       34.0       30.9       49.1       42.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CHICAGO FIN BASIS - ICE OTC                                                                             Code-023397
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   240,517:    13,621      2,720      1,368    221,116    231,256    236,105    235,344:     4,412      5,173
Old  :   240,517:    13,621      2,720      1,368    221,116    231,256    236,105    235,344:     4,412      5,173
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     2,450:     1,172       -606       -164      1,844      3,348      2,852      2,578:      -402       -128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.7        1.1        0.6       91.9       96.1       98.2       97.8:       1.8        2.2
Old  :     100.0:       5.7        1.1        0.6       91.9       96.1       98.2       97.8:       1.8        2.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        43:         1          3          2         32         25         34         29:
Old  :        43:         1          3          2         32         25         34         29:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.2       61.5       66.0       78.3       35.9       61.3       56.5       73.1
Old  :                 42.2       61.5       66.0       78.3       35.9       61.3       56.5       73.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
HSC FIN BASIS - ICE OTC                                                                                 Code-023398
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   398,340:     9,033     19,052     32,496    348,062    335,874    389,591    387,422:     8,749     10,918
Old  :   398,340:     9,033     19,052     32,496    348,062    335,874    389,591    387,422:     8,749     10,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     2,149:     1,053     12,508     -5,735      6,831     -5,876      2,149        897:         0      1,252
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.3        4.8        8.2       87.4       84.3       97.8       97.3:       2.2        2.7
Old  :     100.0:       2.3        4.8        8.2       87.4       84.3       97.8       97.3:       2.2        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:         4          4          6         42         39         49         46:
Old  :        58:         4          4          6         42         39         49         46:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 34.0       57.7       52.3       68.9       31.9       51.5       46.8       62.2
Old  :                 34.0       57.7       52.3       68.9       31.9       51.5       46.8       62.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WAHA FIN BASIS - ICE OTC                                                                                Code-023399
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 3, 2012                   
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (Contracts of 2,500  MMBTU'S)                                              :
     :          :                                                                            :
All  :   245,735:    16,523     29,300      9,443    218,285    201,941    244,251    240,684:     1,484      5,051
Old  :   245,735:    16,523     29,300      9,443    218,285    201,941    244,251    240,684:     1,484      5,051
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 27, 2012                       :
     :     3,056:     2,627     -2,648      1,398       -940      4,153      3,085      2,903:       -29        153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       11.9        3.8       88.8       82.2       99.4       97.9:       0.6        2.1
Old  :     100.0:       6.7       11.9        3.8       88.8       82.2       99.4       97.9:       0.6        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:         3          4          3         32         33         37         38:
Old  :        49:         3          4          3         32         33         37         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.6       42.5       73.0       60.8       58.0       38.3       65.1       56.3
Old  :                 58.6       42.5       73.0       60.8       58.0       38.3       65.1       56.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
```

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Updated April 6, 2012