```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,179,674
COMMITMENTS
 586,678  389,168  1589187  2994231  3188047  5170096  5166402    9,578   13,272

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      6,757)
 -30,141    3,266    3,017   39,796    7,137   12,672   13,420   -5,915   -6,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.3      7.5     30.7     57.8     61.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      24       47       62      140      135      206      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      372,552
COMMITMENTS
   6,817   24,054    7,535  343,899  332,699  358,251  364,288   14,301    8,264

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -9,767)
  -8,929      916     -310     -514  -11,457   -9,753  -10,851      -14    1,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      6.5      2.0     92.3     89.3     96.2     97.8      3.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        4        6       38       35       46       42
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      174,556
COMMITMENTS
   1,443      668    6,577  163,168  164,724  171,188  171,969    3,368    2,587

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      4,044)
    -876      154      448    4,687    2,625    4,259    3,227     -215      817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.8      0.4      3.8     93.5     94.4     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        3       32       36       35       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      324,141
COMMITMENTS
  12,830    9,005    6,127  300,721  295,421  319,678  310,553    4,463   13,588

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -12,936)
  -5,206     -894    1,100  -11,482  -17,072  -15,588  -16,866    2,652    3,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      2.8      1.9     92.8     91.1     98.6     95.8      1.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        5       28       31       34       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      724,106
COMMITMENTS
     471   47,831    8,630  713,077  662,657  722,178  719,118    1,928    4,988

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -4,806)
    -239   -6,895   -1,744   -2,523    3,909   -4,506   -4,730     -300      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      6.6      1.2     98.5     91.5     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       1        7        6       56       48       62       56
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      241,330
COMMITMENTS
  12,851   11,313    1,363  221,380  222,089  235,594  234,765    5,736    6,565

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      4,720)
     882   -1,720      219    3,592    3,347    4,693    1,846       27    2,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      4.7      0.6     91.7     92.0     97.6     97.3      2.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        3        2       31       26       33       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      400,654
COMMITMENTS
   6,493   16,379   31,893  353,002  343,565  391,388  391,837    9,266    8,817

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      9,508)
    -475    6,044      947    9,220   -1,687    9,692    5,304     -184    4,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      4.1      8.0     88.1     85.8     97.7     97.8      2.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        5        6       38       39       45       45
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      250,113
COMMITMENTS
  13,762   30,408    7,710  226,413  206,205  247,885  244,323    2,228    5,790

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -1,080)
  -1,596      311     -808    2,934      634      530      137   -1,610   -1,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5     12.2      3.1     90.5     82.4     99.1     97.7      0.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        5        2       31       31       35       36
```

----

Updated March 16, 2012