```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,391,783
COMMITMENTS
 571,673  458,080  1737931  3064052  3173783  5373656  5369794   18,127   21,989

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    218,462)
  25,439   41,215   57,227  131,419  114,862  214,085  213,304    4,377    5,158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      8.5     32.2     56.8     58.9     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      30       37       61      148      138      212      204
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      364,345
COMMITMENTS
   8,206   35,445   11,892  327,020  310,291  347,118  357,628   17,227    6,717

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     -2,951)
  -5,415  -23,182      685   -1,291   19,068   -6,021   -3,429    3,070      478

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      9.7      3.3     89.8     85.2     95.3     98.2      4.7      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       5        5       10       40       35       50       45
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      165,153
COMMITMENTS
     877        0    5,883  154,293  157,296  161,053  163,179    4,100    1,974

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:      7,149)
      22      -28    1,051    7,045    6,488    8,118    7,511     -969     -362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      3.6     93.4     95.2     97.5     98.8      2.5      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        0        2       36       37       38       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      317,792
COMMITMENTS
  14,245   15,820    4,111  296,386  288,501  314,742  308,432    3,050    9,360

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     10,886)
   2,996     -283      492    8,252    9,247   11,740    9,456     -854    1,430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.5      5.0      1.3     93.3     90.8     99.0     97.1      1.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        5       35       36       40       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      722,560
COMMITMENTS
       0   33,840   18,125  702,588  668,052  720,713  720,017    1,847    2,543

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:    -47,943)
       0   -7,837    4,945  -52,704  -44,743  -47,759  -47,635     -184     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      4.7      2.5     97.2     92.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       0        9        7       57       49       64       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      233,618
COMMITMENTS
   8,524   17,491    2,208  218,313  211,230  229,045  230,929    4,573    2,689

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:        -28)
    -177     -124     -759    2,504    2,600    1,568    1,717   -1,596   -1,745

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.6      7.5      0.9     93.4     90.4     98.0     98.8      2.0      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        2        2       37       36       39       40
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      396,240
COMMITMENTS
   9,004   13,366   23,792  353,344  352,787  386,140  389,945   10,100    6,295

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:       -246)
  -2,445     -279    2,895   -1,487   -4,014   -1,037   -1,398      791    1,152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      3.4      6.0     89.2     89.0     97.5     98.4      2.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       3        4        5       40       41       46       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/14/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      248,782
COMMITMENTS
   5,700   27,209    5,969  232,166  207,895  243,835  241,073    4,947    7,709

CHANGES FROM 02/07/12 (CHANGE IN OPEN INTEREST:     12,613)
    -521    1,697     -240   13,254   10,391   12,493   11,848      120      765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3     10.9      2.4     93.3     83.6     98.0     96.9      2.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        4       24       30       28       36
```

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Updated February 17, 2012