```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,210,778
COMMITMENTS
 613,246  367,872  1634474  2952780  3192479  5200500  5194825   10,278   15,953

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     31,104)
  26,568  -21,296   45,287  -41,451    4,432   30,404   28,423      700    2,681

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.8      7.1     31.4     56.7     61.3     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      26       46       63      140      134      207      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      368,422
COMMITMENTS
   7,262   30,129    8,307  337,370  321,889  352,939  360,325   15,483    8,097

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -4,130)
     445    6,075      772   -6,529  -10,810   -5,312   -3,963    1,182     -167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      8.2      2.3     91.6     87.4     95.8     97.8      4.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        4        5       39       36       46       43
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,005
COMMITMENTS
   1,979        0    6,771  164,618  168,226  173,368  174,997    3,637    2,008

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:      2,449)
     536     -668      194    1,450    3,502    2,180    3,028      269     -579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.0      3.8     93.0     95.0     97.9     98.9      2.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        2       33       37       35       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      325,059
COMMITMENTS
  11,056    8,811    3,932  304,670  299,786  319,658  312,529    5,401   12,530

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:        918)
  -1,774     -194   -2,195    3,949    4,365      -20    1,976      938   -1,058

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      2.7      1.2     93.7     92.2     98.3     96.1      1.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       31       33       36       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      747,495
COMMITMENTS
     389   44,256   15,442  728,691  684,245  744,522  743,943    2,973    3,552

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     23,389)
     -82   -3,575    6,812   15,614   21,588   22,344   24,825    1,045   -1,436

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      5.9      2.1     97.5     91.5     99.6     99.5      0.4      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       2        7        7       53       47       60       56
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      229,949
COMMITMENTS
  13,464    2,104    3,329  207,204  218,319  223,997  223,752    5,952    6,197

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:    -11,381)
     613   -9,209    1,966  -14,176   -3,770  -11,597  -11,013      216     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.9      0.9      1.4     90.1     94.9     97.4     97.3      2.6      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        3        3       31       24       34       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      400,042
COMMITMENTS
   6,594   13,823   34,467  349,746  342,935  390,807  391,225    9,235    8,817

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:       -612)
     101   -2,556    2,574   -3,256     -630     -581     -612      -31        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      3.5      8.6     87.4     85.7     97.7     97.8      2.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       3        5        6       38       39       45       46
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      244,756
COMMITMENTS
  13,227   29,790    7,211  221,977  202,578  242,415  239,579    2,341    5,177

CHANGES FROM 03/13/12 (CHANGE IN OPEN INTEREST:     -5,357)
    -535     -618     -499   -4,436   -3,627   -5,470   -4,744      113     -613

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4     12.2      2.9     90.7     82.8     99.0     97.9      1.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        4        2       30       31       34       36
```

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Updated March 23, 2012