```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,179,871
COMMITMENTS
 693,252  426,275  1534320  2947455  3209790  5175027  5170385    4,844    9,486

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:   -181,416)
  29,689  -76,094  -63,370 -141,056  -34,857 -174,737 -174,321   -6,679   -7,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.4      8.2     29.6     56.9     62.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      35       37       63      141      131      210      200
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      397,810
COMMITMENTS
  10,829   19,470   12,820  359,225  359,890  382,874  392,180   14,936    5,630

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     30,110)
   3,328  -11,494    1,661   26,969   40,140   31,958   30,307   -1,848     -197

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.7      4.9      3.2     90.3     90.5     96.2     98.6      3.8      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        6        9       42       38       52       48
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      173,558
COMMITMENTS
   1,608      637    5,572  162,486  164,437  169,666  170,646    3,892    2,912

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      5,721)
    -222      637      -44    5,131    4,129    4,865    4,722      856      999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.4      3.2     93.6     94.7     97.8     98.3      2.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        1        2       36       38       38       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      351,795
COMMITMENTS
  17,027   13,773    5,416  327,055  325,373  349,498  344,562    2,297    7,233

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     21,192)
   2,140     -669      855   18,408   24,454   21,403   24,640     -211   -3,448

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.8      3.9      1.5     93.0     92.5     99.3     97.9      0.7      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        3        6       34       38       40       44
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      748,603
COMMITMENTS
     381   41,362   14,109  733,857  692,945  748,347  748,416      256      187

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      6,473)
    -346    5,866     -728    9,139    4,792    8,065    9,930   -1,592   -3,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      5.5      1.9     98.0     92.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       2        7        8       60       50       68       59
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,902
COMMITMENTS
   9,242   15,453    2,559  230,801  222,371  242,602  240,383    4,300    6,519

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:     10,263)
     948   -2,148      744    8,995    7,749   10,687    6,345     -424    3,918

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      6.3      1.0     93.5     90.1     98.3     97.4      1.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        2        2       36       36       38       40
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      409,624
COMMITMENTS
  11,409    6,461   28,844  361,637  370,583  401,890  405,888    7,734    3,736

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:      1,307)
   1,618   -5,813      430      286    8,664    2,334    3,281   -1,027   -1,974

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.8      1.6      7.0     88.3     90.5     98.1     99.1      1.9      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       4        3        5       44       48       50       54
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      264,622
COMMITMENTS
  13,884   30,041    9,169  237,355  217,296  260,408  256,506    4,214    8,116

CHANGES FROM 02/21/12 (CHANGE IN OPEN INTEREST:        264)
  13,463    2,116     -623  -14,195   -2,095   -1,355     -602    1,619      866

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2     11.4      3.5     89.7     82.1     98.4     96.9      1.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        4        4       29       29       34       35
```

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Updated March 2, 2012