```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,180,969
COMMITMENTS
 680,655  423,898  1524867  2964993  3217131  5170515  5165896   10,454   15,073

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -29,809)
  67,409   56,026 -109,607   12,213   24,652  -29,985  -28,929      176     -880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.1      8.2     29.4     57.2     62.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      27       46       62      144      137      210      209
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      364,233
COMMITMENTS
  11,828   30,498    6,135  332,345  321,300  350,308  357,933   13,925    6,300

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -4,189)
   4,566      369   -2,172   -5,025     -589   -2,631   -2,392   -1,558   -1,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.2      8.4      1.7     91.2     88.2     96.2     98.3      3.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        4        8       41       38       50       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,757
COMMITMENTS
   1,758      317    6,794  165,254  168,188  173,806  175,299    3,951    2,458

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        752)
    -221      317       23      636      -38      438      302      314      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      0.2      3.8     93.0     94.6     97.8     98.6      2.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        2       33       37       36       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      314,054
COMMITMENTS
  11,658   10,777    2,996  295,418  287,583  310,072  301,356    3,982   12,698

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -11,005)
     602    1,966     -936   -9,252  -12,203   -9,586  -11,173   -1,419      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      3.4      1.0     94.1     91.6     98.7     96.0      1.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        3        4       36       36       41       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      779,236
COMMITMENTS
     484   45,342   17,404  759,045  713,481  776,933  776,227    2,303    3,009

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     31,741)
      95    1,086    1,962   30,354   29,236   32,411   32,284     -670     -543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      5.8      2.2     97.4     91.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       2        7        7       55       47       62       56
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      238,067
COMMITMENTS
  12,449    3,326    1,532  219,272  227,908  233,253  232,766    4,814    5,301

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      8,118)
  -1,015    1,222   -1,797   12,068    9,589    9,256    9,014   -1,138     -896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.2      1.4      0.6     92.1     95.7     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        2       33       26       36       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      396,191
COMMITMENTS
   7,980    6,544   38,231  341,231  341,750  387,442  386,525    8,749    9,666

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -3,851)
   1,386   -7,279    3,764   -8,515   -1,185   -3,365   -4,700     -486      849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      1.7      9.6     86.1     86.3     97.8     97.6      2.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        4        6       40       39       47       46
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      242,679
COMMITMENTS
  13,896   31,948    8,045  219,225  197,788  241,166  237,781    1,513    4,898

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -2,077)
     669    2,158      834   -2,752   -4,790   -1,249   -1,798     -828     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7     13.2      3.3     90.3     81.5     99.4     98.0      0.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        4        3       33       33       38       38
```

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Updated March 30, 2012