```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,222,245
COMMITMENTS
 655,851  428,492  1647768  2905657  3132800  5209276  5209060   12,969   13,185

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     16,380)
  15,122   55,028   18,021   47,570    7,494   80,713   80,543  -64,333  -64,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.6      8.2     31.6     55.6     60.0     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      28       43       63      142      133      211      201
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      332,997
COMMITMENTS
  11,348   27,668    9,219  298,125  290,079  318,692  326,966   14,305    6,031

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:    -18,867)
     272   -4,309      805   -5,963   -2,303   -4,886   -5,807  -13,981  -13,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.4      8.3      2.8     89.5     87.1     95.7     98.2      4.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        5        8       41       36       50       44
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      180,790
COMMITMENTS
   3,421    5,069    4,894  170,038  168,941  178,353  178,904    2,437    1,886

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      4,453)
   1,299    2,444      332    6,190    5,145    7,821    7,921   -3,368   -3,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.9      2.8      2.7     94.1     93.4     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        3       36       39       40       44
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      285,858
COMMITMENTS
   6,216   12,210    2,953  272,116  257,907  281,285  273,070    4,573   12,788

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -2,487)
  -2,758     -550      -33    3,939    1,535    1,148      952   -3,635   -3,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.2      4.3      1.0     95.2     90.2     98.4     95.5      1.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        3        4       34       31       39       35
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      722,783
COMMITMENTS
       0   52,622   12,850  707,547  655,469  720,397  720,941    2,386    1,842

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:    -15,228)
    -707    6,685   -8,042    2,009   -5,135   -6,740   -6,492   -8,488   -8,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      7.3      1.8     97.9     90.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       0       10        6       58       50       64       60
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      231,781
COMMITMENTS
  16,832    1,352      822  206,778  225,701  224,432  227,875    7,349    3,906

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      4,833)
   1,763    1,352       99    3,647    8,454    5,509    9,905     -676   -5,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      0.6      0.4     89.2     97.4     96.8     98.3      3.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        2       29       26       31       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      377,339
COMMITMENTS
   5,326   19,222   30,170  332,975  317,327  368,471  366,719    8,868   10,620

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      5,754)
     411    3,705   -3,683   10,817    8,214    7,545    8,236   -1,791   -2,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      5.1      8.0     88.2     84.1     97.6     97.2      2.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        4        5       37       37       43       43
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      220,173
COMMITMENTS
  21,177   21,462    4,614  191,491  187,850  217,282  213,926    2,891    6,247

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -6,046)
   1,814   -3,866     -196   -5,194     -680   -3,576   -4,742   -2,470   -1,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.6      9.7      2.1     87.0     85.3     98.7     97.2      1.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        2       29       29       33       34
```

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Updated April 20, 2012