```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,512,736
COMMITMENTS
 330,976  154,415  1736589  2414998  2601553  4482563  4492557   30,173   20,179

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:   -158,392)
 -74,103    7,404   19,768  -86,850 -189,737 -141,185 -162,565  -17,207    4,173

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.3      3.4     38.5     53.5     57.6     99.3     99.6      0.7      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      216)
      39       38       72      127      122      202      199
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      379,278
COMMITMENTS
  21,718   16,753   19,440  322,587  339,861  363,745  376,054   15,533    3,224

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      1,319)
  10,643    1,010   -2,862   -3,590    4,581    4,191    2,729   -2,872   -1,410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      4.4      5.1     85.1     89.6     95.9     99.1      4.1      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       6        5       10       38       36       49       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      199,320
COMMITMENTS
   1,964    3,240    6,126  187,199  184,266  195,289  193,632    4,031    5,688

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     -1,446)
   1,000     -838      998   -2,046   -2,368      -48   -2,208   -1,398      762

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      1.6      3.1     93.9     92.4     98.0     97.1      2.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        3        5       33       36       38       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      334,846
COMMITMENTS
  30,142    8,681    7,191  291,105  315,286  328,438  331,158    6,408    3,688

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:     19,136)
     899     -278      900   17,183   19,984   18,982   20,606      154   -1,470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.0      2.6      2.1     86.9     94.2     98.1     98.9      1.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        4        6       35       35       42       42
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      739,378
COMMITMENTS
   7,331   37,738   52,956  671,490  645,383  731,777  736,077    7,601    3,301

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      8,175)
  -1,304   -1,267    6,486   -1,323    1,632    3,859    6,851    4,316    1,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      5.1      7.2     90.8     87.3     99.0     99.6      1.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       2       10       11       57       50       68       62
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      193,301
COMMITMENTS
  19,965    2,235    2,076  163,975  181,105  186,016  185,416    7,285    7,885

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      4,328)
     238    2,235     -973    7,502    4,650    6,767    5,912   -2,439   -1,584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.3      1.2      1.1     84.8     93.7     96.2     95.9      3.8      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        3       34       25       38       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      338,688
COMMITMENTS
  17,377   46,418   14,412  295,299  271,436  327,088  332,266   11,600    6,422

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      9,269)
   2,621    4,530   -3,750    9,904    8,304    8,775    9,084      494      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1     13.7      4.3     87.2     80.1     96.6     98.1      3.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        3        4       41       38       46       43
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      187,012
COMMITMENTS
   3,373   41,022    6,433  170,930  134,195  180,736  181,650    6,276    5,362

CHANGES FROM 02/22/11 (CHANGE IN OPEN INTEREST:      2,385)
  -1,226    9,759      273    5,013   -5,539    4,060    4,493   -1,675   -2,108

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8     21.9      3.4     91.4     71.8     96.6     97.1      3.4      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        4        4       30       26       35       31
```

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Updated March 4, 2011