```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,292,674
COMMITMENTS
 660,994  409,214  1620769  2995940  3246617  5277703  5276600   14,971   16,074

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     70,429)
   5,143  -19,278  -26,999   90,283  113,817   68,427   67,540    2,002    2,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.5      7.7     30.6     56.6     61.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      29       42       64      144      137      213      206
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      330,116
COMMITMENTS
  17,498   24,237    8,877  289,850  290,954  316,225  324,068   13,891    6,048

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -2,881)
   6,150   -3,431     -342   -8,275      875   -2,467   -2,898     -414       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.3      7.3      2.7     87.8     88.1     95.8     98.2      4.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        5        6       42       41       50       48
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      181,491
COMMITMENTS
   1,713    5,994    4,494  172,834  168,878  179,041  179,366    2,450    2,125

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:        701)
  -1,708      925     -400    2,796      -63      688      462       13      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      3.3      2.5     95.2     93.1     98.7     98.8      1.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        3       36       39       40       43
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      284,290
COMMITMENTS
   4,848   17,674    2,441  273,031  252,769  280,320  272,884    3,970   11,406

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -1,568)
  -1,368    5,464     -512      915   -5,138     -965     -186     -603   -1,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.7      6.2      0.9     96.0     88.9     98.6     96.0      1.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        5       36       34       42       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      722,411
COMMITMENTS
       0   38,171   14,875  701,476  663,932  716,351  716,978    6,060    5,433

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:       -372)
       0  -14,451    2,025   -6,071    8,463   -4,046   -3,963    3,674    3,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.3      2.1     97.1     91.9     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       0        9        7       54       48       61       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,537
COMMITMENTS
  18,998        0    1,050  212,292  233,447  232,340  234,497    7,197    5,040

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      7,756)
   2,166   -1,352      228    5,514    7,746    7,908    6,622     -152    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.9      0.0      0.4     88.6     97.5     97.0     97.9      3.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        2       29       26       31       28
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      387,851
COMMITMENTS
   3,991   10,886   38,879  336,940  327,865  379,810  377,630    8,041   10,221

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     10,512)
  -1,335   -8,336    8,709    3,965   10,538   11,339   10,911     -827     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.0      2.8     10.0     86.9     84.5     97.9     97.4      2.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        5        5       41       41       47       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,868
COMMITMENTS
  16,503   22,107    6,012  193,400  183,980  215,915  212,099    2,953    6,769

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -1,305)
  -4,674      645    1,398    1,909   -3,870   -1,367   -1,827       62      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.5     10.1      2.7     88.4     84.1     98.7     96.9      1.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        4        3       31       30       37       35
```

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Updated April 27, 2012