```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,031,939
COMMITMENTS
 677,988  362,221  1541943  2801980  3113339  5021911  5017503   10,028   14,436

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:   -149,030)
  -2,667  -61,677   17,076 -163,013 -103,792 -148,604 -148,393     -426     -637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    13.5      7.2     30.6     55.7     61.9     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      29       37       60      139      133      204      197
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      368,231
COMMITMENTS
  16,188   35,723    5,918  331,752  320,513  353,858  362,154   14,373    6,077

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      3,998)
   4,360    5,225     -217     -593     -787    3,550    4,221      448     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      9.7      1.6     90.1     87.0     96.1     98.3      3.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        5        9       42       39       52       48
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      184,139
COMMITMENTS
   1,608      705    6,767  172,395  174,449  180,770  181,921    3,369    2,218

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      6,382)
    -150      388      -27    7,141    6,261    6,964    6,622     -582     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.9      0.4      3.7     93.6     94.7     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        3       34       38       38       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      308,955
COMMITMENTS
  10,132   15,384    2,692  292,793  277,718  305,617  295,794    3,338   13,161

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -5,099)
  -1,526    4,607     -304   -2,625   -9,865   -4,455   -5,562     -644      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.3      5.0      0.9     94.8     89.9     98.9     95.7      1.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        3        4       37       36       42       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      735,015
COMMITMENTS
   1,223   46,850   16,574  714,860  668,913  732,657  732,337    2,358    2,678

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -44,221)
     739    1,508     -830  -44,185  -44,568  -44,276  -43,890       55     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.2      6.4      2.3     97.3     91.0     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       2        7        6       56       48       62       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      240,517
COMMITMENTS
  13,621    2,720    1,368  221,116  231,256  236,105  235,344    4,412    5,173

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      2,450)
   1,172     -606     -164    1,844    3,348    2,852    2,578     -402     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.7      1.1      0.6     91.9     96.1     98.2     97.8      1.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        2       32       25       34       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      398,340
COMMITMENTS
   9,033   19,052   32,496  348,062  335,874  389,591  387,422    8,749   10,918

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      2,149)
   1,053   12,508   -5,735    6,831   -5,876    2,149      897        0    1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.3      4.8      8.2     87.4     84.3     97.8     97.3      2.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        4        6       42       39       49       46
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      245,735
COMMITMENTS
  16,523   29,300    9,443  218,285  201,941  244,251  240,684    1,484    5,051

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      3,056)
   2,627   -2,648    1,398     -940    4,153    3,085    2,903      -29      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.7     11.9      3.8     88.8     82.2     99.4     97.9      0.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        4        3       32       33       37       38
```

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Updated April 6, 2012