```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,172,917
COMMITMENTS
 616,819  385,902  1586170  2954435  3180910  5157424  5152982   15,493   19,935

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -6,954)
 -76,433  -40,373   51,850    6,980  -28,880  -17,603  -17,403   10,649   10,449

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    11.9      7.5     30.7     57.1     61.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      33       40       65      139      130      208      201
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      382,319
COMMITMENTS
  15,746   23,138    7,845  344,413  344,156  368,004  375,139   14,315    7,180

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -15,491)
   4,917    3,668   -4,975  -14,812  -15,734  -14,870  -17,041     -621    1,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.1      6.1      2.1     90.1     90.0     96.3     98.1      3.7      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       5        5        7       36       35       44       44
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      170,512
COMMITMENTS
   2,319      514    6,129  158,481  162,099  166,929  168,742    3,583    1,770

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:     -3,046)
     711     -123      557   -4,005   -2,338   -2,737   -1,904     -309   -1,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.4      0.3      3.6     92.9     95.1     97.9     99.0      2.1      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        1        3       32       37       35       40
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      337,077
COMMITMENTS
  18,036    9,899    5,027  312,203  312,493  335,266  327,419    1,811    9,658

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -14,718)
   1,009   -3,874     -389  -14,852  -12,880  -14,232  -17,143     -486    2,425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.4      2.9      1.5     92.6     92.7     99.5     97.1      0.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       3        2        4       30       33       35       37
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      728,912
COMMITMENTS
     710   54,726   10,374  715,600  658,748  726,684  723,848    2,228    5,064

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -19,691)
     329   13,364   -3,735  -18,257  -34,197  -21,663  -24,568    1,972    4,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      7.5      1.4     98.2     90.4     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
       2        7        7       54       46       61       55
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      236,610
COMMITMENTS
  11,969   13,033    1,144  217,788  218,742  230,901  232,919    5,709    3,691

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -10,292)
   2,727   -2,420   -1,415  -13,013   -3,629  -11,701   -7,464    1,409   -2,828

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.1      5.5      0.5     92.0     92.4     97.6     98.4      2.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        3        2       30       28       32       33
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      391,146
COMMITMENTS
   6,968   10,335   30,946  343,782  345,252  381,696  386,533    9,450    4,613

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -18,478)
  -4,441    3,874    2,102  -17,855  -25,331  -20,194  -19,355    1,716      877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.8      2.6      7.9     87.9     88.3     97.6     98.8      2.4      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        4        5       39       39       45       45
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      251,193
COMMITMENTS
  15,358   30,097    8,518  223,479  205,571  247,355  244,186    3,838    7,007

CHANGES FROM 02/28/12 (CHANGE IN OPEN INTEREST:    -13,429)
   1,474       56     -651  -13,876  -11,725  -13,053  -12,320     -376   -1,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.1     12.0      3.4     89.0     81.8     98.5     97.2      1.5      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        4        2       28       28       32       33
```

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Updated March 9, 2012