```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,205,865
COMMITMENTS
 640,729  373,464  1629747  2858087  3125306  5128563  5128517   77,302   77,348

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    173,926)
 -37,259   11,243   87,804   56,107   11,967  106,652  111,014   67,274   62,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.3      7.2     31.3     54.9     60.0     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      27       42       61      143      134      208      202
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      351,864
COMMITMENTS
  11,076   31,977    8,414  304,088  292,382  323,578  332,773   28,286   19,091

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -16,367)
  -5,112   -3,746    2,496  -27,664  -28,131  -30,280  -29,381   13,913   13,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      9.1      2.4     86.4     83.1     92.0     94.6      8.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        5        7       41       38       49       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      176,337
COMMITMENTS
   2,122    2,625    4,562  163,848  163,796  170,532  170,983    5,805    5,354

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -7,802)
     514    1,920   -2,205   -8,547  -10,653  -10,238  -10,938    2,436    3,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.2      1.5      2.6     92.9     92.9     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        3       35       37       39       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      288,345
COMMITMENTS
   8,974   12,760    2,986  268,177  256,372  280,137  272,118    8,208   16,227

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -20,610)
  -1,158   -2,624      294  -24,616  -21,346  -25,480  -23,676    4,870    3,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.1      4.4      1.0     93.0     88.9     97.2     94.4      2.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        4        1       33       32       35       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      738,011
COMMITMENTS
     707   45,937   20,892  705,538  660,604  727,137  727,433   10,874   10,578

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      2,996)
    -516     -913    4,318   -9,322   -8,309   -5,520   -4,904    8,516    7,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      6.2      2.8     95.6     89.5     98.5     98.6      1.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       3        7        8       56       48       64       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,948
COMMITMENTS
  15,069        0      723  203,131  217,247  218,923  217,970    8,025    8,978

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -13,569)
   1,448   -2,720     -645  -17,985  -14,009  -17,182  -17,374    3,613    3,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     6.6      0.0      0.3     89.5     95.7     96.5     96.0      3.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        2       28       23       30       25
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      371,585
COMMITMENTS
   4,915   15,517   33,853  322,158  309,113  360,926  358,483   10,659   13,102

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -26,755)
  -4,118   -3,535    1,357  -25,904  -26,761  -28,665  -28,939    1,910    2,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.3      4.2      9.1     86.7     83.2     97.1     96.5      2.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        3        5       38       37       44       43
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,219
COMMITMENTS
  19,363   25,328    4,810  196,685  188,530  220,858  218,668    5,361    7,551

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -19,516)
   2,840   -3,972   -4,633  -21,600  -13,411  -23,393  -22,016    3,877    2,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.6     11.2      2.1     86.9     83.3     97.6     96.7      2.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        2       29       29       34       34
```

----

Updated April 13, 2012