```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,173,321
COMMITMENTS
 546,234  416,865  1680704  2932633  3058921  5159571  5156490   13,750   16,831

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    126,401)
   5,357   37,724   19,126  104,535   70,493  129,018  127,343   -2,617     -942

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    10.6      8.1     32.5     56.7     59.1     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      27       40       56      146      138      205      203
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      367,296
COMMITMENTS
  13,621   58,627   11,207  328,311  291,223  353,139  361,057   14,157    6,239

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -19,029)
   5,985    6,417   -3,339  -19,640  -21,396  -16,994  -18,318   -2,035     -711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7     16.0      3.1     89.4     79.3     96.1     98.3      3.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        5        8       43       38       51       47
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      158,004
COMMITMENTS
     855       28    4,832  147,248  150,808  152,935  155,668    5,069    2,336

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -11,423)
  -1,164       28     -814   -9,224   -9,301  -11,202  -10,087     -221   -1,336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.5      0.0      3.1     93.2     95.4     96.8     98.5      3.2      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        1        2       37       37       39       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      306,906
COMMITMENTS
  11,249   16,103    3,619  288,134  279,254  303,002  298,976    3,904    7,930

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -13,028)
   4,339   -3,614     -311  -15,680   -7,806  -11,652  -11,731   -1,376   -1,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      5.2      1.2     93.9     91.0     98.7     97.4      1.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       3        2        3       35       36       39       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      770,503
COMMITMENTS
       0   41,677   13,180  755,292  712,795  768,472  767,652    2,031    2,851

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:    -11,476)
    -533    5,330   -2,087   -8,072  -14,049  -10,692  -10,806     -784     -670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.0      5.4      1.7     98.0     92.5     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       0        9        7       57       47       64       56
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      233,646
COMMITMENTS
   8,701   17,615    2,967  215,809  208,630  227,477  229,212    6,169    4,434

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -8,376)
  -3,717   -1,220     -223   -6,096   -8,658  -10,036  -10,101    1,660    1,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      7.5      1.3     92.4     89.3     97.4     98.1      2.6      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        2        2       37       33       39       37
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      396,486
COMMITMENTS
  11,449   13,645   20,897  354,831  356,801  387,177  391,343    9,309    5,143

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -1,770)
   3,622    8,252     -661   -3,549   -6,628     -588      963   -1,182   -2,733

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.9      3.4      5.3     89.5     90.0     97.7     98.7      2.3      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       3        3        5       41       40       47       45
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/12          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      236,169
COMMITMENTS
   6,221   25,512    6,209  218,912  197,504  231,342  229,225    4,827    6,944

CHANGES FROM 01/31/12 (CHANGE IN OPEN INTEREST:     -4,258)
   1,135      258   -3,238   -2,324   -1,162   -4,427   -4,142      169     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6     10.8      2.6     92.7     83.6     98.0     97.1      2.0      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        2       23       30       26       35
```

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Updated February 10, 2012