```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,839,136
COMMITMENTS
 461,456  118,566  1760016  2586322  2943569  4807794  4822151   31,342   16,985

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:    -76,337)
 -72,714   29,078  -29,429   27,748  -71,722  -74,395  -72,073   -1,942   -4,264

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     9.5      2.5     36.4     53.4     60.8     99.4     99.6      0.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      43       31       68      140      137      210      210
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      379,537
COMMITMENTS
   9,995   20,432   24,517  332,184  331,646  366,696  376,595   12,841    2,942

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     -2,453)
  -1,421    3,717   -7,668    6,657    1,907   -2,432   -2,044      -21     -409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.6      5.4      6.5     87.5     87.4     96.6     99.2      3.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       7        3        9       42       41       52       50
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      181,675
COMMITMENTS
   3,757    5,239    4,956  169,044  168,597  177,757  178,792    3,918    2,883

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:      4,194)
    -900   -1,269      671    5,243    4,243    5,014    3,645     -820      549

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      2.9      2.7     93.0     92.8     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       5        3        6       38       37       44       45
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      311,734
COMMITMENTS
   5,138    3,771   16,985  283,468  284,601  305,591  305,357    6,143    6,377

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:      2,318)
    -113      291      714    1,515    1,082    2,116    2,087      202      231

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.2      5.4     90.9     91.3     98.0     98.0      2.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        5        5       36       32       42       39
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      689,321
COMMITMENTS
     961   40,736   22,628  660,064  622,544  683,653  685,908    5,668    3,413

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:      2,905)
     151    9,896   -6,288    8,259   -1,021    2,122    2,587      783      318

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.1      5.9      3.3     95.8     90.3     99.2     99.5      0.8      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       1        9        9       55       50       64       60
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      190,003
COMMITMENTS
   8,369    3,228    2,256  171,980  173,879  182,605  179,363    7,398   10,640

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:        962)
  -1,417    3,228      171    1,967   -1,189      721    2,210      241   -1,248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      1.7      1.2     90.5     91.5     96.1     94.4      3.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        2        2       28       23       31       27
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      343,119
COMMITMENTS
  13,225   15,905   24,894  293,893  294,496  332,012  335,295   11,107    7,824

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:     26,847)
    -705  -27,512   18,190    4,633   35,006   22,118   25,684    4,729    1,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.9      4.6      7.3     85.7     85.8     96.8     97.7      3.2      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        2        5       41       42       47       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/10/11          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      205,714
COMMITMENTS
   8,182    9,583    8,889  185,409  182,814  202,480  201,286    3,234    4,428

CHANGES FROM 05/03/11 (CHANGE IN OPEN INTEREST:      4,395)
   2,313   -1,046      669    1,937    5,994    4,919    5,617     -524   -1,222

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      4.7      4.3     90.1     88.9     98.4     97.8      1.6      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       3        5        7       30       38       37       46
```

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Updated May 13, 2010