NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    4,877,211
COMMITMENTS
 369,940  111,333  1809969  2666555  2939487  4846464  4860789   30,747   16,422

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     64,608)
  38,685  -23,893  -13,024   40,038  100,774   65,699   63,857   -1,091      751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      2.3     37.1     54.7     60.3     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      45       29       69      134      132      207      203
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      378,093
COMMITMENTS
  16,230   12,257   24,202  324,804  336,395  365,236  372,854   12,857    5,239

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      6,886)
     549   -1,529    1,488    4,054    4,202    6,091    4,161      795    2,725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.2      6.4     85.9     89.0     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       5        4        6       45       40       53       47
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      184,191
COMMITMENTS
   3,107    1,255    5,115  170,881  175,143  179,103  181,513    5,088    2,678

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      8,137)
    -981      133    1,015    8,750    6,632    8,784    7,780     -647      357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      0.7      2.8     92.8     95.1     97.2     98.5      2.8      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        7       39       35       46       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      313,188
COMMITMENTS
   9,611    4,676   12,643  284,863  290,725  307,117  308,044    6,071    5,144

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      5,009)
  -1,292      564    2,247    3,533    3,435    4,488    6,246      521   -1,237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      1.5      4.0     91.0     92.8     98.1     98.4      1.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        3        5       38       32       43       38
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      748,972
COMMITMENTS
       0   42,852   49,647  694,870  652,108  744,517  744,607    4,455    4,365

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:     13,934)
    -391   -4,864    3,653   10,682   15,910   13,944   14,699      -10     -765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.7      6.6     92.8     87.1     99.4     99.4      0.6      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
       0       11       10       57       50       67       61
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      196,478
COMMITMENTS
   9,383    2,727    1,853  177,030  181,289  188,266  185,869    8,212   10,609

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      2,385)
     924     -766     -396    1,642    3,453    2,170    2,291      215       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      1.4      0.9     90.1     92.3     95.8     94.6      4.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        2        3       27       24       31       27
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      344,439
COMMITMENTS
  14,773   67,457    5,387  316,405  263,467  336,565  336,311    7,874    8,128

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      5,816)
     605    4,948   -5,577   12,774   10,061    7,802    9,432   -1,986   -3,616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     19.6      1.6     91.9     76.5     97.7     97.6      2.3      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        2        5       40       42       46       47
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 04/19/11                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      208,348
COMMITMENTS
   1,746   13,314   11,069  190,422  179,040  203,237  203,423    5,111    4,925

CHANGES FROM 04/12/11 (CHANGE IN OPEN INTEREST:      9,682)
  -7,065      538    2,665   14,879    8,277   10,479   11,480     -797   -1,798

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      6.4      5.3     91.4     85.9     97.5     97.6      2.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       2        5        7       29       35       36       42
 

Updated April 22, 2011