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Cleared Sugar No. 11 Swap SBC Ags Directly linked SB 50 SUGAR # 11 (WORLD)-ICE 112,000 Lbs 112,000 Lbs 112,000 Lbs 1 Other

Henry Financial LD4 Fixed Price QHH Gas Directly linked NG 200 NATURAL GAS-NYMEX 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Henry Financial LD4 Fixed Price Option QHH Gas Directly linked NG 200 NATURAL GAS-NYMEX 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Henry Finanacial Penultimate 1-Month Calendar Spread Option HHM Gas Directly linked NG 200 NATURAL GAS-NYMEX 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Henry Finanacial Penultimate 3-Month Calendar Spread Option HMT Gas Directly linked NG 200 NATURAL GAS-NYMEX 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Henry Financial Penultimate Equity Options PHE Gas Directly linked NG 200 NATURAL GAS-NYMEX 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Henry Financial Penultimate Fixed Price PHH Gas Directly linked NG 200 NATURAL GAS-NYMEX 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Henry Financial LD1 Fixed Price H Gas Directly linked NG 200 NATURAL GAS-NYMEX 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Henry Financial LD1 Fixed Price Same Day SDH Gas Directly linked NG 200 NATURAL GAS-NYMEX 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Henry Financial LD1 Fixed Price Same Day Options SDH Gas Directly linked NG 200 NATURAL GAS-NYMEX 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

AB-NIT Financial Basis AEC Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-NGX AB-NIT MONTH AHEAD INDEX (7A)-CANADIAN GAS PRICE REPORTER 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Algonquin City-gates Financial Basis ALQ Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-NORTHEAST (ALGONQUIN CITY-GATE)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

ANR SE (Louisiana) Financial Basis CGM Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-ANR (LOUISIANA)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

ANR-SW Financial Basis ANO Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-ANR (OKLAHOMA)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Centerpoint Financial Basis CTP Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-CENTERPOINT (EAST)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

CG-Mainline Financial Basis CGB Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-COLUMBIA GULF (MAINLINE)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

CG-Onshore Financial Basis CON Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-COLUMBIA GULF (LOUISIANA)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Chicago Financial Basis DGD Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-MIDWEST (CHICAGO CITYGATE)-NGI 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

CIG Rockies Financial Basis CRI Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-CIG (ROCKY MOUNTAINS)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Demarc Financial Basis DEM Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-NNG (DEMARCATION)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Dominion-South Financial Basis DOM Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-DOMINION (APPALACHIA)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

EP San Juan Financial Basis SNJ Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-EL PASO (SAN JUAN BASIN)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

EP-Permian Financial Basis PER Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-EL PASO (PERMIAN BASIN)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Florida Gas Z3 Financial Basis FTZ Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-FLORIDA GAS (ZONE 3)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Henry Financial Basis HEN Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-S. LOUISIANA (HENRY HUB)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

HSC Financial Basis HXS Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-E. TEXAS (HOUSTON SHIP CHANNEL)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Malin Financial Basis MLN Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-CALIFORNIA (MALIN)-NGI 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Michcon Financial Basis NMC Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-UPPER MIDWEST (MICH CON CITY-GATE)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

NGPL Midcont Financial Basis MCO Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-MIDCONTINENT (NGPL)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

NGPL South Texas Financial Basis NSX Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-NGPL (SOUTH TEXAS)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

NGPL TXOK Financial Basis NTO Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-NGPL (TEXOK)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

NWP Rockies Financial Basis NWR Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-NWPL (ROCKY MOUNTAINS)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

NWP Sumas Financial Basis NSU Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-NWPL (CANADIAN BORDER)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

ONEOK Gas Transportation Financial Basis ONE Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-ONG (OKLAHOMA)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Panhandle Financial Basis PAN Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-PEPL (TEXOK MAINLINE)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

PG&E Citygate Financial Basis PGE Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-CALIFORNIA (PG&E CITYGATE)-NGI 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Socal Border Financial Basis SCL Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-CALIFORNIA (SOUTHERN CALIFORNIA BDR. AVG.)-NGI 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Socal Citygate Financial Basis SCB Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-CALIFORNIA (SOCAL CITYGATE)-NGI 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Sonat Financial Basis SON Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-SOUTHERN NATURAL (LOUISIANA)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Southern Star TX-OK-KS Financial Basis OUB Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-SOUTHERN STAR (TEX/OKLA/KAN)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

TCO Financial Basis TCO Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-COLUMBIA GAS (APPALACHIA)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Tennessee 800 L Financial Basis TSB Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-TENNESSEE GAS (LOUISIANA, 800 LEG)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Tennessee Zone 0 Financial Basis TZZ Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-TENNESSEE GAS (TEXAS ZONE 0)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Tennessee-500L Financial Basis TFL Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-TENNESSEE GAS (LOUISIANA, 500 LEG)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

TETCO M3 Financial Basis TMT Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-NORTHEAST (TEXAS EASTERN ZONE M-3)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

TETCO-ELA Financial Basis TEB Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-TETCO (E. LOUISIANA ZONE)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

TETCO-STX Financial Basis SXT Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-TETCO (S. TEXAS ZONE)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

TETCO-WLA Financial Basis TWB Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-TETCO (W. LOUISIANA ZONE)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Texas Gas Transmission Zone 1 Financial Basis TGB Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-TGT (ZONE 1)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Texas Gas Transmission Zone SL Financial Basis ZSL Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-TGT (ZONE SL)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Transco Station 30 (Zone 1) Financial Basis TTB Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-TRANSCO (ZONE 1)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Transco Station 45 (Zone 2) Financial Basis TNB Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-TRANSCO (ZONE 2)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Transco Z6 (NY) Financial Basis TZS Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-NORTHEAST (TRANSCO ZONE 6 N.Y.)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Transco Zone 4 Financial Basis TRZ Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-TRANSCO (ZONE 4)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Transco Zone 6 (non-N.Y.) Financial Basis TPB Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-NORTHEAST (TRANSCO ZONE 6 NON-N.Y.)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Transco-Z3 Financial Basis STA Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-TRANSCO (ZONE 3)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Trunkline LA Financial Basis TRL Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-TRUNKLINE (LOUISIANA)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Union Dawn Financial Basis DWN Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-UPPER MIDWEST (DAWN ONTARIO)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Ventura Financial Basis NVE Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-NNG (VENTURA)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Waha Financial Basis WAH Gas Basis Priced at a differential NG NG 200 NATURAL GAS-NYMEX NATURAL GAS-W. TEXAS (WAHA)-INSIDE FERC 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Algonquin City-gates Financial Index ALI Gas Index Indirectly linked NG NG 200 NATURAL GAS-NORTHEAST (ALGONQUIN CITY-GATE)-INSIDE FERC NATURAL GAS-CITYGATES (ALGONQUIN)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

ANR SE (Louisiana) Financial Index API Gas Index Indirectly linked NG NG 200 NATURAL GAS-ANR (LOUISIANA)-INSIDE FERC NATURAL GAS-LOUISIANA (ANR)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

ANR SW (Oklahoma) Financial Index AOI Gas Index Indirectly linked NG NG 200 NATURAL GAS-ANR (OKLAHOMA)-INSIDE FERC NATURAL GAS-OKLAHOMA (ANR)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Centerpoint Financial Index CTI Gas Index Indirectly linked NG NG 200 NATURAL GAS-CENTERPOINT (EAST)-INSIDE FERC NATURAL GAS-OKLAHOMA (CENTERPOINT EAST)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Chicago Financial Index CIS Gas Index Indirectly linked NG NG 200 NATURAL GAS-MIDWEST (CHICAGO CITYGATE)-NGI NATURAL GAS-CITYGATES (CHICAGO)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

CIG Rockies Financial Index CRC Gas Index Indirectly linked NG NG 200 NATURAL GAS-CIG (ROCKY MOUNTAINS)-INSIDE FERC NATURAL GAS-ROCKIES (CIG ROCKY MOUNTAINS)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

NNG Demarcation Financial Index DEI Gas Index Indirectly linked NG NG 200 NATURAL GAS-NNG (DEMARCATION)-INSIDE FERC NATURAL GAS-OTHERS (DEMARCATION)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Dominion-South Financial Index DIS Gas Index Indirectly linked NG NG 200 NATURAL GAS-DOMINION (APPALACHIA)-INSIDE FERC NATURAL GAS-APPALACHIA (DOMINION, SOUTH POINT)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

EP San Juan Financial Index SNI Gas Index Indirectly linked NG NG 200 NATURAL GAS-EL PASO (SAN JUAN BASIN)-INSIDE FERC NATURAL GAS-NEW MEXICO (EL PASO, SAN JUAN)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

EP-Permian Financial Index PEI Gas Index Indirectly linked NG NG 200 NATURAL GAS-EL PASO (PERMIAN BASIN)-INSIDE FERC NATURAL GAS-PERMIAN BASIN (EL PASO)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Florida Gas - Zone 3 Financial Index FTI Gas Index Indirectly linked NG NG 200 NATURAL GAS-FLORIDA GAS (ZONE 3)-INSIDE FERC NATURAL GAS-LOUISIANA (FLORIDA GAS ZONE 3)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Henry Financial Index HIS Gas Index Indirectly linked NG NG 200 NATURAL GAS-S. LOUISIANA (HENRY HUB)-INSIDE FERC NATURAL GAS-LOUISIANA (HENRY HUB)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

HSC Financial Index SHS Gas Index Indirectly linked NG NG 200 NATURAL GAS-E. TEXAS (HOUSTON SHIP CHANNEL)-INSIDE FERC NATURAL GAS-E. HOUSTON-KATY (HOUSTON SHIP CHANNEL)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Malin Financial Index MIS Gas Index Indirectly linked NG NG 200 NATURAL GAS-CALIFORNIA (MALIN)-NGI NATURAL GAS-OTHERS (PG&E MALIN)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Michcon Financial Index NMI Gas Index Indirectly linked NG NG 200 NATURAL GAS-UPPER MIDWEST (MICH CON CITY-GATE)-INSIDE FERC NATURAL GAS-CITYGATES (MICH CON)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

NGPL Midcont Financial Index MCI Gas Index Indirectly linked NG NG 200 NATURAL GAS-MIDCONTINENT (NGPL)-INSIDE FERC NATURAL GAS-OKLAHOMA (NGPL)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

NGPL South Texas Financial Index NXI Gas Index Indirectly linked NG NG 200 NATURAL GAS-NGPL (SOUTH TEXAS)-INSIDE FERC NATURAL GAS-SOUTH-CORPUS CHRISTI (NGPL STX)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

NGPL TXOK Financial Index NTI Gas Index Indirectly linked NG NG 200 NATURAL GAS-NGPL (TEXOK)-INSIDE FERC NATURAL GAS-EAST TEXAS (NGPL TEXOK)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

NWP Rockies Financial Index RSI Gas Index Indirectly linked NG NG 200 NATURAL GAS-NWPL (ROCKY MOUNTAINS)-INSIDE FERC NATURAL GAS-ROCKIES (STANFIELD ORE.)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

NWP Sumas Financial Index NIS Gas Index Indirectly linked NG NG 200 NATURAL GAS-NWPL (CANADIAN BORDER)-INSIDE FERC NATURAL GAS-CANADIAN GAS (NORTHWEST SUMAS)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

ONEOK Gas Transporation Financial Index ONI Gas Index Indirectly linked NG NG 200 NATURAL GAS-ONG (OKLAHOMA)-INSIDE FERC NATURAL GAS-OKLAHOMA (ONEOK, OKLA)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Panhandle Financial Index PIS Gas Index Indirectly linked NG NG 200 NATURAL GAS-PEPL (TEXOK MAINLINE)-INSIDE FERC NATURAL GAS-OKLAHOMA (PANHANDLE)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

PG&E Citygate Financial Index EIS Gas Index Indirectly linked NG NG 200 NATURAL GAS-CALIFORNIA (PG&E CITYGATE)-NGI NATURAL GAS-CITYGATES (PG&E)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Socal Border Financial Index SIS Gas Index Indirectly linked NG NG 200 NATURAL GAS-CALIFORNIA (SOUTHERN CALIFORNIA BDR. AVG.)-NGI NATURAL GAS-OTHERS (SOCAL GAS)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Socal Citygate Financial Index SCI Gas Index Indirectly linked NG NG 200 NATURAL GAS-CALIFORNIA (SOCAL CITYGATE)-NGI NATURAL GAS-OTHERS (SOCAL GAS)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Sonat Financial Index SOI Gas Index Indirectly linked NG NG 200 NATURAL GAS-SOUTHERN NATURAL (LOUISIANA)-INSIDE FERC NATURAL GAS-LOUISIANA (SOUTHERN NATURAL)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Southern Star TX-OK-KS Financial Index OUI Gas Index Indirectly linked NG NG 200 NATURAL GAS-SOUTHERN STAR (TEX/OKLA/KAN)-INSIDE FERC NATURAL GAS-OKLAHOMA (SOUTHERN STAR, TX-OKLA-KAN)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

TCO Financial Index TIS Gas Index Indirectly linked NG NG 200 NATURAL GAS-COLUMBIA GAS (APPALACHIA)-INSIDE FERC NATURAL GAS-APPALACHIA (COLUMBIA GAS)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Tennessee Zone 0 Financial Index TZI Gas Index Indirectly linked NG NG 200 NATURAL GAS-TENNESSEE GAS (TEXAS ZONE 0)-INSIDE FERC NATURAL GAS-SOUTH-CORPUS CHRISTI (TENNESSEE ZONE 0)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Tennessee 500 L Financial Index TFI Gas Index Indirectly linked NG NG 200 NATURAL GAS-TENNESSEE GAS (LOUISIANA, 500 LEG)-INSIDE FERC NATURAL GAS-LOUISIANA (TENNESSEE, 500 LEG)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

TETCO M3 Financial Index MTI Gas Index Indirectly linked NG NG 200 NATURAL GAS-NORTHEAST (TEXAS EASTERN ZONE M-3)-INSIDE FERC NATURAL GAS-CITYGATES (TEXAS EASTERN ZONE M-3)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

TETCO-ELA Financial Index TEI Gas Index Indirectly linked NG NG 200 NATURAL GAS-TETCO (E. LOUISIANA ZONE)-INSIDE FERC NATURAL GAS-LOUISIANA (TEXAS EASTERN, ELA)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

TETCO STX Financial Index SXI Gas Index Indirectly linked NG NG 200 NATURAL GAS-TETCO (S. TEXAS ZONE)-INSIDE FERC NATURAL GAS-SOUTH-CORPUS CHRISTI (TEXAS EASTERN STX)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

TETCO-WLA Financial Index TWI Gas Index Indirectly linked NG NG 200 NATURAL GAS-TETCO (W. LOUISIANA ZONE)-INSIDE FERC NATURAL GAS-LOUISIANA (TEXAS EASTERN, WLA)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Texas Gas Zone 1 Financial Index TGI Gas Index Indirectly linked NG NG 200 NATURAL GAS-TRANSCO (ZONE 1)-INSIDE FERC NATURAL GAS-SOUTH-CORPUS CHRISTI (TRANSCO ZONE 1)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Transco Station 65 (Zone 3) Financial Index SIA Gas Index Indirectly linked NG NG 200 NATURAL GAS-TRANSCO (ZONE 3)-INSIDE FERC NATURAL GAS-EAST TEXAS (TEXAS GAS ZONE 1)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Transco Station 45 (Zone 2) Financial Index TNI Gas Index Indirectly linked NG NG 200 NATURAL GAS-TRANSCO (ZONE 2)-INSIDE FERC NATURAL GAS-LOUISIANA (TRANSCO ZONE 2)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Transco Z6 (NY) Financial Index NSI Gas Index Indirectly linked NG NG 200 NATURAL GAS-NORTHEAST (TRANSCO ZONE 6 N.Y.)-INSIDE FERC NATURAL GAS-CITYGATES (TRANSCO ZONE 6 NY)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Transco Station 85 (Zone 4) Financial Index TRI Gas Index Indirectly linked NG NG 200 NATURAL GAS-TRANSCO (ZONE 4)-INSIDE FERC NATURAL GAS-MISS-ALA (TRANSCO ZONE 4)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Transco Zone 6 (non-N.Y.) Financial Index TPI Gas Index Indirectly linked NG NG 200 NATURAL GAS-NORTHEAST (TRANSCO ZONE 6 NON-N.Y.)-INSIDE FERC NATURAL GAS-CITYGATES (TRANSCO ZONE 6 NON-NY)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

NNG Ventura Financial Index NNI Gas Index Indirectly linked NG NG 200 NATURAL GAS-NNG (VENTURA)-INSIDE FERC NATURAL GAS-OTHERS (VENTURA)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Waha Financial Index WAI Gas Index Indirectly linked NG NG 200 NATURAL GAS-W. TEXAS (WAHA)-INSIDE FERC NATURAL GAS-PERMIAN BASIN (WAHA)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 Other

Henry Financial Swing HHD Gas Swing Indirectly linked NG 200 NATURAL GAS-LOUISIANA (HENRY HUB)-GAS DAILY 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 Other

Heating Oil Arb - Heating Oil 1st Line vs Gasoil 1st Line Swap (Bbls) HOG Oil Arb Priced at a differential HO HO 50 GAS OIL-ICE HEATING OIL-NEW YORK-NYMEX 42,000 Gal 134 Bbl 42,000 Gal 42,000 Gal 7.45 0.003195909 1 TwoComponentLocationalBasis

HO GO Arb - Heating Oil 1st Line Swap vs Low Sulphur Gasoil 1st Line Swap (bbl)

ULM Oil Arb Priced at a differential HO HO 50 GAS OIL-10PPM-ICE HEATING OIL-NEW YORK-NYMEX 42,000 Gal 134 Bbl 42,000 Gal 42,000 Gal 7.45 0.003195909 1 TwoComponentLocationalBasis

Heating Oil Arb - Heating Oil 1st Line vs Gasoil 1st Line Swap (MT) HOT Oil Arb Priced at a differential HO HO 50 GAS OIL-ICE HEATING OIL-NEW YORK-NYMEX 1,000 Mt 134 Bbl 42,000 Gal 42,000 Gal 7.45 0.003195909 1 TwoComponentLocationalBasis

HO GO Arb - Heating Oil 1st Line Swap vs Low Sulphur Gasoil 1st Line Swap (mt)

ULL Oil Arb Priced at a differential HO HO 50 GAS OIL-10PPM-ICE HEATING OIL-NEW YORK-NYMEX 1,000 Mt 134 Bbl 42,000 Gal 42,000 Gal 7.45 0.003195909 1 TwoComponentLocationalBasis

Fuel Oil Crack - 1% NYH Cargo Swap vs WTI 1st Line Balmo Swap *** Oil Crack Priced at a differential CL CL 50 OIL-WTI-NYMEX FUEL OIL-NO. 6 1.0 PERCENT NEW YORK (CARGO)-PLATTS U.S. 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 TwoComponentIntercommoditySpread

Fuel Oil Crack - New York 1% Fuel Oil Crack Spread FOK Oil Crack Priced at a differential CL CL 50 OIL-WTI-NYMEX FUEL OIL-NO. 6 1.0 PERCENT NEW YORK (CARGO)-PLATTS U.S. 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 TwoComponentIntercommoditySpread

Fuel Oil Crack - Gulf Coast No. 6 3% Fuel Oil Crack Spread GUF Oil Crack Priced at a differential CL CL 50 OIL-WTI-NYMEX FUEL OIL-NO. 6 3.0 PERCENT GULF COAST (WATERBORNE)-PLATTS U.S. 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 TwoComponentIntercommoditySpread

Heating Oil Crack - NYH Heating Oil 1st Line vs Brent 1st Line Swap HBT Oil Crack Priced at a differential HO HO 50 OIL-BRENT-IPE HEATING OIL-NEW YORK-NYMEX 1,000 Bbl 1,000 Bbl 42,000 Gal 42,000 Gal 42 1 TwoComponentIntercommoditySpread

Heating Oil Crack - NYH Heating Oil 1st Line vs WTI 1st Line Swap HBW Oil Crack Priced at a differential CL HO 50 OIL-WTI-NYMEX HEATING OIL-NEW YORK-NYMEX 1,000 Bbl 1,000 Bbl 42,000 Gal 1,000 Bbl 1 42 TwoComponentIntercommoditySpread

Gasoline Crack - RBOB Gasoline 1st Line vs Brent 1st Line Swap RBR Oil Crack Priced at a differential HU HU 50 OIL-BRENT-IPE GASOLINE-RBOB-NEW YORK-NYMEX 1,000 Bbl 1,000 Bbl 42,000 Gal 42,000 Gal 42 1 TwoComponentIntercommoditySpread

Gasoline Crack - RBOB Gasoline 1st Line vs WTI 1st Line Swap RBW Oil Crack Priced at a differential CL HU 50 OIL-WTI-NYMEX GASOLINE-RBOB-NEW YORK-NYMEX 1,000 Bbl 1,000 Bbl 42,000 Gal 1,000 Bbl 1 42 TwoComponentIntercommoditySpread

Crude Diff - WTI vs Brent Bullet Swap TIB Oil Diff Directly linked CL CL 50 OIL-BRENT-IPE OIL-WTI-NYMEX 1,000 Bbl 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 1 TwoComponentLocationalBasis

Crude Diff - WTI vs Brent Spread Options TIB Oil Diff Directly linked CL CL 50 OIL-BRENT-IPE OIL-WTI-NYMEX 1,000 Bbl 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 1 TwoComponentLocationalBasis

Jet Fuel Diff - USGC Jet Fuel vs Heating Oil 1st Line Swap JHO Oil Diff Priced at a differential HO HO 50 HEATING OIL-NEW YORK-NYMEX JET FUEL-JET 54 GULF COAST (PIPELINE)-PLATTS U.S. 42,000 Gal 42,000 Gal 42,000 Gal 42,000 Gal 1 1 TwoComponentIntercommoditySpread

Crude Diff - Argus LLS vs WTI 1st Line Swap ARK Oil Diff Priced at a differential CL CL 50 OIL-WTI-NYMEX OIL-US PIPELINE-LLS-ARGUS 1,000 Bbl 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 1 TwoComponentLocationalBasis

Crude Diff - Argus LLS vs WTI Trade Month Swap ARL Oil Diff Priced at a differential CL CL 50 OIL-WTI-NYMEX OIL-LLS(DIFF WTD AVG)-ARGUS 1,000 Bbl 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 1 TwoComponentLocationalBasis

Crude Diff - Argus Mars vs WTI 1st Line Swap ARO Oil Diff Priced at a differential CL CL 50 OIL-WTI-NYMEX OIL-US PIPELINE-MARS-ARGUS 1,000 Bbl 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 1 TwoComponentLocationalBasis

Crude Diff - WTI 1st Line/Brent 1st Line BTD Oil Diff Priced at a differential CL CL 50 OIL-BRENT-IPE OIL-WTI-NYMEX 1,000 Bbl 1,000 Bbl 1,000 Bbl 1,000 BBl 1 1 TwoComponentLocationalBasis

ICE Argus Sour Crude Index (ASCI) Diff Calendar Swap TAB Oil Diff Priced at a differential CL CL 50 OIL-WTI-NYMEX OIL-US PIPELINE-ASCI (MARS/SOUTHERN GREEN CANYON/POSEIDON)-ARGUS 1,000 Bbl 1,000 Bbl 42,000 Gal 0.023809524 TwoComponentLocationalBasis





Updated November 29, 2011

Futures_Equiv_C Futures_Equiv_C

Paired_Swap Paired_Swap Clearing_Org Contract_Size(IC Contract_Size_(I Refined_Oi onversion_Facto onversion_Facto

Clearing_Org_C _20.2_Future __20.2_Futur _Product_Siz E)_- _UOM_(ICE)_- CE)_- UOM_(ICE)_- Paired_Swap_20 Paired_Swap_20 l_Product_ r_for_ICE- r_for_ICE-

leared_Product s_Contract_(B es_Contract_( e_Reportable Clearing_Org_Co Clearing_Org_U _Buyer_Pay_Ind _Buyer_Pay_Ind _Seller_Pay_Ind _Seller_Pay_Ind .2_Futures_Cont .2_Futures_Cont Conversion _Buyer_Pay_Ind _Seller_Pay_Ind Position_Type_Indicator_[(7)(i),(11)(i

Clearing_Org_Cleared_Product_Name _ID MKType Paired_Swap_Basis uyer) Seller) _Level Buyer_Pay_Index_(Commodity_Reference_Price) Seller_Pay_Index_(Commodity_Reference_Price) ntract_Size_(ICE) OM_(ICE) ex ex ex ex ract_Equiv_Size ract_Equiv_UOM _Factor ex ex )]

ICE Argus Sour Crude Index (ASCI) Diff Trade-Month Swap TOB Oil Diff Priced at a differential CL CL 50 OIL-WTI-NYMEX OIL-US PIPELINE-ASCI (MARS/SOUTHERN GREEN CANYON/POSEIDON)-ARGUS 1,000 Bbl 1,000 Bbl 42,000 Gal 0.023809524 TwoComponentLocationalBasis

Gulf Coast ULSD Diff - Gulf Coast ULSD vs Heating Oil 1st Line Swap GOH Oil Diff Priced at a differential HO HO 50 HEATING OIL-NEW YORK-NYMEX ULTRA LOW SULPHUR DIESEL – U.S. GULF COAST PIPELINE – PLATTS OILGRAM 42,000 Gal 42,000 Gal 42,000 Bbl 42,000 Gal 1 1 TwoComponentIntercommoditySpread

Gasoline Diff - RBOB Gasoline 1st Line vs. Argus EuroBOB OXY FOB Rotterdam Barge Swap

ROE Oil Diff Priced at a differential HU HU 50 GASOLINE-RBOB-NEW YORK-NYMEX

GASOLINE-EUROBOB OXY-BARGES-ARGUS EUROPEAN PRODUCTS REPORT 1,000 Mt 120 Bbl 42,000 Gal 42,000 Gal 8.33 0.002858286 1 TwoComponentLocationalBasis

Crude - WTI 1st Line Swap R Oil Outright Directly linked CL 50 OIL-WTI-NYMEX 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 Other

WTI Average Price Options R Oil Outright Directly linked CL 50 OIL-WTI-NYMEX 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 Other

WTI Bullet Swap WTB Oil Outright Directly linked CL 50 OIL-WTI-NYMEX 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 Other

European-Style WTI Cash Settled Options WUL Oil Outright Directly linked CL 50 OIL-WTI-NYMEX 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 Other

Heating Oil Outright - Heating Oil 1st Line Swap HOF Oil Outright Directly linked CL 50 HEATING OIL-NEW YORK-NYMEX 42,000 Gal 42,000 Gal 42,000 Gal 1 Other

Gasoline Outright - RBOB Gasoline 1st Line Swap RBS Oil Outright Directly linked HU 50 GASOLINE-RBOB-NEW YORK-NYMEX 42,000 Gal 42,000 Gal 42,000 Gal 1 Other

WTI 1 Month Calendar Spread Option TIA Oil Spread Directly linked CL 50 OIL-WTI-NYMEX 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 Other

WTI 12 Month Calendar Spread Option TIZ Oil Spread Directly linked CL 50 OIL-WTI-NYMEX 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 Other

NYH RBOB 2:30 PM ET Settlement vs. Platts 3:15 PM ET Futures Assessment

RBK Oil Diff Priced at a differential HU HU 50 GASOLINE-RBOB-NEW YORK-NYMEX GASOLINE-RBOB-NEW YORK-NYMEX 1,000 Bbl 42,000 Gal 42,000 Gal 42,000 Gal 1 1 TwoComponentIntercommoditySpread

NYH Heating Oil 2:30 PM ET Settlement vs. Platts 3:15 PM ET Futures Assessment

HOK Oil Diff Priced at a differential HO HO 50 HEATING OIL-NEW YORK-NYMEX HEATING OIL-NEW YORK-NYMEX 1,000 Bbl 42,000 Gal 42,000 Gal 42,000 Gal 1 1 TwoComponentIntercommoditySpread

Henry Hub Cal 1x Fixed Price Swap HHC Gas Directly linked NG NG 200 NATURAL GAS-NYMEX 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Henry Hub Cal 1x Option HHC Gas Directly linked NG NG 200 NATURAL GAS-NYMEX 2,500 MMBtu 2,500 MMBtu 2,500 MMBtu 10,000 MMBtu 0.25 0.25 TwoComponentLocationalBasis

Crude Diff - WTI 1st Line Swap vs Brent NX 1st Line Option NXT Oil Diff Priced at a differential CL CL 50 OIL-BRENT-IPE OIL-WTI-NYMEX 1,000 Bbl 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 1 TwoComponentLocationalBasis

Crude Diff - WTI 1st Line Swap vs Brent NX 1st Line Swap NOE Oil Diff Priced at a differential CL CL 50 OIL-BRENT-IPE OIL-WTI-NYMEX 1,000 Bbl 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 1 TwoComponentLocationalBasis

Gasoline Crack - RBOB Gasoline 1st Line Swap vs Brent NX 1st Line Swap

NXR Oil Crack Priced at a differential HU HU 50 OIL-BRENT-IPE GASOLINE-RBOB-NEW YORK-NYMEX 1,000 Bbl 1,000 Bbl 42,000 Gal 42,000 Gal 42 1 TwoComponentIntercommoditySpread

Heating Oil Crack - NYH Heating Oil 1st Line Swap vs Brent NX 1st Line Swap

NXH Oil Crack Priced at a differential HO HO 50 OIL-BRENT-IPE HEATING OIL-NEW YORK-NYMEX 1,000 Bbl 1,000 Bbl 42,000 Gal 42,000 Gal 42 1 TwoComponentIntercommoditySpread

Crude Outright - Argus LLS Swap ARH Oil Outright Priced at a differential CL CL 50 OIL-US PIPELINE-LLS-ARGUS 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 Other

Crude Outright - Argus Mars Swap ARM Oil Outright Priced at a differential CL CL 50 OIL-US PIPELINE-MARS-ARGUS 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 Other

Crude Diff - Argus LLS vs Brent 1st Line Swap ARI Oil Diff Priced at a differential CL CL 50 OIL-BRENT-IPE OIL-US PIPELINE-LLS-ARGUS 1,000 Bbl 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 1 TwoComponentLocationalBasis

Crude Diff - Argus LLS vs Dated Brent Swap ARJ Oil Diff Priced at a differential CL CL 50 OIL-BRENT-IPE OIL-US PIPELINE-LLS-ARGUS 1,000 Bbl 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 1 TwoComponentLocationalBasis

Crude Diff - Argus Mars vs Brent 1st Line Swap ARN Oil Diff Priced at a differential CL CL 50 OIL-BRENT-IPE OIL-US PIPELINE-MARS-ARGUS 1,000 Bbl 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 1 TwoComponentLocationalBasis

Crude Diff - Argus LLS vs Brent NX 1st Line Swap NXJ Oil Diff Priced at a differential CL CL 50 OIL-BRENT-IPE OIL-US PIPELINE-LLS-ARGUS 1,000 Bbl 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 1 TwoComponentLocationalBasis

Crude Diff - Argus Mars vs Brent NX 1st Line Swap NXK Oil Diff Priced at a differential CL CL 50 OIL-BRENT-IPE OIL-US PIPELINE-MARS-ARGUS 1,000 Bbl 1,000 Bbl 1,000 Bbl 1,000 Bbl 1 1 TwoComponentLocationalBasis









Updated November 29, 2011