NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 04/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,873,370
COMMITMENTS
 1376565   91,583  1728276  2749874  4033307  5854715  5853166   18,655   20,204

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:    -80,521)
 -44,043  -21,879   48,240  -79,839 -102,131  -75,642  -75,770   -4,879   -4,751

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4      1.6     29.4     46.8     68.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      56       15       58      139      136      207      199
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 04/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      317,889
COMMITMENTS
  47,015    1,598    7,394  245,488  301,976  299,897  310,968   17,992    6,921

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -4,600)
  10,417   -1,567      260  -15,556   -3,357   -4,879   -4,664      279       64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      0.5      2.3     77.2     95.0     94.3     97.8      5.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9        1        5       37       36       47       41
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 04/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      179,086
COMMITMENTS
  12,568        0    1,546  161,708  173,128  175,822  174,674    3,264    4,412

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      7,641)
  -5,148        0      784   12,039    5,760    7,675    6,544      -34    1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      0.0      0.9     90.3     96.7     98.2     97.5      1.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5        0        1       32       31       37       32
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 04/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      246,997
COMMITMENTS
  17,724    5,139    4,328  218,208  231,787  240,260  241,254    6,737    5,743

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:    -10,488)
   2,909      301     -377  -12,694  -11,105  -10,162  -11,181     -326      693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      2.1      1.8     88.3     93.8     97.3     97.7      2.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       3        5        4       34       32       40       38
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 04/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      750,145
COMMITMENTS
   2,821    4,438    5,854  729,608  736,061  738,283  746,353   11,862    3,792

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:    -58,678)
     766    2,200   -2,442  -58,225  -59,004  -59,901  -59,246    1,223      568

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4      0.6      0.8     97.3     98.1     98.4     99.5      1.6      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       2        3        4       48       38       53       43
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 04/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      232,735
COMMITMENTS
   9,261    3,956    1,779  212,646  217,251  223,686  222,986    9,049    9,749

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     15,685)
   3,585        0     -455   11,140   14,515   14,270   14,060    1,415    1,625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      1.7      0.8     91.4     93.3     96.1     95.8      3.9      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        1        2       24       31       28       34
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 04/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      221,303
COMMITMENTS
   4,192    5,785    3,515  208,204  207,871  215,911  217,171    5,392    4,132

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      2,082)
  -1,074      551      904    2,189       55    2,019    1,510       63      572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      2.6      1.6     94.1     93.9     97.6     98.1      2.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       2        3        3       31       35       34       40
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 04/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      108,869
COMMITMENTS
  14,606    3,444    4,273   86,201   93,312  105,080  101,029    3,789    7,840

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      9,714)
     902      226      809    8,439    8,429   10,150    9,464     -436      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.4      3.2      3.9     79.2     85.7     96.5     92.8      3.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        3       19       25       23       29
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 04/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      172,008
COMMITMENTS
  29,226    3,051   17,843  123,980  150,555  171,049  171,449      959      559

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      3,938)
   1,080      443     -515    3,461    4,184    4,026    4,112      -88     -174

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      1.8     10.4     72.1     87.5     99.4     99.7      0.6      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      13        8       18       52       55       72       74
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 04/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       61,167
COMMITMENTS
   2,780       26      694   57,693   60,447   61,167   61,167        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     -3,451)
     921       -4     -433   -3,939   -3,014   -3,451   -3,451        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.0      1.1     94.3     98.8    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        1        4       22       30       27       34
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 04/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      595,388
COMMITMENTS
  30,061        0    6,008  559,319  589,380  595,388  595,388        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:    -35,411)
   7,780        0   -3,881  -39,310  -31,530  -35,411  -35,411        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      0.0      1.0     93.9     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        0        3       23       29       27       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 04/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,640,034
COMMITMENTS
 276,046   58,759   45,251  1318737  1536024  1640034  1640034        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:     23,264)
  -9,043    5,170      712   31,595   17,382   23,264   23,264        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8      3.6      2.8     80.4     93.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        5        7       40       48       51       56
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 04/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       65,821
COMMITMENTS
   1,865      564    4,265   59,691   60,992   65,821   65,821        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      1,420)
     102      -51       80    1,238    1,391    1,420    1,420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.9      6.5     90.7     92.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        3        3       28       27       32       31
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 04/02/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      411,883
COMMITMENTS
  15,593      631   12,249  384,041  399,003  411,883  411,883        0        0

CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST:      6,967)
    -312     -328    1,264    6,015    6,031    6,967    6,967        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8      0.2      3.0     93.2     96.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        1        3       18       19       21       22
 

Updated April 5, 2013