NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 04/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,579,838
COMMITMENTS
 1443490   71,238  2123291  2995195  4366547  6561976  6561076   17,862   18,762

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:    164,306)
  14,018   -5,379  101,436   58,177   76,427  173,631  172,484   -9,325   -8,178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      1.1     32.3     45.5     66.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      55       20       64      149      138      223      206
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 04/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      293,676
COMMITMENTS
  43,456    1,252    6,097  228,002  277,627  277,555  284,976   16,121    8,700

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      6,917)
     980    1,252       41    8,954    5,870    9,975    7,163   -3,058     -246

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      0.4      2.1     77.6     94.5     94.5     97.0      5.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       9        1        7       34       31       44       38
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 04/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      186,926
COMMITMENTS
   4,000        0    4,638  173,041  180,344  181,679  184,982    5,247    1,944

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        104)
  -1,150        0      936   -1,387     -603   -1,601      333    1,705     -229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.1      0.0      2.5     92.6     96.5     97.2     99.0      2.8      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        3       33       32       37       35
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
FUTURES ONLY POSITIONS AS OF 04/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      233,463
COMMITMENTS
  22,094    2,050    5,538  198,867  221,245  226,499  228,833    6,964    4,630

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     -6,598)
   4,165     -229      464  -10,832   -6,242   -6,203   -6,007     -395     -591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      0.9      2.4     85.2     94.8     97.0     98.0      3.0      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        4       33       28       39       32
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 04/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      804,772
COMMITMENTS
   3,931    3,240    8,558  780,049  789,774  792,538  801,572   12,234    3,200

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     23,653)
  -1,934      157    2,377   22,758   21,614   23,201   24,148      452     -495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.4      1.1     96.9     98.1     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        1        6       48       37       54       43
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 04/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      240,311
COMMITMENTS
   5,894    4,897    3,031  222,176  220,728  231,101  228,656    9,210   11,655

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     13,357)
    -980       93      334   12,548   11,088   11,902   11,515    1,455    1,842

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      2.0      1.3     92.5     91.9     96.2     95.2      3.8      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        3        2       22       28       26       32
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 04/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      232,586
COMMITMENTS
  13,954    5,046    4,501  208,458  219,222  226,913  228,769    5,673    3,817

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     10,232)
   7,725   -1,044     -269    1,927   11,393    9,383   10,080      849      152

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0      2.2      1.9     89.6     94.3     97.6     98.4      2.4      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        2        4       32       40       36       45
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 04/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      112,781
COMMITMENTS
  11,023    3,499    6,041   92,303   94,453  109,367  103,993    3,414    8,788

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      8,118)
     130      784    1,403    6,425    5,652    7,958    7,839      160      279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      3.1      5.4     81.8     83.7     97.0     92.2      3.0      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        2        3       20       23       24       28
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 04/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      177,643
COMMITMENTS
  31,180    4,949   17,447  127,844  154,117  176,471  176,513    1,172    1,130

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      7,524)
    -935    1,650    1,272    6,782    4,264    7,119    7,186      405      338

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      2.8      9.8     72.0     86.8     99.3     99.4      0.7      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      16        6       18       51       55       73       73
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 04/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       62,755
COMMITMENTS
   2,676      412      587   59,492   61,756   62,755   62,755        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        791)
      28      254      -50      813      587      791      791        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      0.7      0.9     94.8     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        3       25       29       30       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 04/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      600,787
COMMITMENTS
  24,662      320    8,312  567,813  592,155  600,787  600,787        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     -1,606)
  -5,528      320      312    3,610   -2,238   -1,606   -1,606        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.1      0.1      1.4     94.5     98.6    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        2       22       29       26       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 04/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,658,406
COMMITMENTS
 257,932   49,408   50,997  1349477  1558001  1658406  1658406        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:     70,095)
 -10,081    6,186    1,056   79,120   62,853   70,095   70,095        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6      3.0      3.1     81.4     93.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
       7        5        8       41       45       52       54
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 04/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       63,228
COMMITMENTS
   1,521    1,391    3,529   58,178   58,308   63,228   63,228        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:        361)
      22      153     -723    1,062      931      361      361        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      2.2      5.6     92.0     92.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        4        4       24       27       30       32
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 04/23/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      406,097
COMMITMENTS
  13,348        0   11,564  381,185  394,533  406,097  406,097        0        0

CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST:      7,381)
   1,368        0   -3,936    9,949   11,317    7,381    7,381        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.0      2.8     93.9     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        3       15       19       18       22
 

Updated April 26, 2013