NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
FUTURES ONLY POSITIONS AS OF 04/30/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,428,752
COMMITMENTS
 1459823   72,742  2067752  2879864  4269568  6407439  6410062   21,313   18,690

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:   -151,086)
  16,333    1,504  -55,539 -115,331  -96,979 -154,537 -151,014    3,451      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.7      1.1     32.2     44.8     66.4     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      54       19       59      144      135      215      198
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
FUTURES ONLY POSITIONS AS OF 04/30/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      288,668
COMMITMENTS
  43,717    4,615    6,775  225,486  273,300  275,978  284,690   12,690    3,978

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:     -5,008)
     261    3,363      678   -2,516   -4,327   -1,577     -286   -3,431   -4,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      1.6      2.3     78.1     94.7     95.6     98.6      4.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       9        4        7       36       34       47       43
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
FUTURES ONLY POSITIONS AS OF 04/30/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      188,218
COMMITMENTS
   5,192        0    3,485  174,474  182,759  183,151  186,244    5,067    1,974

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:      1,292)
   1,192        0   -1,153    1,433    2,415    1,472    1,262     -180       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      0.0      1.9     92.7     97.1     97.3     99.0      2.7      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 04/30/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      238,192
COMMITMENTS
  20,053    2,482    4,518  205,584  225,338  230,155  232,338    8,037    5,854

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:      4,729)
  -2,041      432   -1,020    6,717    4,093    3,656    3,505    1,073    1,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      1.0      1.9     86.3     94.6     96.6     97.5      3.4      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        3       32       28       37       31
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
FUTURES ONLY POSITIONS AS OF 04/30/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      819,663
COMMITMENTS
   3,814    3,367   10,072  793,190  802,275  807,076  815,714   12,587    3,949

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:     14,891)
    -117      127    1,514   13,141   12,501   14,538   14,142      353      749

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5      0.4      1.2     96.8     97.9     98.5     99.5      1.5      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       4        2        6       48       36       54       43
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
FUTURES ONLY POSITIONS AS OF 04/30/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      243,092
COMMITMENTS
   6,415    5,024    2,891  223,228  223,800  232,534  231,715   10,558   11,377

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:      2,781)
     521      127     -140    1,052    3,072    1,433    3,059    1,348     -278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.6      2.1      1.2     91.8     92.1     95.7     95.3      4.3      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        3        2       21       30       26       34
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
FUTURES ONLY POSITIONS AS OF 04/30/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      240,125
COMMITMENTS
  17,655    3,767    4,567  212,256  227,170  234,478  235,504    5,647    4,621

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:      7,539)
   3,701   -1,279       66    3,798    7,948    7,565    6,735      -26      804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      1.6      1.9     88.4     94.6     97.6     98.1      2.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        1        4       34       42       39       47
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
FUTURES ONLY POSITIONS AS OF 04/30/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      117,463
COMMITMENTS
  11,692    3,813    7,024   94,659   96,229  113,375  107,066    4,088   10,397

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:      4,682)
     669      314      983    2,356    1,776    4,008    3,073      674    1,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      3.2      6.0     80.6     81.9     96.5     91.1      3.5      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        3        4       22       24       27       30
 
 
PJM WH REAL TIME PEAK OTC - ICE FUTURES ENERGY DIV                   Code-064363
FUTURES ONLY POSITIONS AS OF 04/30/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      180,557
COMMITMENTS
  30,618    5,435   18,248  130,519  155,660  179,385  179,343    1,172    1,214

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:      2,914)
    -562      486      801    2,675    1,543    2,914    2,830        0       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0      3.0     10.1     72.3     86.2     99.4     99.3      0.6      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      16        5       18       51       55       72       73
 
 
MID-C FINANCIAL PEAK OTC - ICE FUTURES ENERGY DIV                    Code-064391
FUTURES ONLY POSITIONS AS OF 04/30/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       60,922
COMMITMENTS
   2,727      412      613   57,582   59,897   60,922   60,922        0        0

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:     -1,833)
      51        0       26   -1,910   -1,859   -1,833   -1,833        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5      0.7      1.0     94.5     98.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       5        2        3       25       29       31       33
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE FUTURES ENERGY DIV                Code-064392
FUTURES ONLY POSITIONS AS OF 04/30/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      616,012
COMMITMENTS
  22,670      320    8,640  584,702  607,052  616,012  616,012        0        0

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:     15,225)
  -1,992        0      328   16,889   14,897   15,225   15,225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      0.1      1.4     94.9     98.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        2       23       29       28       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE FUTURES ENERGY DIV               Code-064394
FUTURES ONLY POSITIONS AS OF 04/30/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,681,825
COMMITMENTS
 273,184   47,409   47,973  1360668  1586443  1681825  1681825        0        0

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:     23,419)
  15,252   -1,999   -3,024   11,191   28,442   23,419   23,419        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      2.8      2.9     80.9     94.3    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
       7        4        8       40       48       51       56
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE FUTURES ENERGY DIV              Code-064395
FUTURES ONLY POSITIONS AS OF 04/30/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       64,445
COMMITMENTS
   1,436    1,993    3,464   59,545   58,988   64,445   64,445        0        0

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:      1,217)
     -85      602      -65    1,367      680    1,217    1,217        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      3.1      5.4     92.4     91.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        4        3       26       27       30       32
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE FUTURES ENERGY DIV                Code-064396
FUTURES ONLY POSITIONS AS OF 04/30/13                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      411,956
COMMITMENTS
  11,084        0   11,564  389,308  400,392  411,956  411,956        0        0

CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST:      5,859)
  -2,264        0        0    8,123    5,859    5,859    5,859        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      0.0      2.8     94.5     97.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        0        3       16       19       19       22
 

Updated May 3, 2013