NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    5,434,851
COMMITMENTS
 980,814  116,615  1636160  2793439  3628466  5410413  5381241   24,438   53,610

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:    153,416)
  93,484    1,046   42,280   23,312   87,020  159,076  130,346   -5,660   23,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    18.0      2.1     30.1     51.4     66.8     99.6     99.0      0.4      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      44       29       58      147      139      214      203
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      320,137
COMMITMENTS
   6,485    2,843   10,358  283,856  296,399  300,699  309,600   19,438   10,537

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     11,243)
     205      -50    1,185    7,798    9,386    9,188   10,521    2,055      722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.0      0.9      3.2     88.7     92.6     93.9     96.7      6.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        4        7       30       30       38       38
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      159,717
COMMITMENTS
  13,051        0    2,251  141,728  153,256  157,030  155,507    2,687    4,210

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      3,514)
   1,579        0     -219    2,312    2,816    3,672    2,597     -158      917

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     8.2      0.0      1.4     88.7     96.0     98.3     97.4      1.7      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        0        3       30       30       37       33
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      245,001
COMMITMENTS
  10,762    9,859    1,105  227,223  228,131  239,090  239,095    5,911    5,906

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      6,775)
     580    2,479     -937    6,370    5,357    6,013    6,899      762     -124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.4      4.0      0.5     92.7     93.1     97.6     97.6      2.4      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        3        1       32       29       34       32
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      817,358
COMMITMENTS
   3,077    1,320   11,938  791,455  802,301  806,470  815,559   10,888    1,799

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     24,692)
   1,628      398     -747   25,434   24,164   26,315   23,815   -1,623      877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     0.4      0.2      1.5     96.8     98.2     98.7     99.8      1.3      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       2        3        6       53       40       60       46
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      203,062
COMMITMENTS
   3,350    2,225    2,570  187,172  191,141  193,092  195,936    9,970    7,126

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      2,590)
     -34     -570      633      829    2,439    1,428    2,502    1,162       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.6      1.1      1.3     92.2     94.1     95.1     96.5      4.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        2        2       24       29       27       32
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      224,704
COMMITMENTS
   4,768    5,375    3,837  212,623  211,822  221,228  221,034    3,476    3,670

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:     14,774)
   3,137    3,877   -2,337   13,881   12,375   14,681   13,915       93      859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.1      2.4      1.7     94.6     94.3     98.5     98.4      1.5      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
       2        3        4       33       41       37       46
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:       92,656
COMMITMENTS
   5,132    2,637    4,596   79,238   78,650   88,966   85,883    3,690    6,773

CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST:      6,774)
  -1,536    2,637    2,158    5,594    2,190    6,216    6,985      558     -211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     5.5      2.8      5.0     85.5     84.9     96.0     92.7      4.0      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        1        2       23       27       26       29
 

Updated March 1, 2013