NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
2500 MMBtus                                          OPEN INTEREST:    6,164,964
COMMITMENTS
 1375922   75,353  1885158  2882052  4182530  6143132  6143041   21,832   21,923

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:    291,594)
    -643  -16,230  156,882  132,178  149,223  288,417  289,875    3,177    1,719

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    22.3      1.2     30.6     46.7     67.8     99.6     99.6      0.4      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      58       12       61      142      136      212      199
 
 
SOCAL BORDER FIN BASIS - ICE FUTURES ENERGY DIV                      Code-023393
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      280,915
COMMITMENTS
  40,743    1,381    4,492  217,195  266,511  262,430  272,384   18,485    8,531

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:    -36,974)
  -6,272     -217   -2,902  -28,293  -35,465  -37,467  -38,584      493    1,610

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    14.5      0.5      1.6     77.3     94.9     93.4     97.0      6.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       8        2        7       34       29       44       36
 
 
PG&E CITYGATE FIN BASIS - ICE FUTURES ENERGY DIV                     Code-023394
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      180,213
COMMITMENTS
   6,734        0    1,349  169,044  176,296  177,127  177,645    3,086    2,568

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:      1,127)
  -5,834        0     -197    7,336    3,168    1,305    2,971     -178   -1,844

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     3.7      0.0      0.7     93.8     97.8     98.3     98.6      1.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       4        0        2       33       31       37       33
 
 
NWP ROCKIES FIN BASIS - ICE FUTURES ENERGY DIV                       Code-023395
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      235,869
COMMITMENTS
  18,016    3,121    3,324  206,684  223,557  228,024  230,002    7,845    5,867

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:    -11,128)
     292   -2,018   -1,004  -11,524   -8,230  -12,236  -11,252    1,108      124

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     7.6      1.3      1.4     87.6     94.8     96.7     97.5      3.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        3        4       29       29       35       33
 
 
AECO FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023396
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      763,743
COMMITMENTS
   8,088    2,010    6,569  737,643  751,931  752,300  760,510   11,443    3,233

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:     13,598)
   5,267   -2,428      715    8,035   15,870   14,017   14,157     -419     -559

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     1.1      0.3      0.9     96.6     98.5     98.5     99.6      1.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        1        4       48       36       54       40
 
 
CHICAGO FIN BASIS - ICE FUTURES ENERGY DIV                           Code-023397
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      216,848
COMMITMENTS
   8,771    4,204    1,645  198,974  201,047  209,390  206,896    7,458    9,952

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:    -15,887)
    -490      248     -134  -13,672  -16,204  -14,296  -16,090   -1,591      203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     4.0      1.9      0.8     91.8     92.7     96.6     95.4      3.4      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        2       22       27       26       31
 
 
HSC FIN BASIS - ICE FUTURES ENERGY DIV                               Code-023398
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      212,611
COMMITMENTS
   5,135    5,879    3,513  199,334  199,796  207,982  209,188    4,629    3,423

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:     -8,692)
     943       94       -2   -8,870   -8,075   -7,929   -7,983     -763     -709

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
     2.4      2.8      1.7     93.8     94.0     97.8     98.4      2.2      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        2        4       29       36       33       41
 
 
WAHA FIN BASIS - ICE FUTURES ENERGY DIV                              Code-023399
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/09/13          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      101,630
COMMITMENTS
  13,027    2,746    4,048   80,696   85,341   97,771   92,135    3,859    9,495

CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST:     -7,239)
  -1,579     -698     -225   -5,505   -7,971   -7,309   -8,894       70    1,655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
    12.8      2.7      4.0     79.4     84.0     96.2     90.7      3.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        1        4       18       21       23       25
 

Updated April 17, 2013