NATURAL GAS ICE HENRY HUB - ICE FUTURES ENERGY DIV                   Code-023391
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
    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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
OPTION AND FUTURES COMBINED 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 TRADER
     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
 

Updated April 26, 2013