```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,179,674
COMMITMENTS
 586,678  389,168  1589187  2994231  3188047  5170096  5166402    9,578   13,272

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      6,757)
 -30,141    3,266    3,017   39,796    7,137   12,672   13,420   -5,915   -6,663

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      7.5     30.7     57.8     61.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      227)
      24       47       62      140      135      206      205
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      372,552
COMMITMENTS
   6,817   24,054    7,535  343,899  332,699  358,251  364,288   14,301    8,264

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -9,767)
  -8,929      916     -310     -514  -11,457   -9,753  -10,851      -14    1,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      6.5      2.0     92.3     89.3     96.2     97.8      3.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       5        4        6       38       35       46       42
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      174,556
COMMITMENTS
   1,443      668    6,577  163,168  164,724  171,188  171,969    3,368    2,587

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      4,044)
    -876      154      448    4,687    2,625    4,259    3,227     -215      817

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8      0.4      3.8     93.5     94.4     98.1     98.5      1.9      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        3       32       36       35       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      324,141
COMMITMENTS
  12,830    9,005    6,127  300,721  295,421  319,678  310,553    4,463   13,588

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -12,936)
  -5,206     -894    1,100  -11,482  -17,072  -15,588  -16,866    2,652    3,930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      2.8      1.9     92.8     91.1     98.6     95.8      1.4      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        3        5       28       31       34       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      724,106
COMMITMENTS
     471   47,831    8,630  713,077  662,657  722,178  719,118    1,928    4,988

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -4,806)
    -239   -6,895   -1,744   -2,523    3,909   -4,506   -4,730     -300      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      6.6      1.2     98.5     91.5     99.7     99.3      0.3      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       1        7        6       56       48       62       56
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      241,330
COMMITMENTS
  12,851   11,313    1,363  221,380  222,089  235,594  234,765    5,736    6,565

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      4,720)
     882   -1,720      219    3,592    3,347    4,693    1,846       27    2,874

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      4.7      0.6     91.7     92.0     97.6     97.3      2.4      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        3        2       31       26       33       31
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      400,654
COMMITMENTS
   6,493   16,379   31,893  353,002  343,565  391,388  391,837    9,266    8,817

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:      9,508)
    -475    6,044      947    9,220   -1,687    9,692    5,304     -184    4,204

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      4.1      8.0     88.1     85.8     97.7     97.8      2.3      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        5        6       38       39       45       45
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      250,113
COMMITMENTS
  13,762   30,408    7,710  226,413  206,205  247,885  244,323    2,228    5,790

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -1,080)
  -1,596      311     -808    2,934      634      530      137   -1,610   -1,217

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     12.2      3.1     90.5     82.4     99.1     97.7      0.9      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       2        5        2       31       31       35       36
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      176,916
COMMITMENTS
  35,066    2,209   21,751  119,139  152,550  175,956  176,510      960      406

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:        144)
  -3,241       88      283    2,699     -551     -259     -180      403      324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.8      1.2     12.3     67.3     86.2     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      13        6       13       53       53       70       68
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       76,013
COMMITMENTS
   1,057      296    1,571   73,361   74,146   75,989   76,013       24        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:       -427)
     853     -101      451   -1,755     -777     -451     -427       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.4      2.1     96.5     97.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        2        4       32       31       39       35
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      740,035
COMMITMENTS
   6,744    1,952    9,558  723,733  728,525  740,035  740,035        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     18,872)
     684    1,314    2,894   15,294   14,664   18,872   18,872        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.3      1.3     97.8     98.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        3       29       29       34       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,599,481
COMMITMENTS
  58,886   34,579   98,505  1440894  1465613  1598285  1598697    1,196      784

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     19,057)
  -8,981   15,525  -13,197   40,059   15,945   17,881   18,273    1,176      784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      2.2      6.2     90.1     91.6     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       7        4        6       40       42       50       49
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      101,829
COMMITMENTS
   1,560        4    1,611   98,632  100,137  101,803  101,752       26       77

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:     -5,045)
     178     -556       45   -5,294   -4,584   -5,071   -5,095       26       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.0      1.6     96.9     98.3    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        1        3       34       33       39       36
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 03/13/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      625,811
COMMITMENTS
   8,651    4,760    1,244  615,916  619,807  625,811  625,811        0        0

CHANGES FROM 03/06/12 (CHANGE IN OPEN INTEREST:    -32,688)
   2,040    4,760        0  -34,728  -37,448  -32,688  -32,688        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.8      0.2     98.4     99.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       4        1        1       25       25       29       27
```

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Updated March 16, 2012