```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,180,969
COMMITMENTS
 680,655  423,898  1524867  2964993  3217131  5170515  5165896   10,454   15,073

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -29,809)
  67,409   56,026 -109,607   12,213   24,652  -29,985  -28,929      176     -880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      8.2     29.4     57.2     62.1     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      231)
      27       46       62      144      137      210      209
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      364,233
COMMITMENTS
  11,828   30,498    6,135  332,345  321,300  350,308  357,933   13,925    6,300

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -4,189)
   4,566      369   -2,172   -5,025     -589   -2,631   -2,392   -1,558   -1,797

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.2      8.4      1.7     91.2     88.2     96.2     98.3      3.8      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       5        4        8       41       38       50       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      177,757
COMMITMENTS
   1,758      317    6,794  165,254  168,188  173,806  175,299    3,951    2,458

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        752)
    -221      317       23      636      -38      438      302      314      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.2      3.8     93.0     94.6     97.8     98.6      2.2      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        1        2       33       37       36       39
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      314,054
COMMITMENTS
  11,658   10,777    2,996  295,418  287,583  310,072  301,356    3,982   12,698

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:    -11,005)
     602    1,966     -936   -9,252  -12,203   -9,586  -11,173   -1,419      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.7      3.4      1.0     94.1     91.6     98.7     96.0      1.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        3        4       36       36       41       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      779,236
COMMITMENTS
     484   45,342   17,404  759,045  713,481  776,933  776,227    2,303    3,009

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     31,741)
      95    1,086    1,962   30,354   29,236   32,411   32,284     -670     -543

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      5.8      2.2     97.4     91.6     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       2        7        7       55       47       62       56
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      238,067
COMMITMENTS
  12,449    3,326    1,532  219,272  227,908  233,253  232,766    4,814    5,301

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      8,118)
  -1,015    1,222   -1,797   12,068    9,589    9,256    9,014   -1,138     -896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2      1.4      0.6     92.1     95.7     98.0     97.8      2.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        3        2       33       26       36       30
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      396,191
COMMITMENTS
   7,980    6,544   38,231  341,231  341,750  387,442  386,525    8,749    9,666

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -3,851)
   1,386   -7,279    3,764   -8,515   -1,185   -3,365   -4,700     -486      849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      1.7      9.6     86.1     86.3     97.8     97.6      2.2      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
       4        4        6       40       39       47       46
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      242,679
COMMITMENTS
  13,896   31,948    8,045  219,225  197,788  241,166  237,781    1,513    4,898

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     -2,077)
     669    2,158      834   -2,752   -4,790   -1,249   -1,798     -828     -279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7     13.2      3.3     90.3     81.5     99.4     98.0      0.6      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        4        3       33       33       38       38
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      179,634
COMMITMENTS
  33,969    2,503   22,816  121,174  153,192  177,959  178,511    1,675    1,123

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:      1,185)
     334       64        9      238      356      581      429      604      756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      1.4     12.7     67.5     85.3     99.1     99.4      0.9      0.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      15        6       14       54       53       72       70
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       77,274
COMMITMENTS
   1,449    1,250    1,526   74,275   74,498   77,250   77,274       24        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:        196)
    -326      128       30      492       38      196      196        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.6      2.0     96.1     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       5        3        5       32       32       40       37
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      771,678
COMMITMENTS
  14,615      328    6,622  750,441  764,728  771,678  771,678        0        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     10,841)
      15   -3,641   -1,015   11,841   15,497   10,841   10,841        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      0.0      0.9     97.2     99.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        2       29       29       34       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,664,192
COMMITMENTS
  51,934   25,131  112,035  1498276  1525099  1662245  1662265    1,947    1,927

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     27,074)
  -5,497   -6,664   10,977   19,667   20,834   25,147   25,147    1,927    1,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      1.5      6.7     90.0     91.6     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       6        5        6       40       42       50       49
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      103,583
COMMITMENTS
   1,295      559    1,646  100,417  100,952  103,358  103,157      225      426

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:       -212)
    -186     -375      109     -360     -321     -437     -587      225      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.5      1.6     96.9     97.5     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        2        4       35       34       42       39
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 03/27/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      661,578
COMMITMENTS
  15,587   10,800    1,244  644,747  649,534  661,578  661,578        0        0

CHANGES FROM 03/20/12 (CHANGE IN OPEN INTEREST:     18,927)
   2,864     -960        0   16,063   19,887   18,927   18,927        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      1.6      0.2     97.5     98.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        1       25       24       28       27
```

----

Updated March 30, 2012