```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,292,674
COMMITMENTS
 660,994  409,214  1620769  2995940  3246617  5277703  5276600   14,971   16,074

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     70,429)
   5,143  -19,278  -26,999   90,283  113,817   68,427   67,540    2,002    2,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5      7.7     30.6     56.6     61.3     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      229)
      29       42       64      144      137      213      206
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      330,116
COMMITMENTS
  17,498   24,237    8,877  289,850  290,954  316,225  324,068   13,891    6,048

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -2,881)
   6,150   -3,431     -342   -8,275      875   -2,467   -2,898     -414       17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      7.3      2.7     87.8     88.1     95.8     98.2      4.2      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       4        5        6       42       41       50       48
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      181,491
COMMITMENTS
   1,713    5,994    4,494  172,834  168,878  179,041  179,366    2,450    2,125

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:        701)
  -1,708      925     -400    2,796      -63      688      462       13      239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.3      2.5     95.2     93.1     98.7     98.8      1.3      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        3       36       39       40       43
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      284,290
COMMITMENTS
   4,848   17,674    2,441  273,031  252,769  280,320  272,884    3,970   11,406

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -1,568)
  -1,368    5,464     -512      915   -5,138     -965     -186     -603   -1,382

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      6.2      0.9     96.0     88.9     98.6     96.0      1.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       3        4        5       36       34       42       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      722,411
COMMITMENTS
       0   38,171   14,875  701,476  663,932  716,351  716,978    6,060    5,433

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:       -372)
       0  -14,451    2,025   -6,071    8,463   -4,046   -3,963    3,674    3,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.3      2.1     97.1     91.9     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
       0        9        7       54       48       61       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,537
COMMITMENTS
  18,998        0    1,050  212,292  233,447  232,340  234,497    7,197    5,040

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      7,756)
   2,166   -1,352      228    5,514    7,746    7,908    6,622     -152    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      0.0      0.4     88.6     97.5     97.0     97.9      3.0      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       2        0        2       29       26       31       28
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      387,851
COMMITMENTS
   3,991   10,886   38,879  336,940  327,865  379,810  377,630    8,041   10,221

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     10,512)
  -1,335   -8,336    8,709    3,965   10,538   11,339   10,911     -827     -399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      2.8     10.0     86.9     84.5     97.9     97.4      2.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
       3        5        5       41       41       47       48
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      218,868
COMMITMENTS
  16,503   22,107    6,012  193,400  183,980  215,915  212,099    2,953    6,769

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -1,305)
  -4,674      645    1,398    1,909   -3,870   -1,367   -1,827       62      522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5     10.1      2.7     88.4     84.1     98.7     96.9      1.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       4        4        3       31       30       37       35
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      176,250
COMMITMENTS
  28,013    2,078   22,357  124,548  151,579  174,918  176,014    1,332      236

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      4,034)
    -821      658     -389    5,248    3,556    4,038    3,825       -4      209

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9      1.2     12.7     70.7     86.0     99.2     99.9      0.8      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      18        3       15       56       54       76       70
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       75,265
COMMITMENTS
   1,180      505    1,417   72,618   73,343   75,215   75,265       50        0

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:         45)
    -154      -10      -20      269      125       95       95      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.7      1.9     96.5     97.4     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        3        3       31       30       37       35
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      752,440
COMMITMENTS
   7,477      328    8,301  736,662  743,811  752,440  752,440        0        0

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     -6,488)
  -1,704     -960     -160   -2,728   -3,472   -4,592   -4,592   -1,896   -1,896

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.0      1.1     97.9     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        2       28       28       33       31
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,570,390
COMMITMENTS
  74,517   18,790   87,224  1408631  1464376  1570372  1570390       18        0

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:    -13,689)
  -1,716    5,652   -1,877  -10,096  -17,464  -13,689  -13,689        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7      1.2      5.6     89.7     93.2    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        5        6       42       41       52       50
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      101,775
COMMITMENTS
   1,485      713      869   99,339   99,771  101,693  101,353       82      422

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:      1,398)
     511       90     -355    1,210    1,321    1,366    1,056       32      342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.5      0.7      0.9     97.6     98.0     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       7        4        5       34       35       43       42
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 04/24/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      675,292
COMMITMENTS
  16,831    7,280    1,305  657,156  666,707  675,292  675,292        0        0

CHANGES FROM 04/17/12 (CHANGE IN OPEN INTEREST:     12,767)
   3,991        0    1,305    7,471   11,462   12,767   12,767        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.5      1.1      0.2     97.3     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        2       26       23       30       27
```

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Updated April 27, 2012