```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,222,245
COMMITMENTS
 655,851  428,492  1647768  2905657  3132800  5209276  5209060   12,969   13,185

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     16,380)
  15,122   55,028   18,021   47,570    7,494   80,713   80,543  -64,333  -64,163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6      8.2     31.6     55.6     60.0     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      28       43       63      142      133      211      201
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      332,997
COMMITMENTS
  11,348   27,668    9,219  298,125  290,079  318,692  326,966   14,305    6,031

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:    -18,867)
     272   -4,309      805   -5,963   -2,303   -4,886   -5,807  -13,981  -13,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      8.3      2.8     89.5     87.1     95.7     98.2      4.3      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        5        8       41       36       50       44
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      180,790
COMMITMENTS
   3,421    5,069    4,894  170,038  168,941  178,353  178,904    2,437    1,886

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      4,453)
   1,299    2,444      332    6,190    5,145    7,821    7,921   -3,368   -3,468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      2.8      2.7     94.1     93.4     98.7     99.0      1.3      1.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        3        3       36       39       40       44
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      285,858
COMMITMENTS
   6,216   12,210    2,953  272,116  257,907  281,285  273,070    4,573   12,788

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -2,487)
  -2,758     -550      -33    3,939    1,535    1,148      952   -3,635   -3,439

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2      4.3      1.0     95.2     90.2     98.4     95.5      1.6      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       2        3        4       34       31       39       35
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      722,783
COMMITMENTS
       0   52,622   12,850  707,547  655,469  720,397  720,941    2,386    1,842

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:    -15,228)
    -707    6,685   -8,042    2,009   -5,135   -6,740   -6,492   -8,488   -8,736

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      7.3      1.8     97.9     90.7     99.7     99.7      0.3      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
       0       10        6       58       50       64       60
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      231,781
COMMITMENTS
  16,832    1,352      822  206,778  225,701  224,432  227,875    7,349    3,906

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      4,833)
   1,763    1,352       99    3,647    8,454    5,509    9,905     -676   -5,072

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      0.6      0.4     89.2     97.4     96.8     98.3      3.2      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        1        2       29       26       31       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      377,339
COMMITMENTS
   5,326   19,222   30,170  332,975  317,327  368,471  366,719    8,868   10,620

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      5,754)
     411    3,705   -3,683   10,817    8,214    7,545    8,236   -1,791   -2,482

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      5.1      8.0     88.2     84.1     97.6     97.2      2.4      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       3        4        5       37       37       43       43
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      220,173
COMMITMENTS
  21,177   21,462    4,614  191,491  187,850  217,282  213,926    2,891    6,247

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -6,046)
   1,814   -3,866     -196   -5,194     -680   -3,576   -4,742   -2,470   -1,304

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      9.7      2.1     87.0     85.3     98.7     97.2      1.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        3        2       29       29       33       34
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      172,216
COMMITMENTS
  28,834    1,420   22,746  119,300  148,023  170,880  172,189    1,336       27

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        -55)
  -3,057     -367      749    2,449      431      141      813     -196     -868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.7      0.8     13.2     69.3     86.0     99.2    100.0      0.8      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      15        5       15       54       52       73       68
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       75,220
COMMITMENTS
   1,334      515    1,437   72,349   73,218   75,120   75,170      100       50

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:        142)
     163       20      -86    1,001    1,170    1,078    1,104     -936     -962

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.7      1.9     96.2     97.3     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        3        3       31       31       37       36
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      758,928
COMMITMENTS
   9,181    1,288    8,461  739,390  747,283  757,032  757,032    1,896    1,896

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:       -609)
  -1,519      632    2,831    5,599    3,448    6,911    6,911   -7,520   -7,520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      0.2      1.1     97.4     98.5     99.8     99.8      0.2      0.2

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 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,584,079
COMMITMENTS
  76,233   13,138   89,101  1418727  1481840  1584061  1584079       18        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     -4,128)
  23,054    2,687  -11,125  -15,655    4,712   -3,726   -3,726     -402     -402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8      0.8      5.6     89.6     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       9        4        6       39       41       49       50
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      100,377
COMMITMENTS
     974      623    1,224   98,129   98,450  100,327  100,297       50       80

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:      1,164)
     -71       97     -408    2,396    2,222    1,917    1,911     -753     -747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      0.6      1.2     97.8     98.1    100.0     99.9      0.0      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       5        4        3       33       34       39       40
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 04/17/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      662,525
COMMITMENTS
  12,840    7,280        0  649,685  655,245  662,525  662,525        0        0

CHANGES FROM 04/10/12 (CHANGE IN OPEN INTEREST:     10,956)
   4,600        0     -312    7,908   12,508   12,196   12,196   -1,240   -1,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      1.1      0.0     98.1     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        0       25       22       28       24
```

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Updated April 20, 2012