```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,031,939
COMMITMENTS
 677,988  362,221  1541943  2801980  3113339  5021911  5017503   10,028   14,436

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:   -149,030)
  -2,667  -61,677   17,076 -163,013 -103,792 -148,604 -148,393     -426     -637

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      7.2     30.6     55.7     61.9     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      29       37       60      139      133      204      197
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      368,231
COMMITMENTS
  16,188   35,723    5,918  331,752  320,513  353,858  362,154   14,373    6,077

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      3,998)
   4,360    5,225     -217     -593     -787    3,550    4,221      448     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4      9.7      1.6     90.1     87.0     96.1     98.3      3.9      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       5        5        9       42       39       52       48
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      184,139
COMMITMENTS
   1,608      705    6,767  172,395  174,449  180,770  181,921    3,369    2,218

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      6,382)
    -150      388      -27    7,141    6,261    6,964    6,622     -582     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      0.4      3.7     93.6     94.7     98.2     98.8      1.8      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        2        3       34       38       38       42
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      308,955
COMMITMENTS
  10,132   15,384    2,692  292,793  277,718  305,617  295,794    3,338   13,161

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -5,099)
  -1,526    4,607     -304   -2,625   -9,865   -4,455   -5,562     -644      463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      5.0      0.9     94.8     89.9     98.9     95.7      1.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       2        3        4       37       36       42       40
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      735,015
COMMITMENTS
   1,223   46,850   16,574  714,860  668,913  732,657  732,337    2,358    2,678

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -44,221)
     739    1,508     -830  -44,185  -44,568  -44,276  -43,890       55     -331

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2      6.4      2.3     97.3     91.0     99.7     99.6      0.3      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       2        7        6       56       48       62       57
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      240,517
COMMITMENTS
  13,621    2,720    1,368  221,116  231,256  236,105  235,344    4,412    5,173

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      2,450)
   1,172     -606     -164    1,844    3,348    2,852    2,578     -402     -128

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.7      1.1      0.6     91.9     96.1     98.2     97.8      1.8      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        3        2       32       25       34       29
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      398,340
COMMITMENTS
   9,033   19,052   32,496  348,062  335,874  389,591  387,422    8,749   10,918

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      2,149)
   1,053   12,508   -5,735    6,831   -5,876    2,149      897        0    1,252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      4.8      8.2     87.4     84.3     97.8     97.3      2.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       4        4        6       42       39       49       46
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      245,735
COMMITMENTS
  16,523   29,300    9,443  218,285  201,941  244,251  240,684    1,484    5,051

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      3,056)
   2,627   -2,648    1,398     -940    4,153    3,085    2,903      -29      153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     11.9      3.8     88.8     82.2     99.4     97.9      0.6      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       3        4        3       32       33       37       38
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      176,429
COMMITMENTS
  32,023    2,864   21,728  121,763  151,749  175,514  176,341      915       88

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -3,205)
  -1,946      361   -1,088      589   -1,443   -2,445   -2,170     -760   -1,035

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      1.6     12.3     69.0     86.0     99.5    100.0      0.5      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10        7       13       55       53       71       68
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       72,994
COMMITMENTS
   1,223    1,173    1,443   70,304   70,378   72,970   72,994       24        0

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     -4,280)
    -226      -77      -83   -3,971   -4,120   -4,280   -4,280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.6      2.0     96.3     96.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        3        4       31       31       38       36
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      743,519
COMMITMENTS
  13,660    1,688    6,014  722,469  734,441  742,143  742,143    1,376    1,376

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -28,159)
    -955    1,360     -608  -27,972  -30,287  -29,535  -29,535    1,376    1,376

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      0.2      0.8     97.2     98.8     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        2       29       28       33       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,637,532
COMMITMENTS
  55,942    7,302  106,486  1475084  1523744  1637512  1637532       20        0

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:    -26,660)
   4,008  -17,829   -5,549  -23,192   -1,355  -24,733  -24,733   -1,927   -1,927

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      0.4      6.5     90.1     93.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
       8        3        6       40       42       50       49
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      104,957
COMMITMENTS
   1,671      553    1,369  101,917  102,984  104,957  104,906        0       51

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:      1,374)
     376       -6     -277    1,500    2,032    1,599    1,749     -225     -375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.5      1.3     97.1     98.1    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
       6        1        4       34       34       40       39
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 04/03/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      672,281
COMMITMENTS
  11,099    7,280    1,244  659,938  663,757  672,281  672,281        0        0

CHANGES FROM 03/27/12 (CHANGE IN OPEN INTEREST:     10,703)
  -4,488   -3,520        0   15,191   14,223   10,703   10,703        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      1.1      0.2     98.2     98.7    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        1       25       23       28       26
```

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Updated April 6, 2012