```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,125,118
COMMITMENTS
 690,272  280,368  1579647  2842589  3253316  5112508  5113331   12,610   11,787

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:   -167,556)
  29,278 -128,846  -41,122 -153,351    6,699 -165,195 -163,269   -2,361   -4,287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5      5.5     30.8     55.5     63.5     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      34       35       60      138      138      204      203
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      335,149
COMMITMENTS
  11,424   21,119    9,284  298,811  300,056  319,519  330,459   15,630    4,690

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      5,033)
  -6,074   -3,118      407    8,961    9,102    3,294    6,391    1,739   -1,358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      6.3      2.8     89.2     89.5     95.3     98.6      4.7      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       2        6        6       42       42       48       50
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      182,597
COMMITMENTS
   1,581    6,999    3,402  174,397  169,795  179,380  180,196    3,217    2,401

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,106)
    -132    1,005   -1,092    1,563      917      339      830      767      276

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9      3.8      1.9     95.5     93.0     98.2     98.7      1.8      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        2       35       38       39       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      284,943
COMMITMENTS
   5,102   17,819    2,007  273,683  253,592  280,792  273,418    4,151   11,525

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        653)
     254      145     -434      652      823      472      534      181      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      6.3      0.7     96.0     89.0     98.5     96.0      1.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
       4        4        6       35       35       43       41
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      742,259
COMMITMENTS
     736   42,885   11,251  726,703  685,387  738,690  739,523    3,569    2,736

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     19,848)
     736    4,714   -3,624   25,227   21,455   22,339   22,545   -2,491   -2,697

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      5.8      1.5     97.9     92.3     99.5     99.6      0.5      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       2        8        6       56       51       63       60
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      239,987
COMMITMENTS
  18,254        0    1,229  212,284  234,124  231,767  235,353    8,220    4,634

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:        450)
    -744        0      179       -8      677     -573      856    1,023     -406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      0.0      0.5     88.5     97.6     96.6     98.1      3.4      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        0        2       29       26       31       28
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      390,265
COMMITMENTS
   4,055    8,537   38,152  340,027  333,489  382,234  380,178    8,031   10,087

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      2,414)
      64   -2,349     -727    3,087    5,624    2,424    2,548      -10     -134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0      2.2      9.8     87.1     85.5     97.9     97.4      2.1      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
       2        7        5       41       42       47       50
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      220,702
COMMITMENTS
  17,826   21,922    6,652  193,271  185,324  217,749  213,898    2,953    6,804

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      1,834)
   1,323     -185      640     -129    1,344    1,834    1,799        0       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      9.9      3.0     87.6     84.0     98.7     96.9      1.3      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       4        4        3       33       30       39       35
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      179,578
COMMITMENTS
  27,110    2,705   22,177  128,724  154,191  178,011  179,073    1,567      505

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:      3,328)
    -903      627     -180    4,176    2,612    3,093    3,059      235      269

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      1.5     12.3     71.7     85.9     99.1     99.7      0.9      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      17        4       13       56       52       74       68
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       68,367
COMMITMENTS
     750      295      988   66,527   67,007   68,265   68,290      102       77

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     -6,898)
    -430     -210     -429   -6,091   -6,336   -6,950   -6,975       52       77

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.4      1.4     97.3     98.0     99.9     99.9      0.1      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        2        3       31       30       36       34
 
 
MID-C FINANCIAL OFF-PEAK OTC - ICE OTC                               Code-064392
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      707,034
COMMITMENTS
   4,392    3,875    3,562  699,056  699,597  707,010  707,034       24        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:    -45,406)
  -3,085    3,547   -4,739  -37,606  -44,214  -45,430  -45,406       24        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6      0.5      0.5     98.9     98.9    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        2       28       27       33       30
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,590,279
COMMITMENTS
  85,925   11,654   92,040  1412296  1486585  1590261  1590279       18        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:     19,889)
  11,408   -7,136    4,816    3,665   22,209   19,889   19,889        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.7      5.8     88.8     93.5    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
       8        4        6       40       43       50       51
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:      101,387
COMMITMENTS
   1,328      714      845   98,633   99,770  100,806  101,329      581       58

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -388)
    -157        1      -24     -706       -1     -887      -24      499     -364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      0.7      0.8     97.3     98.4     99.4     99.9      0.6      0.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
       6        4        4       34       35       42       41
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 05/01/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      674,939
COMMITMENTS
  19,919    6,976    1,305  653,715  666,658  674,939  674,939        0        0

CHANGES FROM 04/24/12 (CHANGE IN OPEN INTEREST:       -353)
   3,088     -304        0   -3,441      -49     -353     -353        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      1.0      0.2     96.9     98.8    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 May 4, 2012