```
 
 
NATURAL GAS ICE HENRY HUB - ICE OTC                                  Code-023391
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:    5,205,865
COMMITMENTS
 640,729  373,464  1629747  2858087  3125306  5128563  5128517   77,302   77,348

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    173,926)
 -37,259   11,243   87,804   56,107   11,967  106,652  111,014   67,274   62,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      7.2     31.3     54.9     60.0     98.5     98.5      1.5      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      27       42       61      143      134      208      202
 
 
SOCAL BORDER FIN BASIS - ICE OTC                                     Code-023393
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      351,864
COMMITMENTS
  11,076   31,977    8,414  304,088  292,382  323,578  332,773   28,286   19,091

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -16,367)
  -5,112   -3,746    2,496  -27,664  -28,131  -30,280  -29,381   13,913   13,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      9.1      2.4     86.4     83.1     92.0     94.6      8.0      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       4        5        7       41       38       49       46
 
 
PG&E CITYGATE FIN BASIS - ICE OTC                                    Code-023394
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      176,337
COMMITMENTS
   2,122    2,625    4,562  163,848  163,796  170,532  170,983    5,805    5,354

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -7,802)
     514    1,920   -2,205   -8,547  -10,653  -10,238  -10,938    2,436    3,136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      1.5      2.6     92.9     92.9     96.7     97.0      3.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       3        2        3       35       37       39       41
 
 
NWP ROCKIES FIN BASIS - ICE OTC                                      Code-023395
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      288,345
COMMITMENTS
   8,974   12,760    2,986  268,177  256,372  280,137  272,118    8,208   16,227

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -20,610)
  -1,158   -2,624      294  -24,616  -21,346  -25,480  -23,676    4,870    3,066

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      4.4      1.0     93.0     88.9     97.2     94.4      2.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       1        4        1       33       32       35       36
 
 
AECO FIN BASIS - ICE OTC                                             Code-023396
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      738,011
COMMITMENTS
     707   45,937   20,892  705,538  660,604  727,137  727,433   10,874   10,578

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      2,996)
    -516     -913    4,318   -9,322   -8,309   -5,520   -4,904    8,516    7,900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      6.2      2.8     95.6     89.5     98.5     98.6      1.5      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
       3        7        8       56       48       64       58
 
 
CHICAGO FIN BASIS - ICE OTC                                          Code-023397
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,948
COMMITMENTS
  15,069        0      723  203,131  217,247  218,923  217,970    8,025    8,978

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -13,569)
   1,448   -2,720     -645  -17,985  -14,009  -17,182  -17,374    3,613    3,805

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6      0.0      0.3     89.5     95.7     96.5     96.0      3.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       2        0        2       28       23       30       25
 
 
HSC FIN BASIS - ICE OTC                                              Code-023398
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      371,585
COMMITMENTS
   4,915   15,517   33,853  322,158  309,113  360,926  358,483   10,659   13,102

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -26,755)
  -4,118   -3,535    1,357  -25,904  -26,761  -28,665  -28,939    1,910    2,184

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      4.2      9.1     86.7     83.2     97.1     96.5      2.9      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       55)
       4        3        5       38       37       44       43
 
 
WAHA FIN BASIS - ICE OTC                                             Code-023399
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 2,500  MMBTU'S)                        OPEN INTEREST:      226,219
COMMITMENTS
  19,363   25,328    4,810  196,685  188,530  220,858  218,668    5,361    7,551

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -19,516)
   2,840   -3,972   -4,633  -21,600  -13,411  -23,393  -22,016    3,877    2,500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     11.2      2.1     86.9     83.3     97.6     96.7      2.4      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       5        3        2       29       29       34       34
 
 
PJM WH REAL TIME PEAK OTC - ICE OTC                                  Code-064363
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 800 MWh)                               OPEN INTEREST:      172,271
COMMITMENTS
  31,891    1,787   21,997  116,851  147,592  170,739  171,376    1,532      895

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -4,158)
    -132   -1,077      269   -4,912   -4,157   -4,775   -4,965      617      807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5      1.0     12.8     67.8     85.7     99.1     99.5      0.9      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      12        5       11       55       53       70       66
 
 
MID-C FINANCIAL PEAK OTC - ICE OTC                                   Code-064391
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 MWh)                               OPEN INTEREST:       75,078
COMMITMENTS
   1,171      495    1,523   71,348   72,048   74,042   74,066    1,036    1,012

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:      2,084)
     -52     -678       80    1,044    1,670    1,072    1,072    1,012    1,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      0.7      2.0     95.0     96.0     98.6     98.7      1.4      1.3

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 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 MWh)                                OPEN INTEREST:      759,537
COMMITMENTS
  10,700      656    5,630  733,791  743,835  750,121  750,121    9,416    9,416

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     16,018)
  -2,960   -1,032     -384   11,322    9,394    7,978    7,978    8,040    8,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4      0.1      0.7     96.6     97.9     98.8     98.8      1.2      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        3       27       28       32       32
 
 
PJM WH OFF PEAK REAL TIME OTC - ICE OTC                              Code-064394
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 50 Megawatt Hours)                     OPEN INTEREST:    1,588,207
COMMITMENTS
  53,179   10,451  100,226  1434382  1477128  1587787  1587805      420      402

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -49,325)
  -2,763    3,149   -6,260  -40,702  -46,616  -49,725  -49,727      400      402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3      0.7      6.3     90.3     93.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
       7        5        7       40       41       51       49
 
 
SP15 FIN DAYAHEAD LPM PEAK OTC - ICE OTC                             Code-064395
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 400 Megawatt Hours)                    OPEN INTEREST:       99,213
COMMITMENTS
   1,045      526    1,632   95,733   96,228   98,410   98,386      803      827

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:     -5,744)
    -626      -27      263   -6,184   -6,756   -6,547   -6,520      803      776

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      0.5      1.6     96.5     97.0     99.2     99.2      0.8      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        2        3       32       33       36       38
 
 
SP15 FIN DA LPM OFF PEAK OTC - ICE OTC                               Code-064396
FUTURES ONLY POSITIONS AS OF 04/10/12                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(Contracts of 25 Megawatt Hours)                     OPEN INTEREST:      651,569
COMMITMENTS
   8,240    7,280      312  641,777  642,737  650,329  650,329    1,240    1,240

CHANGES FROM 04/03/12 (CHANGE IN OPEN INTEREST:    -20,712)
  -2,859        0     -932  -18,161  -21,020  -21,952  -21,952    1,240    1,240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3      1.1      0.0     98.5     98.6     99.8     99.8      0.2      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2        2        1       25       23       27       26
```

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Updated April 13, 2012